Trading Metrics calculated at close of trading on 27-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2000 |
27-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
3,127.44 |
3,232.81 |
105.37 |
3.4% |
3,451.40 |
High |
3,185.91 |
3,275.22 |
89.31 |
2.8% |
3,498.04 |
Low |
2,956.20 |
3,109.06 |
152.86 |
5.2% |
2,956.20 |
Close |
3,167.14 |
3,175.25 |
8.11 |
0.3% |
3,175.25 |
Range |
229.71 |
166.16 |
-63.55 |
-27.7% |
541.84 |
ATR |
178.73 |
177.83 |
-0.90 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,684.99 |
3,596.28 |
3,266.64 |
|
R3 |
3,518.83 |
3,430.12 |
3,220.94 |
|
R2 |
3,352.67 |
3,352.67 |
3,205.71 |
|
R1 |
3,263.96 |
3,263.96 |
3,190.48 |
3,225.24 |
PP |
3,186.51 |
3,186.51 |
3,186.51 |
3,167.15 |
S1 |
3,097.80 |
3,097.80 |
3,160.02 |
3,059.08 |
S2 |
3,020.35 |
3,020.35 |
3,144.79 |
|
S3 |
2,854.19 |
2,931.64 |
3,129.56 |
|
S4 |
2,688.03 |
2,765.48 |
3,083.86 |
|
|
Weekly Pivots for week ending 27-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,835.35 |
4,547.14 |
3,473.26 |
|
R3 |
4,293.51 |
4,005.30 |
3,324.26 |
|
R2 |
3,751.67 |
3,751.67 |
3,274.59 |
|
R1 |
3,463.46 |
3,463.46 |
3,224.92 |
3,336.65 |
PP |
3,209.83 |
3,209.83 |
3,209.83 |
3,146.42 |
S1 |
2,921.62 |
2,921.62 |
3,125.58 |
2,794.81 |
S2 |
2,667.99 |
2,667.99 |
3,075.91 |
|
S3 |
2,126.15 |
2,379.78 |
3,026.24 |
|
S4 |
1,584.31 |
1,837.94 |
2,877.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,498.04 |
2,956.20 |
541.84 |
17.1% |
173.47 |
5.5% |
40% |
False |
False |
|
10 |
3,514.96 |
2,956.20 |
558.76 |
17.6% |
169.24 |
5.3% |
39% |
False |
False |
|
20 |
3,613.86 |
2,956.20 |
657.66 |
20.7% |
176.13 |
5.5% |
33% |
False |
False |
|
40 |
4,147.19 |
2,956.20 |
1,190.99 |
37.5% |
157.66 |
5.0% |
18% |
False |
False |
|
60 |
4,147.19 |
2,956.20 |
1,190.99 |
37.5% |
135.13 |
4.3% |
18% |
False |
False |
|
80 |
4,147.19 |
2,956.20 |
1,190.99 |
37.5% |
134.53 |
4.2% |
18% |
False |
False |
|
100 |
4,147.19 |
2,956.20 |
1,190.99 |
37.5% |
132.91 |
4.2% |
18% |
False |
False |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
39.4% |
141.52 |
4.5% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,981.40 |
2.618 |
3,710.23 |
1.618 |
3,544.07 |
1.000 |
3,441.38 |
0.618 |
3,377.91 |
HIGH |
3,275.22 |
0.618 |
3,211.75 |
0.500 |
3,192.14 |
0.382 |
3,172.53 |
LOW |
3,109.06 |
0.618 |
3,006.37 |
1.000 |
2,942.90 |
1.618 |
2,840.21 |
2.618 |
2,674.05 |
4.250 |
2,402.88 |
|
|
Fisher Pivots for day following 27-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
3,192.14 |
3,156.73 |
PP |
3,186.51 |
3,138.22 |
S1 |
3,180.88 |
3,119.70 |
|