Trading Metrics calculated at close of trading on 18-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2000 |
18-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
3,313.81 |
3,045.70 |
-268.11 |
-8.1% |
3,306.75 |
High |
3,326.13 |
3,245.58 |
-80.55 |
-2.4% |
3,359.93 |
Low |
3,127.63 |
2,982.04 |
-145.59 |
-4.7% |
2,990.99 |
Close |
3,172.19 |
3,139.31 |
-32.88 |
-1.0% |
3,277.77 |
Range |
198.50 |
263.54 |
65.04 |
32.8% |
368.94 |
ATR |
161.06 |
168.38 |
7.32 |
4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,912.93 |
3,789.66 |
3,284.26 |
|
R3 |
3,649.39 |
3,526.12 |
3,211.78 |
|
R2 |
3,385.85 |
3,385.85 |
3,187.63 |
|
R1 |
3,262.58 |
3,262.58 |
3,163.47 |
3,324.22 |
PP |
3,122.31 |
3,122.31 |
3,122.31 |
3,153.13 |
S1 |
2,999.04 |
2,999.04 |
3,115.15 |
3,060.68 |
S2 |
2,858.77 |
2,858.77 |
3,090.99 |
|
S3 |
2,595.23 |
2,735.50 |
3,066.84 |
|
S4 |
2,331.69 |
2,471.96 |
2,994.36 |
|
|
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 |
2,982.04 |
344.09 |
11.0% |
205.43 |
6.5% |
46% |
False |
True |
|
10 |
3,492.28 |
2,982.04 |
510.24 |
16.3% |
184.22 |
5.9% |
31% |
False |
True |
|
20 |
3,790.45 |
2,982.04 |
808.41 |
25.8% |
170.45 |
5.4% |
19% |
False |
True |
|
40 |
4,147.19 |
2,982.04 |
1,165.15 |
37.1% |
143.23 |
4.6% |
13% |
False |
True |
|
60 |
4,147.19 |
2,982.04 |
1,165.15 |
37.1% |
136.22 |
4.3% |
13% |
False |
True |
|
80 |
4,147.19 |
2,982.04 |
1,165.15 |
37.1% |
131.09 |
4.2% |
13% |
False |
True |
|
100 |
4,147.19 |
2,982.04 |
1,165.15 |
37.1% |
134.69 |
4.3% |
13% |
False |
True |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
39.8% |
141.10 |
4.5% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,365.63 |
2.618 |
3,935.53 |
1.618 |
3,671.99 |
1.000 |
3,509.12 |
0.618 |
3,408.45 |
HIGH |
3,245.58 |
0.618 |
3,144.91 |
0.500 |
3,113.81 |
0.382 |
3,082.71 |
LOW |
2,982.04 |
0.618 |
2,819.17 |
1.000 |
2,718.50 |
1.618 |
2,555.63 |
2.618 |
2,292.09 |
4.250 |
1,862.00 |
|
|
Fisher Pivots for day following 18-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
3,130.81 |
3,154.09 |
PP |
3,122.31 |
3,149.16 |
S1 |
3,113.81 |
3,144.24 |
|