Trading Metrics calculated at close of trading on 24-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2000 |
24-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
3,451.40 |
3,455.37 |
3.97 |
0.1% |
3,265.96 |
High |
3,498.04 |
3,481.31 |
-16.73 |
-0.5% |
3,514.96 |
Low |
3,378.34 |
3,326.12 |
-52.22 |
-1.5% |
2,982.04 |
Close |
3,422.00 |
3,353.26 |
-68.74 |
-2.0% |
3,456.61 |
Range |
119.70 |
155.19 |
35.49 |
29.6% |
532.92 |
ATR |
168.71 |
167.74 |
-0.97 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,852.47 |
3,758.05 |
3,438.61 |
|
R3 |
3,697.28 |
3,602.86 |
3,395.94 |
|
R2 |
3,542.09 |
3,542.09 |
3,381.71 |
|
R1 |
3,447.67 |
3,447.67 |
3,367.49 |
3,417.29 |
PP |
3,386.90 |
3,386.90 |
3,386.90 |
3,371.70 |
S1 |
3,292.48 |
3,292.48 |
3,339.03 |
3,262.10 |
S2 |
3,231.71 |
3,231.71 |
3,324.81 |
|
S3 |
3,076.52 |
3,137.29 |
3,310.58 |
|
S4 |
2,921.33 |
2,982.10 |
3,267.91 |
|
|
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 |
15.9% |
161.51 |
4.8% |
70% |
False |
False |
|
10 |
3,514.96 |
2,982.04 |
532.92 |
15.9% |
174.46 |
5.2% |
70% |
False |
False |
|
20 |
3,725.75 |
2,982.04 |
743.71 |
22.2% |
167.38 |
5.0% |
50% |
False |
False |
|
40 |
4,147.19 |
2,982.04 |
1,165.15 |
34.7% |
148.33 |
4.4% |
32% |
False |
False |
|
60 |
4,147.19 |
2,982.04 |
1,165.15 |
34.7% |
133.68 |
4.0% |
32% |
False |
False |
|
80 |
4,147.19 |
2,982.04 |
1,165.15 |
34.7% |
132.23 |
3.9% |
32% |
False |
False |
|
100 |
4,147.19 |
2,982.04 |
1,165.15 |
34.7% |
131.27 |
3.9% |
32% |
False |
False |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
37.3% |
140.68 |
4.2% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,140.87 |
2.618 |
3,887.60 |
1.618 |
3,732.41 |
1.000 |
3,636.50 |
0.618 |
3,577.22 |
HIGH |
3,481.31 |
0.618 |
3,422.03 |
0.500 |
3,403.72 |
0.382 |
3,385.40 |
LOW |
3,326.12 |
0.618 |
3,230.21 |
1.000 |
3,170.93 |
1.618 |
3,075.02 |
2.618 |
2,919.83 |
4.250 |
2,666.56 |
|
|
Fisher Pivots for day following 24-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
3,403.72 |
3,420.54 |
PP |
3,386.90 |
3,398.11 |
S1 |
3,370.08 |
3,375.69 |
|