| Trading Metrics calculated at close of trading on 24-Nov-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2000 |
24-Nov-2000 |
Change |
Change % |
Previous Week |
| Open |
2,738.29 |
2,745.39 |
7.10 |
0.3% |
2,838.29 |
| High |
2,806.33 |
2,830.76 |
24.43 |
0.9% |
2,885.31 |
| Low |
2,667.11 |
2,740.06 |
72.95 |
2.7% |
2,667.11 |
| Close |
2,668.25 |
2,830.09 |
161.84 |
6.1% |
2,830.09 |
| Range |
139.22 |
90.70 |
-48.52 |
-34.9% |
218.20 |
| ATR |
157.04 |
157.43 |
0.39 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,072.40 |
3,041.95 |
2,879.98 |
|
| R3 |
2,981.70 |
2,951.25 |
2,855.03 |
|
| R2 |
2,891.00 |
2,891.00 |
2,846.72 |
|
| R1 |
2,860.55 |
2,860.55 |
2,838.40 |
2,875.78 |
| PP |
2,800.30 |
2,800.30 |
2,800.30 |
2,807.92 |
| S1 |
2,769.85 |
2,769.85 |
2,821.78 |
2,785.08 |
| S2 |
2,709.60 |
2,709.60 |
2,813.46 |
|
| S3 |
2,618.90 |
2,679.15 |
2,805.15 |
|
| S4 |
2,528.20 |
2,588.45 |
2,780.21 |
|
|
| Weekly Pivots for week ending 24-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,448.77 |
3,357.63 |
2,950.10 |
|
| R3 |
3,230.57 |
3,139.43 |
2,890.10 |
|
| R2 |
3,012.37 |
3,012.37 |
2,870.09 |
|
| R1 |
2,921.23 |
2,921.23 |
2,850.09 |
2,857.70 |
| PP |
2,794.17 |
2,794.17 |
2,794.17 |
2,762.41 |
| S1 |
2,703.03 |
2,703.03 |
2,810.09 |
2,639.50 |
| S2 |
2,575.97 |
2,575.97 |
2,790.09 |
|
| S3 |
2,357.77 |
2,484.83 |
2,770.09 |
|
| S4 |
2,139.57 |
2,266.63 |
2,710.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,000.92 |
2,667.11 |
333.81 |
11.8% |
117.01 |
4.1% |
49% |
False |
False |
|
| 10 |
3,128.37 |
2,667.11 |
461.26 |
16.3% |
133.47 |
4.7% |
35% |
False |
False |
|
| 20 |
3,369.47 |
2,667.11 |
702.36 |
24.8% |
134.77 |
4.8% |
23% |
False |
False |
|
| 40 |
3,690.24 |
2,667.11 |
1,023.13 |
36.2% |
154.61 |
5.5% |
16% |
False |
False |
|
| 60 |
4,147.19 |
2,667.11 |
1,480.08 |
52.3% |
149.08 |
5.3% |
11% |
False |
False |
|
| 80 |
4,147.19 |
2,667.11 |
1,480.08 |
52.3% |
136.51 |
4.8% |
11% |
False |
False |
|
| 100 |
4,147.19 |
2,667.11 |
1,480.08 |
52.3% |
134.75 |
4.8% |
11% |
False |
False |
|
| 120 |
4,147.19 |
2,667.11 |
1,480.08 |
52.3% |
132.98 |
4.7% |
11% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,216.24 |
|
2.618 |
3,068.21 |
|
1.618 |
2,977.51 |
|
1.000 |
2,921.46 |
|
0.618 |
2,886.81 |
|
HIGH |
2,830.76 |
|
0.618 |
2,796.11 |
|
0.500 |
2,785.41 |
|
0.382 |
2,774.71 |
|
LOW |
2,740.06 |
|
0.618 |
2,684.01 |
|
1.000 |
2,649.36 |
|
1.618 |
2,593.31 |
|
2.618 |
2,502.61 |
|
4.250 |
2,354.59 |
|
|
| Fisher Pivots for day following 24-Nov-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,815.20 |
2,805.34 |
| PP |
2,800.30 |
2,780.58 |
| S1 |
2,785.41 |
2,755.83 |
|