Trading Metrics calculated at close of trading on 06-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2000 |
06-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
10,771.90 |
10,730.10 |
-41.80 |
-0.4% |
10,682.40 |
High |
10,843.30 |
10,779.90 |
-63.40 |
-0.6% |
10,857.70 |
Low |
10,722.70 |
10,518.90 |
-203.80 |
-1.9% |
10,518.90 |
Close |
10,724.20 |
10,596.50 |
-127.70 |
-1.2% |
10,596.50 |
Range |
120.60 |
261.00 |
140.40 |
116.4% |
338.80 |
ATR |
141.28 |
149.83 |
8.55 |
6.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,414.77 |
11,266.63 |
10,740.05 |
|
R3 |
11,153.77 |
11,005.63 |
10,668.28 |
|
R2 |
10,892.77 |
10,892.77 |
10,644.35 |
|
R1 |
10,744.63 |
10,744.63 |
10,620.43 |
10,688.20 |
PP |
10,631.77 |
10,631.77 |
10,631.77 |
10,603.55 |
S1 |
10,483.63 |
10,483.63 |
10,572.58 |
10,427.20 |
S2 |
10,370.77 |
10,370.77 |
10,548.65 |
|
S3 |
10,109.77 |
10,222.63 |
10,524.73 |
|
S4 |
9,848.77 |
9,961.63 |
10,452.95 |
|
|
Weekly Pivots for week ending 06-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,674.10 |
11,474.10 |
10,782.84 |
|
R3 |
11,335.30 |
11,135.30 |
10,689.67 |
|
R2 |
10,996.50 |
10,996.50 |
10,658.61 |
|
R1 |
10,796.50 |
10,796.50 |
10,627.56 |
10,727.10 |
PP |
10,657.70 |
10,657.70 |
10,657.70 |
10,623.00 |
S1 |
10,457.70 |
10,457.70 |
10,565.44 |
10,388.30 |
S2 |
10,318.90 |
10,318.90 |
10,534.39 |
|
S3 |
9,980.10 |
10,118.90 |
10,503.33 |
|
S4 |
9,641.30 |
9,780.10 |
10,410.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,857.70 |
10,518.90 |
338.80 |
3.2% |
151.16 |
1.4% |
23% |
False |
True |
|
10 |
10,897.30 |
10,518.90 |
378.40 |
3.6% |
157.07 |
1.5% |
21% |
False |
True |
|
20 |
11,286.10 |
10,518.90 |
767.20 |
7.2% |
155.63 |
1.5% |
10% |
False |
True |
|
40 |
11,401.20 |
10,518.90 |
882.30 |
8.3% |
134.05 |
1.3% |
9% |
False |
True |
|
60 |
11,401.20 |
10,464.50 |
936.70 |
8.8% |
128.68 |
1.2% |
14% |
False |
False |
|
80 |
11,401.20 |
10,335.50 |
1,065.70 |
10.1% |
130.87 |
1.2% |
24% |
False |
False |
|
100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.8% |
137.76 |
1.3% |
30% |
False |
False |
|
120 |
11,401.20 |
10,258.80 |
1,142.40 |
10.8% |
147.11 |
1.4% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,889.15 |
2.618 |
11,463.20 |
1.618 |
11,202.20 |
1.000 |
11,040.90 |
0.618 |
10,941.20 |
HIGH |
10,779.90 |
0.618 |
10,680.20 |
0.500 |
10,649.40 |
0.382 |
10,618.60 |
LOW |
10,518.90 |
0.618 |
10,357.60 |
1.000 |
10,257.90 |
1.618 |
10,096.60 |
2.618 |
9,835.60 |
4.250 |
9,409.65 |
|
|
Fisher Pivots for day following 06-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
10,649.40 |
10,684.45 |
PP |
10,631.77 |
10,655.13 |
S1 |
10,614.13 |
10,625.82 |
|