Trading Metrics calculated at close of trading on 28-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2000 |
28-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
2,910.57 |
2,763.86 |
-146.71 |
-5.0% |
2,838.29 |
High |
2,913.76 |
2,795.15 |
-118.61 |
-4.1% |
2,885.31 |
Low |
2,759.98 |
2,619.50 |
-140.48 |
-5.1% |
2,667.11 |
Close |
2,769.32 |
2,621.11 |
-148.21 |
-5.4% |
2,830.09 |
Range |
153.78 |
175.65 |
21.87 |
14.2% |
218.20 |
ATR |
157.17 |
158.49 |
1.32 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,205.54 |
3,088.97 |
2,717.72 |
|
R3 |
3,029.89 |
2,913.32 |
2,669.41 |
|
R2 |
2,854.24 |
2,854.24 |
2,653.31 |
|
R1 |
2,737.67 |
2,737.67 |
2,637.21 |
2,708.13 |
PP |
2,678.59 |
2,678.59 |
2,678.59 |
2,663.82 |
S1 |
2,562.02 |
2,562.02 |
2,605.01 |
2,532.48 |
S2 |
2,502.94 |
2,502.94 |
2,588.91 |
|
S3 |
2,327.29 |
2,386.37 |
2,572.81 |
|
S4 |
2,151.64 |
2,210.72 |
2,524.50 |
|
|
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 |
2,619.50 |
294.26 |
11.2% |
131.64 |
5.0% |
1% |
False |
True |
|
10 |
3,128.37 |
2,619.50 |
508.87 |
19.4% |
131.54 |
5.0% |
0% |
False |
True |
|
20 |
3,369.47 |
2,619.50 |
749.97 |
28.6% |
135.08 |
5.2% |
0% |
False |
True |
|
40 |
3,544.54 |
2,619.50 |
925.04 |
35.3% |
155.38 |
5.9% |
0% |
False |
True |
|
60 |
4,085.89 |
2,619.50 |
1,466.39 |
55.9% |
151.26 |
5.8% |
0% |
False |
True |
|
80 |
4,147.19 |
2,619.50 |
1,527.69 |
58.3% |
135.35 |
5.2% |
0% |
False |
True |
|
100 |
4,147.19 |
2,619.50 |
1,527.69 |
58.3% |
135.17 |
5.2% |
0% |
False |
True |
|
120 |
4,147.19 |
2,619.50 |
1,527.69 |
58.3% |
133.58 |
5.1% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,541.66 |
2.618 |
3,255.00 |
1.618 |
3,079.35 |
1.000 |
2,970.80 |
0.618 |
2,903.70 |
HIGH |
2,795.15 |
0.618 |
2,728.05 |
0.500 |
2,707.33 |
0.382 |
2,686.60 |
LOW |
2,619.50 |
0.618 |
2,510.95 |
1.000 |
2,443.85 |
1.618 |
2,335.30 |
2.618 |
2,159.65 |
4.250 |
1,872.99 |
|
|
Fisher Pivots for day following 28-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
2,707.33 |
2,766.63 |
PP |
2,678.59 |
2,718.12 |
S1 |
2,649.85 |
2,669.62 |
|