Trading Metrics calculated at close of trading on 29-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2000 |
29-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
2,763.86 |
2,635.05 |
-128.81 |
-4.7% |
2,838.29 |
High |
2,795.15 |
2,670.53 |
-124.62 |
-4.5% |
2,885.31 |
Low |
2,619.50 |
2,520.14 |
-99.36 |
-3.8% |
2,667.11 |
Close |
2,621.11 |
2,602.85 |
-18.26 |
-0.7% |
2,830.09 |
Range |
175.65 |
150.39 |
-25.26 |
-14.4% |
218.20 |
ATR |
158.49 |
157.91 |
-0.58 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,049.01 |
2,976.32 |
2,685.56 |
|
R3 |
2,898.62 |
2,825.93 |
2,644.21 |
|
R2 |
2,748.23 |
2,748.23 |
2,630.42 |
|
R1 |
2,675.54 |
2,675.54 |
2,616.64 |
2,636.69 |
PP |
2,597.84 |
2,597.84 |
2,597.84 |
2,578.42 |
S1 |
2,525.15 |
2,525.15 |
2,589.06 |
2,486.30 |
S2 |
2,447.45 |
2,447.45 |
2,575.28 |
|
S3 |
2,297.06 |
2,374.76 |
2,561.49 |
|
S4 |
2,146.67 |
2,224.37 |
2,520.14 |
|
|
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 |
2,520.14 |
393.62 |
15.1% |
141.95 |
5.5% |
21% |
False |
True |
|
10 |
3,128.37 |
2,520.14 |
608.23 |
23.4% |
134.88 |
5.2% |
14% |
False |
True |
|
20 |
3,369.47 |
2,520.14 |
849.33 |
32.6% |
133.38 |
5.1% |
10% |
False |
True |
|
40 |
3,514.96 |
2,520.14 |
994.82 |
38.2% |
154.32 |
5.9% |
8% |
False |
True |
|
60 |
3,983.74 |
2,520.14 |
1,463.60 |
56.2% |
152.10 |
5.8% |
6% |
False |
True |
|
80 |
4,147.19 |
2,520.14 |
1,627.05 |
62.5% |
135.88 |
5.2% |
5% |
False |
True |
|
100 |
4,147.19 |
2,520.14 |
1,627.05 |
62.5% |
135.94 |
5.2% |
5% |
False |
True |
|
120 |
4,147.19 |
2,520.14 |
1,627.05 |
62.5% |
134.19 |
5.2% |
5% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,309.69 |
2.618 |
3,064.25 |
1.618 |
2,913.86 |
1.000 |
2,820.92 |
0.618 |
2,763.47 |
HIGH |
2,670.53 |
0.618 |
2,613.08 |
0.500 |
2,595.34 |
0.382 |
2,577.59 |
LOW |
2,520.14 |
0.618 |
2,427.20 |
1.000 |
2,369.75 |
1.618 |
2,276.81 |
2.618 |
2,126.42 |
4.250 |
1,880.98 |
|
|
Fisher Pivots for day following 29-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
2,600.35 |
2,716.95 |
PP |
2,597.84 |
2,678.92 |
S1 |
2,595.34 |
2,640.88 |
|