Trading Metrics calculated at close of trading on 03-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2000 |
03-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
3,292.13 |
3,329.26 |
37.13 |
1.1% |
3,128.94 |
High |
3,326.37 |
3,359.99 |
33.62 |
1.0% |
3,359.99 |
Low |
3,259.07 |
3,275.07 |
16.00 |
0.5% |
3,038.41 |
Close |
3,308.48 |
3,321.91 |
13.43 |
0.4% |
3,321.91 |
Range |
67.30 |
84.92 |
17.62 |
26.2% |
321.58 |
ATR |
171.08 |
164.93 |
-6.15 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,573.75 |
3,532.75 |
3,368.62 |
|
R3 |
3,488.83 |
3,447.83 |
3,345.26 |
|
R2 |
3,403.91 |
3,403.91 |
3,337.48 |
|
R1 |
3,362.91 |
3,362.91 |
3,329.69 |
3,340.95 |
PP |
3,318.99 |
3,318.99 |
3,318.99 |
3,308.01 |
S1 |
3,277.99 |
3,277.99 |
3,314.13 |
3,256.03 |
S2 |
3,234.07 |
3,234.07 |
3,306.34 |
|
S3 |
3,149.15 |
3,193.07 |
3,298.56 |
|
S4 |
3,064.23 |
3,108.15 |
3,275.20 |
|
|
Weekly Pivots for week ending 03-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,204.84 |
4,084.96 |
3,498.78 |
|
R3 |
3,883.26 |
3,763.38 |
3,410.34 |
|
R2 |
3,561.68 |
3,561.68 |
3,380.87 |
|
R1 |
3,441.80 |
3,441.80 |
3,351.39 |
3,501.74 |
PP |
3,240.10 |
3,240.10 |
3,240.10 |
3,270.08 |
S1 |
3,120.22 |
3,120.22 |
3,292.43 |
3,180.16 |
S2 |
2,918.52 |
2,918.52 |
3,262.95 |
|
S3 |
2,596.94 |
2,798.64 |
3,233.48 |
|
S4 |
2,275.36 |
2,477.06 |
3,145.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,359.99 |
3,038.41 |
321.58 |
9.7% |
125.56 |
3.8% |
88% |
True |
False |
|
10 |
3,498.04 |
2,956.20 |
541.84 |
16.3% |
149.52 |
4.5% |
67% |
False |
False |
|
20 |
3,514.96 |
2,956.20 |
558.76 |
16.8% |
165.03 |
5.0% |
65% |
False |
False |
|
40 |
3,852.45 |
2,956.20 |
896.25 |
27.0% |
158.62 |
4.8% |
41% |
False |
False |
|
60 |
4,147.19 |
2,956.20 |
1,190.99 |
35.9% |
137.25 |
4.1% |
31% |
False |
False |
|
80 |
4,147.19 |
2,956.20 |
1,190.99 |
35.9% |
136.12 |
4.1% |
31% |
False |
False |
|
100 |
4,147.19 |
2,956.20 |
1,190.99 |
35.9% |
132.73 |
4.0% |
31% |
False |
False |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
37.6% |
140.09 |
4.2% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,720.90 |
2.618 |
3,582.31 |
1.618 |
3,497.39 |
1.000 |
3,444.91 |
0.618 |
3,412.47 |
HIGH |
3,359.99 |
0.618 |
3,327.55 |
0.500 |
3,317.53 |
0.382 |
3,307.51 |
LOW |
3,275.07 |
0.618 |
3,222.59 |
1.000 |
3,190.15 |
1.618 |
3,137.67 |
2.618 |
3,052.75 |
4.250 |
2,914.16 |
|
|
Fisher Pivots for day following 03-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
3,320.45 |
3,304.08 |
PP |
3,318.99 |
3,286.26 |
S1 |
3,317.53 |
3,268.43 |
|