Trading Metrics calculated at close of trading on 09-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2000 |
09-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
3,295.77 |
2,993.02 |
-302.75 |
-9.2% |
3,128.94 |
High |
3,296.30 |
3,081.62 |
-214.68 |
-6.5% |
3,359.99 |
Low |
3,058.66 |
2,923.10 |
-135.56 |
-4.4% |
3,038.41 |
Close |
3,059.09 |
3,057.06 |
-2.03 |
-0.1% |
3,321.91 |
Range |
237.64 |
158.52 |
-79.12 |
-33.3% |
321.58 |
ATR |
159.94 |
159.84 |
-0.10 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,496.15 |
3,435.13 |
3,144.25 |
|
R3 |
3,337.63 |
3,276.61 |
3,100.65 |
|
R2 |
3,179.11 |
3,179.11 |
3,086.12 |
|
R1 |
3,118.09 |
3,118.09 |
3,071.59 |
3,148.60 |
PP |
3,020.59 |
3,020.59 |
3,020.59 |
3,035.85 |
S1 |
2,959.57 |
2,959.57 |
3,042.53 |
2,990.08 |
S2 |
2,862.07 |
2,862.07 |
3,028.00 |
|
S3 |
2,703.55 |
2,801.05 |
3,013.47 |
|
S4 |
2,545.03 |
2,642.53 |
2,969.87 |
|
|
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 |
2,923.10 |
446.37 |
14.6% |
130.34 |
4.3% |
30% |
False |
True |
|
10 |
3,369.47 |
2,923.10 |
446.37 |
14.6% |
136.08 |
4.5% |
30% |
False |
True |
|
20 |
3,514.96 |
2,923.10 |
591.86 |
19.4% |
158.74 |
5.2% |
23% |
False |
True |
|
40 |
3,810.30 |
2,923.10 |
887.20 |
29.0% |
158.55 |
5.2% |
15% |
False |
True |
|
60 |
4,147.19 |
2,923.10 |
1,224.09 |
40.0% |
140.27 |
4.6% |
11% |
False |
True |
|
80 |
4,147.19 |
2,923.10 |
1,224.09 |
40.0% |
138.12 |
4.5% |
11% |
False |
True |
|
100 |
4,147.19 |
2,923.10 |
1,224.09 |
40.0% |
133.41 |
4.4% |
11% |
False |
True |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
40.9% |
139.29 |
4.6% |
13% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,755.33 |
2.618 |
3,496.63 |
1.618 |
3,338.11 |
1.000 |
3,240.14 |
0.618 |
3,179.59 |
HIGH |
3,081.62 |
0.618 |
3,021.07 |
0.500 |
3,002.36 |
0.382 |
2,983.65 |
LOW |
2,923.10 |
0.618 |
2,825.13 |
1.000 |
2,764.58 |
1.618 |
2,666.61 |
2.618 |
2,508.09 |
4.250 |
2,249.39 |
|
|
Fisher Pivots for day following 09-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
3,038.83 |
3,113.74 |
PP |
3,020.59 |
3,094.85 |
S1 |
3,002.36 |
3,075.95 |
|