Trading Metrics calculated at close of trading on 25-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2000 |
25-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
3,455.37 |
3,245.69 |
-209.68 |
-6.1% |
3,265.96 |
High |
3,481.31 |
3,283.20 |
-198.11 |
-5.7% |
3,514.96 |
Low |
3,326.12 |
3,086.61 |
-239.51 |
-7.2% |
2,982.04 |
Close |
3,353.26 |
3,107.61 |
-245.65 |
-7.3% |
3,456.61 |
Range |
155.19 |
196.59 |
41.40 |
26.7% |
532.92 |
ATR |
167.74 |
174.81 |
7.06 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,748.91 |
3,624.85 |
3,215.73 |
|
R3 |
3,552.32 |
3,428.26 |
3,161.67 |
|
R2 |
3,355.73 |
3,355.73 |
3,143.65 |
|
R1 |
3,231.67 |
3,231.67 |
3,125.63 |
3,195.41 |
PP |
3,159.14 |
3,159.14 |
3,159.14 |
3,141.01 |
S1 |
3,035.08 |
3,035.08 |
3,089.59 |
2,998.82 |
S2 |
2,962.55 |
2,962.55 |
3,071.57 |
|
S3 |
2,765.96 |
2,838.49 |
3,053.55 |
|
S4 |
2,569.37 |
2,641.90 |
2,999.49 |
|
|
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 |
3,086.61 |
428.35 |
13.8% |
148.12 |
4.8% |
5% |
False |
True |
|
10 |
3,514.96 |
2,982.04 |
532.92 |
17.1% |
176.78 |
5.7% |
24% |
False |
False |
|
20 |
3,725.75 |
2,982.04 |
743.71 |
23.9% |
171.44 |
5.5% |
17% |
False |
False |
|
40 |
4,147.19 |
2,982.04 |
1,165.15 |
37.5% |
152.06 |
4.9% |
11% |
False |
False |
|
60 |
4,147.19 |
2,982.04 |
1,165.15 |
37.5% |
135.45 |
4.4% |
11% |
False |
False |
|
80 |
4,147.19 |
2,982.04 |
1,165.15 |
37.5% |
133.85 |
4.3% |
11% |
False |
False |
|
100 |
4,147.19 |
2,982.04 |
1,165.15 |
37.5% |
131.96 |
4.2% |
11% |
False |
False |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
40.2% |
141.00 |
4.5% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,118.71 |
2.618 |
3,797.87 |
1.618 |
3,601.28 |
1.000 |
3,479.79 |
0.618 |
3,404.69 |
HIGH |
3,283.20 |
0.618 |
3,208.10 |
0.500 |
3,184.91 |
0.382 |
3,161.71 |
LOW |
3,086.61 |
0.618 |
2,965.12 |
1.000 |
2,890.02 |
1.618 |
2,768.53 |
2.618 |
2,571.94 |
4.250 |
2,251.10 |
|
|
Fisher Pivots for day following 25-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
3,184.91 |
3,292.33 |
PP |
3,159.14 |
3,230.75 |
S1 |
3,133.38 |
3,169.18 |
|