| Trading Metrics calculated at close of trading on 27-Nov-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2000 |
27-Nov-2000 |
Change |
Change % |
Previous Week |
| Open |
2,745.39 |
2,910.57 |
165.18 |
6.0% |
2,838.29 |
| High |
2,830.76 |
2,913.76 |
83.00 |
2.9% |
2,885.31 |
| Low |
2,740.06 |
2,759.98 |
19.92 |
0.7% |
2,667.11 |
| Close |
2,830.09 |
2,769.32 |
-60.77 |
-2.1% |
2,830.09 |
| Range |
90.70 |
153.78 |
63.08 |
69.5% |
218.20 |
| ATR |
157.43 |
157.17 |
-0.26 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,275.69 |
3,176.29 |
2,853.90 |
|
| R3 |
3,121.91 |
3,022.51 |
2,811.61 |
|
| R2 |
2,968.13 |
2,968.13 |
2,797.51 |
|
| R1 |
2,868.73 |
2,868.73 |
2,783.42 |
2,841.54 |
| PP |
2,814.35 |
2,814.35 |
2,814.35 |
2,800.76 |
| S1 |
2,714.95 |
2,714.95 |
2,755.22 |
2,687.76 |
| S2 |
2,660.57 |
2,660.57 |
2,741.13 |
|
| S3 |
2,506.79 |
2,561.17 |
2,727.03 |
|
| S4 |
2,353.01 |
2,407.39 |
2,684.74 |
|
|
| 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 |
2,913.76 |
2,667.11 |
246.65 |
8.9% |
117.62 |
4.2% |
41% |
True |
False |
|
| 10 |
3,128.37 |
2,667.11 |
461.26 |
16.7% |
136.69 |
4.9% |
22% |
False |
False |
|
| 20 |
3,369.47 |
2,667.11 |
702.36 |
25.4% |
134.15 |
4.8% |
15% |
False |
False |
|
| 40 |
3,613.86 |
2,667.11 |
946.75 |
34.2% |
155.14 |
5.6% |
11% |
False |
False |
|
| 60 |
4,147.19 |
2,667.11 |
1,480.08 |
53.4% |
149.82 |
5.4% |
7% |
False |
False |
|
| 80 |
4,147.19 |
2,667.11 |
1,480.08 |
53.4% |
134.89 |
4.9% |
7% |
False |
False |
|
| 100 |
4,147.19 |
2,667.11 |
1,480.08 |
53.4% |
134.45 |
4.9% |
7% |
False |
False |
|
| 120 |
4,147.19 |
2,667.11 |
1,480.08 |
53.4% |
133.12 |
4.8% |
7% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,567.33 |
|
2.618 |
3,316.36 |
|
1.618 |
3,162.58 |
|
1.000 |
3,067.54 |
|
0.618 |
3,008.80 |
|
HIGH |
2,913.76 |
|
0.618 |
2,855.02 |
|
0.500 |
2,836.87 |
|
0.382 |
2,818.72 |
|
LOW |
2,759.98 |
|
0.618 |
2,664.94 |
|
1.000 |
2,606.20 |
|
1.618 |
2,511.16 |
|
2.618 |
2,357.38 |
|
4.250 |
2,106.42 |
|
|
| Fisher Pivots for day following 27-Nov-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,836.87 |
2,790.44 |
| PP |
2,814.35 |
2,783.40 |
| S1 |
2,791.84 |
2,776.36 |
|