Trading Metrics calculated at close of trading on 22-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2000 |
22-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
2,807.42 |
2,738.29 |
-69.13 |
-2.5% |
2,798.95 |
High |
2,844.55 |
2,806.33 |
-38.22 |
-1.3% |
3,128.37 |
Low |
2,745.70 |
2,667.11 |
-78.59 |
-2.9% |
2,742.47 |
Close |
2,786.53 |
2,668.25 |
-118.28 |
-4.2% |
2,934.81 |
Range |
98.85 |
139.22 |
40.37 |
40.8% |
385.90 |
ATR |
158.41 |
157.04 |
-1.37 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,131.56 |
3,039.12 |
2,744.82 |
|
R3 |
2,992.34 |
2,899.90 |
2,706.54 |
|
R2 |
2,853.12 |
2,853.12 |
2,693.77 |
|
R1 |
2,760.68 |
2,760.68 |
2,681.01 |
2,737.29 |
PP |
2,713.90 |
2,713.90 |
2,713.90 |
2,702.20 |
S1 |
2,621.46 |
2,621.46 |
2,655.49 |
2,598.07 |
S2 |
2,574.68 |
2,574.68 |
2,642.73 |
|
S3 |
2,435.46 |
2,482.24 |
2,629.96 |
|
S4 |
2,296.24 |
2,343.02 |
2,591.68 |
|
|
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 |
3,082.42 |
2,667.11 |
415.31 |
15.6% |
130.34 |
4.9% |
0% |
False |
True |
|
10 |
3,128.37 |
2,667.11 |
461.26 |
17.3% |
140.25 |
5.3% |
0% |
False |
True |
|
20 |
3,369.47 |
2,667.11 |
702.36 |
26.3% |
141.72 |
5.3% |
0% |
False |
True |
|
40 |
3,725.75 |
2,667.11 |
1,058.64 |
39.7% |
156.58 |
5.9% |
0% |
False |
True |
|
60 |
4,147.19 |
2,667.11 |
1,480.08 |
55.5% |
148.61 |
5.6% |
0% |
False |
True |
|
80 |
4,147.19 |
2,667.11 |
1,480.08 |
55.5% |
137.01 |
5.1% |
0% |
False |
True |
|
100 |
4,147.19 |
2,667.11 |
1,480.08 |
55.5% |
135.43 |
5.1% |
0% |
False |
True |
|
120 |
4,147.19 |
2,667.11 |
1,480.08 |
55.5% |
133.58 |
5.0% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,398.02 |
2.618 |
3,170.81 |
1.618 |
3,031.59 |
1.000 |
2,945.55 |
0.618 |
2,892.37 |
HIGH |
2,806.33 |
0.618 |
2,753.15 |
0.500 |
2,736.72 |
0.382 |
2,720.29 |
LOW |
2,667.11 |
0.618 |
2,581.07 |
1.000 |
2,527.89 |
1.618 |
2,441.85 |
2.618 |
2,302.63 |
4.250 |
2,075.43 |
|
|
Fisher Pivots for day following 22-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
2,736.72 |
2,776.21 |
PP |
2,713.90 |
2,740.22 |
S1 |
2,691.07 |
2,704.24 |
|