Trading Metrics calculated at close of trading on 31-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2000 |
31-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
3,128.94 |
3,120.21 |
-8.73 |
-0.3% |
3,451.40 |
High |
3,195.45 |
3,304.62 |
109.17 |
3.4% |
3,498.04 |
Low |
3,038.41 |
3,120.21 |
81.80 |
2.7% |
2,956.20 |
Close |
3,081.07 |
3,282.30 |
201.23 |
6.5% |
3,175.25 |
Range |
157.04 |
184.41 |
27.37 |
17.4% |
541.84 |
ATR |
176.35 |
179.72 |
3.37 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,788.94 |
3,720.03 |
3,383.73 |
|
R3 |
3,604.53 |
3,535.62 |
3,333.01 |
|
R2 |
3,420.12 |
3,420.12 |
3,316.11 |
|
R1 |
3,351.21 |
3,351.21 |
3,299.20 |
3,385.67 |
PP |
3,235.71 |
3,235.71 |
3,235.71 |
3,252.94 |
S1 |
3,166.80 |
3,166.80 |
3,265.40 |
3,201.26 |
S2 |
3,051.30 |
3,051.30 |
3,248.49 |
|
S3 |
2,866.89 |
2,982.39 |
3,231.59 |
|
S4 |
2,682.48 |
2,797.98 |
3,180.87 |
|
|
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 |
3,304.62 |
2,956.20 |
348.42 |
10.6% |
186.78 |
5.7% |
94% |
True |
False |
|
10 |
3,514.96 |
2,956.20 |
558.76 |
17.0% |
174.15 |
5.3% |
58% |
False |
False |
|
20 |
3,514.96 |
2,956.20 |
558.76 |
17.0% |
175.25 |
5.3% |
58% |
False |
False |
|
40 |
3,983.74 |
2,956.20 |
1,027.54 |
31.3% |
161.46 |
4.9% |
32% |
False |
False |
|
60 |
4,147.19 |
2,956.20 |
1,190.99 |
36.3% |
136.71 |
4.2% |
27% |
False |
False |
|
80 |
4,147.19 |
2,956.20 |
1,190.99 |
36.3% |
136.58 |
4.2% |
27% |
False |
False |
|
100 |
4,147.19 |
2,956.20 |
1,190.99 |
36.3% |
134.35 |
4.1% |
27% |
False |
False |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
38.1% |
141.49 |
4.3% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,088.36 |
2.618 |
3,787.41 |
1.618 |
3,603.00 |
1.000 |
3,489.03 |
0.618 |
3,418.59 |
HIGH |
3,304.62 |
0.618 |
3,234.18 |
0.500 |
3,212.42 |
0.382 |
3,190.65 |
LOW |
3,120.21 |
0.618 |
3,006.24 |
1.000 |
2,935.80 |
1.618 |
2,821.83 |
2.618 |
2,637.42 |
4.250 |
2,336.47 |
|
|
Fisher Pivots for day following 31-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
3,259.01 |
3,245.37 |
PP |
3,235.71 |
3,208.44 |
S1 |
3,212.42 |
3,171.52 |
|