Trading Metrics calculated at close of trading on 21-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2000 |
21-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
2,838.29 |
2,807.42 |
-30.87 |
-1.1% |
2,798.95 |
High |
2,885.31 |
2,844.55 |
-40.76 |
-1.4% |
3,128.37 |
Low |
2,779.78 |
2,745.70 |
-34.08 |
-1.2% |
2,742.47 |
Close |
2,792.41 |
2,786.53 |
-5.88 |
-0.2% |
2,934.81 |
Range |
105.53 |
98.85 |
-6.68 |
-6.3% |
385.90 |
ATR |
162.99 |
158.41 |
-4.58 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,088.81 |
3,036.52 |
2,840.90 |
|
R3 |
2,989.96 |
2,937.67 |
2,813.71 |
|
R2 |
2,891.11 |
2,891.11 |
2,804.65 |
|
R1 |
2,838.82 |
2,838.82 |
2,795.59 |
2,815.54 |
PP |
2,792.26 |
2,792.26 |
2,792.26 |
2,780.62 |
S1 |
2,739.97 |
2,739.97 |
2,777.47 |
2,716.69 |
S2 |
2,693.41 |
2,693.41 |
2,768.41 |
|
S3 |
2,594.56 |
2,641.12 |
2,759.35 |
|
S4 |
2,495.71 |
2,542.27 |
2,732.16 |
|
|
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 |
2,745.70 |
382.67 |
13.7% |
127.81 |
4.6% |
11% |
False |
True |
|
10 |
3,296.30 |
2,742.47 |
553.83 |
19.9% |
150.09 |
5.4% |
8% |
False |
False |
|
20 |
3,369.47 |
2,742.47 |
627.00 |
22.5% |
144.59 |
5.2% |
7% |
False |
False |
|
40 |
3,725.75 |
2,742.47 |
983.28 |
35.3% |
155.98 |
5.6% |
4% |
False |
False |
|
60 |
4,147.19 |
2,742.47 |
1,404.72 |
50.4% |
147.09 |
5.3% |
3% |
False |
False |
|
80 |
4,147.19 |
2,742.47 |
1,404.72 |
50.4% |
136.41 |
4.9% |
3% |
False |
False |
|
100 |
4,147.19 |
2,742.47 |
1,404.72 |
50.4% |
134.70 |
4.8% |
3% |
False |
False |
|
120 |
4,147.19 |
2,742.47 |
1,404.72 |
50.4% |
133.49 |
4.8% |
3% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,264.66 |
2.618 |
3,103.34 |
1.618 |
3,004.49 |
1.000 |
2,943.40 |
0.618 |
2,905.64 |
HIGH |
2,844.55 |
0.618 |
2,806.79 |
0.500 |
2,795.13 |
0.382 |
2,783.46 |
LOW |
2,745.70 |
0.618 |
2,684.61 |
1.000 |
2,646.85 |
1.618 |
2,585.76 |
2.618 |
2,486.91 |
4.250 |
2,325.59 |
|
|
Fisher Pivots for day following 21-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
2,795.13 |
2,873.31 |
PP |
2,792.26 |
2,844.38 |
S1 |
2,789.40 |
2,815.46 |
|