Trading Metrics calculated at close of trading on 17-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2000 |
17-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
3,265.96 |
3,313.81 |
47.85 |
1.5% |
3,306.75 |
High |
3,296.95 |
3,326.13 |
29.18 |
0.9% |
3,359.93 |
Low |
3,203.13 |
3,127.63 |
-75.50 |
-2.4% |
2,990.99 |
Close |
3,249.46 |
3,172.19 |
-77.27 |
-2.4% |
3,277.77 |
Range |
93.82 |
198.50 |
104.68 |
111.6% |
368.94 |
ATR |
158.18 |
161.06 |
2.88 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,804.15 |
3,686.67 |
3,281.37 |
|
R3 |
3,605.65 |
3,488.17 |
3,226.78 |
|
R2 |
3,407.15 |
3,407.15 |
3,208.58 |
|
R1 |
3,289.67 |
3,289.67 |
3,190.39 |
3,249.16 |
PP |
3,208.65 |
3,208.65 |
3,208.65 |
3,188.40 |
S1 |
3,091.17 |
3,091.17 |
3,153.99 |
3,050.66 |
S2 |
3,010.15 |
3,010.15 |
3,135.80 |
|
S3 |
2,811.65 |
2,892.67 |
3,117.60 |
|
S4 |
2,613.15 |
2,694.17 |
3,063.02 |
|
|
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 |
3,326.13 |
2,990.99 |
335.14 |
10.6% |
187.40 |
5.9% |
54% |
True |
False |
|
10 |
3,492.28 |
2,990.99 |
501.29 |
15.8% |
176.35 |
5.6% |
36% |
False |
False |
|
20 |
3,810.30 |
2,990.99 |
819.31 |
25.8% |
164.77 |
5.2% |
22% |
False |
False |
|
40 |
4,147.19 |
2,990.99 |
1,156.20 |
36.4% |
138.41 |
4.4% |
16% |
False |
False |
|
60 |
4,147.19 |
2,990.99 |
1,156.20 |
36.4% |
133.66 |
4.2% |
16% |
False |
False |
|
80 |
4,147.19 |
2,990.99 |
1,156.20 |
36.4% |
128.94 |
4.1% |
16% |
False |
False |
|
100 |
4,147.19 |
2,990.99 |
1,156.20 |
36.4% |
133.43 |
4.2% |
16% |
False |
False |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
39.4% |
139.69 |
4.4% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,169.76 |
2.618 |
3,845.80 |
1.618 |
3,647.30 |
1.000 |
3,524.63 |
0.618 |
3,448.80 |
HIGH |
3,326.13 |
0.618 |
3,250.30 |
0.500 |
3,226.88 |
0.382 |
3,203.46 |
LOW |
3,127.63 |
0.618 |
3,004.96 |
1.000 |
2,929.13 |
1.618 |
2,806.46 |
2.618 |
2,607.96 |
4.250 |
2,284.01 |
|
|
Fisher Pivots for day following 17-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
3,226.88 |
3,167.65 |
PP |
3,208.65 |
3,163.10 |
S1 |
3,190.42 |
3,158.56 |
|