Trading Metrics calculated at close of trading on 08-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2000 |
08-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
3,262.58 |
3,295.77 |
33.19 |
1.0% |
3,128.94 |
High |
3,304.38 |
3,296.30 |
-8.08 |
-0.2% |
3,359.99 |
Low |
3,217.45 |
3,058.66 |
-158.79 |
-4.9% |
3,038.41 |
Close |
3,279.57 |
3,059.09 |
-220.48 |
-6.7% |
3,321.91 |
Range |
86.93 |
237.64 |
150.71 |
173.4% |
321.58 |
ATR |
153.97 |
159.94 |
5.98 |
3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,850.94 |
3,692.65 |
3,189.79 |
|
R3 |
3,613.30 |
3,455.01 |
3,124.44 |
|
R2 |
3,375.66 |
3,375.66 |
3,102.66 |
|
R1 |
3,217.37 |
3,217.37 |
3,080.87 |
3,177.70 |
PP |
3,138.02 |
3,138.02 |
3,138.02 |
3,118.18 |
S1 |
2,979.73 |
2,979.73 |
3,037.31 |
2,940.06 |
S2 |
2,900.38 |
2,900.38 |
3,015.52 |
|
S3 |
2,662.74 |
2,742.09 |
2,993.74 |
|
S4 |
2,425.10 |
2,504.45 |
2,928.39 |
|
|
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 |
3,058.66 |
310.81 |
10.2% |
112.10 |
3.7% |
0% |
False |
True |
|
10 |
3,369.47 |
2,956.20 |
413.27 |
13.5% |
143.19 |
4.7% |
25% |
False |
False |
|
20 |
3,514.96 |
2,956.20 |
558.76 |
18.3% |
159.99 |
5.2% |
18% |
False |
False |
|
40 |
3,834.51 |
2,956.20 |
878.31 |
28.7% |
157.55 |
5.2% |
12% |
False |
False |
|
60 |
4,147.19 |
2,956.20 |
1,190.99 |
38.9% |
139.07 |
4.5% |
9% |
False |
False |
|
80 |
4,147.19 |
2,956.20 |
1,190.99 |
38.9% |
137.71 |
4.5% |
9% |
False |
False |
|
100 |
4,147.19 |
2,956.20 |
1,190.99 |
38.9% |
132.74 |
4.3% |
9% |
False |
False |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
40.9% |
139.97 |
4.6% |
13% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,306.27 |
2.618 |
3,918.44 |
1.618 |
3,680.80 |
1.000 |
3,533.94 |
0.618 |
3,443.16 |
HIGH |
3,296.30 |
0.618 |
3,205.52 |
0.500 |
3,177.48 |
0.382 |
3,149.44 |
LOW |
3,058.66 |
0.618 |
2,911.80 |
1.000 |
2,821.02 |
1.618 |
2,674.16 |
2.618 |
2,436.52 |
4.250 |
2,048.69 |
|
|
Fisher Pivots for day following 08-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
3,177.48 |
3,214.07 |
PP |
3,138.02 |
3,162.41 |
S1 |
3,098.55 |
3,110.75 |
|