Trading Metrics calculated at close of trading on 07-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2000 |
07-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
3,346.15 |
3,262.58 |
-83.57 |
-2.5% |
3,128.94 |
High |
3,369.47 |
3,304.38 |
-65.09 |
-1.9% |
3,359.99 |
Low |
3,285.77 |
3,217.45 |
-68.32 |
-2.1% |
3,038.41 |
Close |
3,290.47 |
3,279.57 |
-10.90 |
-0.3% |
3,321.91 |
Range |
83.70 |
86.93 |
3.23 |
3.9% |
321.58 |
ATR |
159.12 |
153.97 |
-5.16 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,527.92 |
3,490.68 |
3,327.38 |
|
R3 |
3,440.99 |
3,403.75 |
3,303.48 |
|
R2 |
3,354.06 |
3,354.06 |
3,295.51 |
|
R1 |
3,316.82 |
3,316.82 |
3,287.54 |
3,335.44 |
PP |
3,267.13 |
3,267.13 |
3,267.13 |
3,276.45 |
S1 |
3,229.89 |
3,229.89 |
3,271.60 |
3,248.51 |
S2 |
3,180.20 |
3,180.20 |
3,263.63 |
|
S3 |
3,093.27 |
3,142.96 |
3,255.66 |
|
S4 |
3,006.34 |
3,056.03 |
3,231.76 |
|
|
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 |
3,369.47 |
3,176.87 |
192.60 |
5.9% |
91.40 |
2.8% |
53% |
False |
False |
|
10 |
3,369.47 |
2,956.20 |
413.27 |
12.6% |
139.09 |
4.2% |
78% |
False |
False |
|
20 |
3,514.96 |
2,956.20 |
558.76 |
17.0% |
156.77 |
4.8% |
58% |
False |
False |
|
40 |
3,834.51 |
2,956.20 |
878.31 |
26.8% |
155.16 |
4.7% |
37% |
False |
False |
|
60 |
4,147.19 |
2,956.20 |
1,190.99 |
36.3% |
136.29 |
4.2% |
27% |
False |
False |
|
80 |
4,147.19 |
2,956.20 |
1,190.99 |
36.3% |
136.12 |
4.2% |
27% |
False |
False |
|
100 |
4,147.19 |
2,956.20 |
1,190.99 |
36.3% |
132.42 |
4.0% |
27% |
False |
False |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
38.1% |
139.37 |
4.2% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,673.83 |
2.618 |
3,531.96 |
1.618 |
3,445.03 |
1.000 |
3,391.31 |
0.618 |
3,358.10 |
HIGH |
3,304.38 |
0.618 |
3,271.17 |
0.500 |
3,260.92 |
0.382 |
3,250.66 |
LOW |
3,217.45 |
0.618 |
3,163.73 |
1.000 |
3,130.52 |
1.618 |
3,076.80 |
2.618 |
2,989.87 |
4.250 |
2,848.00 |
|
|
Fisher Pivots for day following 07-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
3,273.35 |
3,293.46 |
PP |
3,267.13 |
3,288.83 |
S1 |
3,260.92 |
3,284.20 |
|