Trading Metrics calculated at close of trading on 09-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2000 |
09-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
10,730.10 |
10,603.20 |
-126.90 |
-1.2% |
10,682.40 |
High |
10,779.90 |
10,641.30 |
-138.60 |
-1.3% |
10,857.70 |
Low |
10,518.90 |
10,546.20 |
27.30 |
0.3% |
10,518.90 |
Close |
10,596.50 |
10,568.40 |
-28.10 |
-0.3% |
10,596.50 |
Range |
261.00 |
95.10 |
-165.90 |
-63.6% |
338.80 |
ATR |
149.83 |
145.92 |
-3.91 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,870.60 |
10,814.60 |
10,620.71 |
|
R3 |
10,775.50 |
10,719.50 |
10,594.55 |
|
R2 |
10,680.40 |
10,680.40 |
10,585.84 |
|
R1 |
10,624.40 |
10,624.40 |
10,577.12 |
10,604.85 |
PP |
10,585.30 |
10,585.30 |
10,585.30 |
10,575.53 |
S1 |
10,529.30 |
10,529.30 |
10,559.68 |
10,509.75 |
S2 |
10,490.20 |
10,490.20 |
10,550.97 |
|
S3 |
10,395.10 |
10,434.20 |
10,542.25 |
|
S4 |
10,300.00 |
10,339.10 |
10,516.10 |
|
|
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% |
152.20 |
1.4% |
15% |
False |
False |
|
10 |
10,857.70 |
10,518.90 |
338.80 |
3.2% |
155.15 |
1.5% |
15% |
False |
False |
|
20 |
11,255.80 |
10,518.90 |
736.90 |
7.0% |
153.04 |
1.4% |
7% |
False |
False |
|
40 |
11,401.20 |
10,518.90 |
882.30 |
8.3% |
132.30 |
1.3% |
6% |
False |
False |
|
60 |
11,401.20 |
10,464.50 |
936.70 |
8.9% |
129.13 |
1.2% |
11% |
False |
False |
|
80 |
11,401.20 |
10,335.50 |
1,065.70 |
10.1% |
130.87 |
1.2% |
22% |
False |
False |
|
100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.8% |
136.93 |
1.3% |
27% |
False |
False |
|
120 |
11,401.20 |
10,258.80 |
1,142.40 |
10.8% |
146.22 |
1.4% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,045.48 |
2.618 |
10,890.27 |
1.618 |
10,795.17 |
1.000 |
10,736.40 |
0.618 |
10,700.07 |
HIGH |
10,641.30 |
0.618 |
10,604.97 |
0.500 |
10,593.75 |
0.382 |
10,582.53 |
LOW |
10,546.20 |
0.618 |
10,487.43 |
1.000 |
10,451.10 |
1.618 |
10,392.33 |
2.618 |
10,297.23 |
4.250 |
10,142.03 |
|
|
Fisher Pivots for day following 09-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
10,593.75 |
10,681.10 |
PP |
10,585.30 |
10,643.53 |
S1 |
10,576.85 |
10,605.97 |
|