Trading Metrics calculated at close of trading on 20-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2000 |
20-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
3,316.63 |
3,379.73 |
63.10 |
1.9% |
3,265.96 |
High |
3,404.33 |
3,514.96 |
110.63 |
3.2% |
3,514.96 |
Low |
3,271.20 |
3,378.95 |
107.75 |
3.3% |
2,982.04 |
Close |
3,402.95 |
3,456.61 |
53.66 |
1.6% |
3,456.61 |
Range |
133.13 |
136.01 |
2.88 |
2.2% |
532.92 |
ATR |
175.29 |
172.48 |
-2.81 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,858.20 |
3,793.42 |
3,531.42 |
|
R3 |
3,722.19 |
3,657.41 |
3,494.01 |
|
R2 |
3,586.18 |
3,586.18 |
3,481.55 |
|
R1 |
3,521.40 |
3,521.40 |
3,469.08 |
3,553.79 |
PP |
3,450.17 |
3,450.17 |
3,450.17 |
3,466.37 |
S1 |
3,385.39 |
3,385.39 |
3,444.14 |
3,417.78 |
S2 |
3,314.16 |
3,314.16 |
3,431.67 |
|
S3 |
3,178.15 |
3,249.38 |
3,419.21 |
|
S4 |
3,042.14 |
3,113.37 |
3,381.80 |
|
|
Weekly Pivots for week ending 20-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,916.63 |
4,719.54 |
3,749.72 |
|
R3 |
4,383.71 |
4,186.62 |
3,603.16 |
|
R2 |
3,850.79 |
3,850.79 |
3,554.31 |
|
R1 |
3,653.70 |
3,653.70 |
3,505.46 |
3,752.25 |
PP |
3,317.87 |
3,317.87 |
3,317.87 |
3,367.14 |
S1 |
3,120.78 |
3,120.78 |
3,407.76 |
3,219.33 |
S2 |
2,784.95 |
2,784.95 |
3,358.91 |
|
S3 |
2,252.03 |
2,587.86 |
3,310.06 |
|
S4 |
1,719.11 |
2,054.94 |
3,163.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,514.96 |
2,982.04 |
532.92 |
15.4% |
165.00 |
4.8% |
89% |
True |
False |
|
10 |
3,514.96 |
2,982.04 |
532.92 |
15.4% |
180.55 |
5.2% |
89% |
True |
False |
|
20 |
3,774.78 |
2,982.04 |
792.74 |
22.9% |
168.33 |
4.9% |
60% |
False |
False |
|
40 |
4,147.19 |
2,982.04 |
1,165.15 |
33.7% |
144.71 |
4.2% |
41% |
False |
False |
|
60 |
4,147.19 |
2,982.04 |
1,165.15 |
33.7% |
136.39 |
3.9% |
41% |
False |
False |
|
80 |
4,147.19 |
2,982.04 |
1,165.15 |
33.7% |
131.67 |
3.8% |
41% |
False |
False |
|
100 |
4,147.19 |
2,982.04 |
1,165.15 |
33.7% |
132.88 |
3.8% |
41% |
False |
False |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
36.2% |
140.90 |
4.1% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,093.00 |
2.618 |
3,871.03 |
1.618 |
3,735.02 |
1.000 |
3,650.97 |
0.618 |
3,599.01 |
HIGH |
3,514.96 |
0.618 |
3,463.00 |
0.500 |
3,446.96 |
0.382 |
3,430.91 |
LOW |
3,378.95 |
0.618 |
3,294.90 |
1.000 |
3,242.94 |
1.618 |
3,158.89 |
2.618 |
3,022.88 |
4.250 |
2,800.91 |
|
|
Fisher Pivots for day following 20-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
3,453.39 |
3,387.24 |
PP |
3,450.17 |
3,317.87 |
S1 |
3,446.96 |
3,248.50 |
|