Trading Metrics calculated at close of trading on 26-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2000 |
26-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
3,245.69 |
3,127.44 |
-118.25 |
-3.6% |
3,265.96 |
High |
3,283.20 |
3,185.91 |
-97.29 |
-3.0% |
3,514.96 |
Low |
3,086.61 |
2,956.20 |
-130.41 |
-4.2% |
2,982.04 |
Close |
3,107.61 |
3,167.14 |
59.53 |
1.9% |
3,456.61 |
Range |
196.59 |
229.71 |
33.12 |
16.8% |
532.92 |
ATR |
174.81 |
178.73 |
3.92 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,792.21 |
3,709.39 |
3,293.48 |
|
R3 |
3,562.50 |
3,479.68 |
3,230.31 |
|
R2 |
3,332.79 |
3,332.79 |
3,209.25 |
|
R1 |
3,249.97 |
3,249.97 |
3,188.20 |
3,291.38 |
PP |
3,103.08 |
3,103.08 |
3,103.08 |
3,123.79 |
S1 |
3,020.26 |
3,020.26 |
3,146.08 |
3,061.67 |
S2 |
2,873.37 |
2,873.37 |
3,125.03 |
|
S3 |
2,643.66 |
2,790.55 |
3,103.97 |
|
S4 |
2,413.95 |
2,560.84 |
3,040.80 |
|
|
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 |
2,956.20 |
558.76 |
17.6% |
167.44 |
5.3% |
38% |
False |
True |
|
10 |
3,514.96 |
2,956.20 |
558.76 |
17.6% |
181.40 |
5.7% |
38% |
False |
True |
|
20 |
3,690.24 |
2,956.20 |
734.04 |
23.2% |
174.46 |
5.5% |
29% |
False |
True |
|
40 |
4,147.19 |
2,956.20 |
1,190.99 |
37.6% |
156.24 |
4.9% |
18% |
False |
True |
|
60 |
4,147.19 |
2,956.20 |
1,190.99 |
37.6% |
137.09 |
4.3% |
18% |
False |
True |
|
80 |
4,147.19 |
2,956.20 |
1,190.99 |
37.6% |
134.74 |
4.3% |
18% |
False |
True |
|
100 |
4,147.19 |
2,956.20 |
1,190.99 |
37.6% |
132.62 |
4.2% |
18% |
False |
True |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
39.5% |
141.52 |
4.5% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,162.18 |
2.618 |
3,787.29 |
1.618 |
3,557.58 |
1.000 |
3,415.62 |
0.618 |
3,327.87 |
HIGH |
3,185.91 |
0.618 |
3,098.16 |
0.500 |
3,071.06 |
0.382 |
3,043.95 |
LOW |
2,956.20 |
0.618 |
2,814.24 |
1.000 |
2,726.49 |
1.618 |
2,584.53 |
2.618 |
2,354.82 |
4.250 |
1,979.93 |
|
|
Fisher Pivots for day following 26-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
3,135.11 |
3,218.76 |
PP |
3,103.08 |
3,201.55 |
S1 |
3,071.06 |
3,184.35 |
|