Trading Metrics calculated at close of trading on 01-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2000 |
01-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
3,120.21 |
3,214.40 |
94.19 |
3.0% |
3,451.40 |
High |
3,304.62 |
3,311.00 |
6.38 |
0.2% |
3,498.04 |
Low |
3,120.21 |
3,176.87 |
56.66 |
1.8% |
2,956.20 |
Close |
3,282.30 |
3,225.27 |
-57.03 |
-1.7% |
3,175.25 |
Range |
184.41 |
134.13 |
-50.28 |
-27.3% |
541.84 |
ATR |
179.72 |
176.46 |
-3.26 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,640.10 |
3,566.82 |
3,299.04 |
|
R3 |
3,505.97 |
3,432.69 |
3,262.16 |
|
R2 |
3,371.84 |
3,371.84 |
3,249.86 |
|
R1 |
3,298.56 |
3,298.56 |
3,237.57 |
3,335.20 |
PP |
3,237.71 |
3,237.71 |
3,237.71 |
3,256.04 |
S1 |
3,164.43 |
3,164.43 |
3,212.97 |
3,201.07 |
S2 |
3,103.58 |
3,103.58 |
3,200.68 |
|
S3 |
2,969.45 |
3,030.30 |
3,188.38 |
|
S4 |
2,835.32 |
2,896.17 |
3,151.50 |
|
|
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 |
3,311.00 |
2,956.20 |
354.80 |
11.0% |
174.29 |
5.4% |
76% |
True |
False |
|
10 |
3,514.96 |
2,956.20 |
558.76 |
17.3% |
161.21 |
5.0% |
48% |
False |
False |
|
20 |
3,514.96 |
2,956.20 |
558.76 |
17.3% |
172.71 |
5.4% |
48% |
False |
False |
|
40 |
3,963.94 |
2,956.20 |
1,007.74 |
31.2% |
161.16 |
5.0% |
27% |
False |
False |
|
60 |
4,147.19 |
2,956.20 |
1,190.99 |
36.9% |
137.79 |
4.3% |
23% |
False |
False |
|
80 |
4,147.19 |
2,956.20 |
1,190.99 |
36.9% |
136.82 |
4.2% |
23% |
False |
False |
|
100 |
4,147.19 |
2,956.20 |
1,190.99 |
36.9% |
134.28 |
4.2% |
23% |
False |
False |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
38.8% |
141.58 |
4.4% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,881.05 |
2.618 |
3,662.15 |
1.618 |
3,528.02 |
1.000 |
3,445.13 |
0.618 |
3,393.89 |
HIGH |
3,311.00 |
0.618 |
3,259.76 |
0.500 |
3,243.94 |
0.382 |
3,228.11 |
LOW |
3,176.87 |
0.618 |
3,093.98 |
1.000 |
3,042.74 |
1.618 |
2,959.85 |
2.618 |
2,825.72 |
4.250 |
2,606.82 |
|
|
Fisher Pivots for day following 01-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
3,243.94 |
3,208.42 |
PP |
3,237.71 |
3,191.56 |
S1 |
3,231.49 |
3,174.71 |
|