Trading Metrics calculated at close of trading on 13-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2000 |
13-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
3,175.75 |
2,990.99 |
-184.76 |
-5.8% |
3,306.75 |
High |
3,183.96 |
3,278.77 |
94.81 |
3.0% |
3,359.93 |
Low |
3,000.43 |
2,990.99 |
-9.44 |
-0.3% |
2,990.99 |
Close |
3,004.45 |
3,277.77 |
273.32 |
9.1% |
3,277.77 |
Range |
183.53 |
287.78 |
104.25 |
56.8% |
368.94 |
ATR |
153.55 |
163.13 |
9.59 |
6.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,045.85 |
3,949.59 |
3,436.05 |
|
R3 |
3,758.07 |
3,661.81 |
3,356.91 |
|
R2 |
3,470.29 |
3,470.29 |
3,330.53 |
|
R1 |
3,374.03 |
3,374.03 |
3,304.15 |
3,422.16 |
PP |
3,182.51 |
3,182.51 |
3,182.51 |
3,206.58 |
S1 |
3,086.25 |
3,086.25 |
3,251.39 |
3,134.38 |
S2 |
2,894.73 |
2,894.73 |
3,225.01 |
|
S3 |
2,606.95 |
2,798.47 |
3,198.63 |
|
S4 |
2,319.17 |
2,510.69 |
3,119.49 |
|
|
Weekly Pivots for week ending 13-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,316.38 |
4,166.02 |
3,480.69 |
|
R3 |
3,947.44 |
3,797.08 |
3,379.23 |
|
R2 |
3,578.50 |
3,578.50 |
3,345.41 |
|
R1 |
3,428.14 |
3,428.14 |
3,311.59 |
3,318.85 |
PP |
3,209.56 |
3,209.56 |
3,209.56 |
3,154.92 |
S1 |
3,059.20 |
3,059.20 |
3,243.95 |
2,949.91 |
S2 |
2,840.62 |
2,840.62 |
3,210.13 |
|
S3 |
2,471.68 |
2,690.26 |
3,176.31 |
|
S4 |
2,102.74 |
2,321.32 |
3,074.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,359.93 |
2,990.99 |
368.94 |
11.3% |
196.11 |
6.0% |
78% |
False |
True |
|
10 |
3,613.86 |
2,990.99 |
622.87 |
19.0% |
183.03 |
5.6% |
46% |
False |
True |
|
20 |
3,810.30 |
2,990.99 |
819.31 |
25.0% |
167.34 |
5.1% |
35% |
False |
True |
|
40 |
4,147.19 |
2,990.99 |
1,156.20 |
35.3% |
135.16 |
4.1% |
25% |
False |
True |
|
60 |
4,147.19 |
2,990.99 |
1,156.20 |
35.3% |
133.46 |
4.1% |
25% |
False |
True |
|
80 |
4,147.19 |
2,990.99 |
1,156.20 |
35.3% |
129.26 |
3.9% |
25% |
False |
True |
|
100 |
4,147.19 |
2,897.27 |
1,249.92 |
38.1% |
135.51 |
4.1% |
30% |
False |
False |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
38.1% |
141.32 |
4.3% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,501.84 |
2.618 |
4,032.18 |
1.618 |
3,744.40 |
1.000 |
3,566.55 |
0.618 |
3,456.62 |
HIGH |
3,278.77 |
0.618 |
3,168.84 |
0.500 |
3,134.88 |
0.382 |
3,100.92 |
LOW |
2,990.99 |
0.618 |
2,813.14 |
1.000 |
2,703.21 |
1.618 |
2,525.36 |
2.618 |
2,237.58 |
4.250 |
1,767.93 |
|
|
Fisher Pivots for day following 13-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
3,230.14 |
3,230.14 |
PP |
3,182.51 |
3,182.51 |
S1 |
3,134.88 |
3,134.88 |
|