Trading Metrics calculated at close of trading on 02-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2000 |
02-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
3,214.40 |
3,292.13 |
77.73 |
2.4% |
3,451.40 |
High |
3,311.00 |
3,326.37 |
15.37 |
0.5% |
3,498.04 |
Low |
3,176.87 |
3,259.07 |
82.20 |
2.6% |
2,956.20 |
Close |
3,225.27 |
3,308.48 |
83.21 |
2.6% |
3,175.25 |
Range |
134.13 |
67.30 |
-66.83 |
-49.8% |
541.84 |
ATR |
176.46 |
171.08 |
-5.38 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,499.87 |
3,471.48 |
3,345.50 |
|
R3 |
3,432.57 |
3,404.18 |
3,326.99 |
|
R2 |
3,365.27 |
3,365.27 |
3,320.82 |
|
R1 |
3,336.88 |
3,336.88 |
3,314.65 |
3,351.08 |
PP |
3,297.97 |
3,297.97 |
3,297.97 |
3,305.07 |
S1 |
3,269.58 |
3,269.58 |
3,302.31 |
3,283.78 |
S2 |
3,230.67 |
3,230.67 |
3,296.14 |
|
S3 |
3,163.37 |
3,202.28 |
3,289.97 |
|
S4 |
3,096.07 |
3,134.98 |
3,271.47 |
|
|
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 |
3,326.37 |
3,038.41 |
287.96 |
8.7% |
141.81 |
4.3% |
94% |
True |
False |
|
10 |
3,514.96 |
2,956.20 |
558.76 |
16.9% |
154.62 |
4.7% |
63% |
False |
False |
|
20 |
3,514.96 |
2,956.20 |
558.76 |
16.9% |
171.06 |
5.2% |
63% |
False |
False |
|
40 |
3,949.15 |
2,956.20 |
992.95 |
30.0% |
159.94 |
4.8% |
35% |
False |
False |
|
60 |
4,147.19 |
2,956.20 |
1,190.99 |
36.0% |
137.43 |
4.2% |
30% |
False |
False |
|
80 |
4,147.19 |
2,956.20 |
1,190.99 |
36.0% |
136.20 |
4.1% |
30% |
False |
False |
|
100 |
4,147.19 |
2,956.20 |
1,190.99 |
36.0% |
133.11 |
4.0% |
30% |
False |
False |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
37.8% |
140.49 |
4.2% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,612.40 |
2.618 |
3,502.56 |
1.618 |
3,435.26 |
1.000 |
3,393.67 |
0.618 |
3,367.96 |
HIGH |
3,326.37 |
0.618 |
3,300.66 |
0.500 |
3,292.72 |
0.382 |
3,284.78 |
LOW |
3,259.07 |
0.618 |
3,217.48 |
1.000 |
3,191.77 |
1.618 |
3,150.18 |
2.618 |
3,082.88 |
4.250 |
2,973.05 |
|
|
Fisher Pivots for day following 02-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
3,303.23 |
3,280.08 |
PP |
3,297.97 |
3,251.69 |
S1 |
3,292.72 |
3,223.29 |
|