Trading Metrics calculated at close of trading on 19-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2000 |
19-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
3,045.70 |
3,316.63 |
270.93 |
8.9% |
3,306.75 |
High |
3,245.58 |
3,404.33 |
158.75 |
4.9% |
3,359.93 |
Low |
2,982.04 |
3,271.20 |
289.16 |
9.7% |
2,990.99 |
Close |
3,139.31 |
3,402.95 |
263.64 |
8.4% |
3,277.77 |
Range |
263.54 |
133.13 |
-130.41 |
-49.5% |
368.94 |
ATR |
168.38 |
175.29 |
6.90 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,758.88 |
3,714.05 |
3,476.17 |
|
R3 |
3,625.75 |
3,580.92 |
3,439.56 |
|
R2 |
3,492.62 |
3,492.62 |
3,427.36 |
|
R1 |
3,447.79 |
3,447.79 |
3,415.15 |
3,470.21 |
PP |
3,359.49 |
3,359.49 |
3,359.49 |
3,370.70 |
S1 |
3,314.66 |
3,314.66 |
3,390.75 |
3,337.08 |
S2 |
3,226.36 |
3,226.36 |
3,378.54 |
|
S3 |
3,093.23 |
3,181.53 |
3,366.34 |
|
S4 |
2,960.10 |
3,048.40 |
3,329.73 |
|
|
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 |
3,404.33 |
2,982.04 |
422.29 |
12.4% |
195.35 |
5.7% |
100% |
True |
False |
|
10 |
3,468.28 |
2,982.04 |
486.24 |
14.3% |
187.50 |
5.5% |
87% |
False |
False |
|
20 |
3,774.78 |
2,982.04 |
792.74 |
23.3% |
172.18 |
5.1% |
53% |
False |
False |
|
40 |
4,147.19 |
2,982.04 |
1,165.15 |
34.2% |
143.06 |
4.2% |
36% |
False |
False |
|
60 |
4,147.19 |
2,982.04 |
1,165.15 |
34.2% |
136.38 |
4.0% |
36% |
False |
False |
|
80 |
4,147.19 |
2,982.04 |
1,165.15 |
34.2% |
131.42 |
3.9% |
36% |
False |
False |
|
100 |
4,147.19 |
2,982.04 |
1,165.15 |
34.2% |
132.88 |
3.9% |
36% |
False |
False |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
36.7% |
141.42 |
4.2% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,970.13 |
2.618 |
3,752.86 |
1.618 |
3,619.73 |
1.000 |
3,537.46 |
0.618 |
3,486.60 |
HIGH |
3,404.33 |
0.618 |
3,353.47 |
0.500 |
3,337.77 |
0.382 |
3,322.06 |
LOW |
3,271.20 |
0.618 |
3,188.93 |
1.000 |
3,138.07 |
1.618 |
3,055.80 |
2.618 |
2,922.67 |
4.250 |
2,705.40 |
|
|
Fisher Pivots for day following 19-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
3,381.22 |
3,333.03 |
PP |
3,359.49 |
3,263.11 |
S1 |
3,337.77 |
3,193.19 |
|