Trading Metrics calculated at close of trading on 20-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2000 |
20-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
2,934.51 |
2,838.29 |
-96.22 |
-3.3% |
2,798.95 |
High |
3,000.92 |
2,885.31 |
-115.61 |
-3.9% |
3,128.37 |
Low |
2,850.15 |
2,779.78 |
-70.37 |
-2.5% |
2,742.47 |
Close |
2,934.81 |
2,792.41 |
-142.40 |
-4.9% |
2,934.81 |
Range |
150.77 |
105.53 |
-45.24 |
-30.0% |
385.90 |
ATR |
163.61 |
162.99 |
-0.61 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,135.76 |
3,069.61 |
2,850.45 |
|
R3 |
3,030.23 |
2,964.08 |
2,821.43 |
|
R2 |
2,924.70 |
2,924.70 |
2,811.76 |
|
R1 |
2,858.55 |
2,858.55 |
2,802.08 |
2,838.86 |
PP |
2,819.17 |
2,819.17 |
2,819.17 |
2,809.32 |
S1 |
2,753.02 |
2,753.02 |
2,782.74 |
2,733.33 |
S2 |
2,713.64 |
2,713.64 |
2,773.06 |
|
S3 |
2,608.11 |
2,647.49 |
2,763.39 |
|
S4 |
2,502.58 |
2,541.96 |
2,734.37 |
|
|
Weekly Pivots for week ending 17-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,092.92 |
3,899.76 |
3,147.06 |
|
R3 |
3,707.02 |
3,513.86 |
3,040.93 |
|
R2 |
3,321.12 |
3,321.12 |
3,005.56 |
|
R1 |
3,127.96 |
3,127.96 |
2,970.18 |
3,224.54 |
PP |
2,935.22 |
2,935.22 |
2,935.22 |
2,983.51 |
S1 |
2,742.06 |
2,742.06 |
2,899.44 |
2,838.64 |
S2 |
2,549.32 |
2,549.32 |
2,864.06 |
|
S3 |
2,163.42 |
2,356.16 |
2,828.69 |
|
S4 |
1,777.52 |
1,970.26 |
2,722.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,128.37 |
2,779.78 |
348.59 |
12.5% |
131.44 |
4.7% |
4% |
False |
True |
|
10 |
3,304.38 |
2,742.47 |
561.91 |
20.1% |
148.90 |
5.3% |
9% |
False |
False |
|
20 |
3,481.31 |
2,742.47 |
738.84 |
26.5% |
147.41 |
5.3% |
7% |
False |
False |
|
40 |
3,725.75 |
2,742.47 |
983.28 |
35.2% |
156.77 |
5.6% |
5% |
False |
False |
|
60 |
4,147.19 |
2,742.47 |
1,404.72 |
50.3% |
146.42 |
5.2% |
4% |
False |
False |
|
80 |
4,147.19 |
2,742.47 |
1,404.72 |
50.3% |
137.34 |
4.9% |
4% |
False |
False |
|
100 |
4,147.19 |
2,742.47 |
1,404.72 |
50.3% |
134.70 |
4.8% |
4% |
False |
False |
|
120 |
4,147.19 |
2,742.47 |
1,404.72 |
50.3% |
134.68 |
4.8% |
4% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,333.81 |
2.618 |
3,161.59 |
1.618 |
3,056.06 |
1.000 |
2,990.84 |
0.618 |
2,950.53 |
HIGH |
2,885.31 |
0.618 |
2,845.00 |
0.500 |
2,832.55 |
0.382 |
2,820.09 |
LOW |
2,779.78 |
0.618 |
2,714.56 |
1.000 |
2,674.25 |
1.618 |
2,609.03 |
2.618 |
2,503.50 |
4.250 |
2,331.28 |
|
|
Fisher Pivots for day following 20-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
2,832.55 |
2,931.10 |
PP |
2,819.17 |
2,884.87 |
S1 |
2,805.79 |
2,838.64 |
|