Trading Metrics calculated at close of trading on 13-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2000 |
13-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
10,356.80 |
9,987.88 |
-368.92 |
-3.6% |
10,603.20 |
High |
10,460.40 |
10,208.10 |
-252.30 |
-2.4% |
10,641.30 |
Low |
10,023.50 |
10,014.20 |
-9.30 |
-0.1% |
10,014.20 |
Close |
10,034.60 |
10,192.20 |
157.60 |
1.6% |
10,192.20 |
Range |
436.90 |
193.90 |
-243.00 |
-55.6% |
627.10 |
ATR |
170.64 |
172.30 |
1.66 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,719.87 |
10,649.93 |
10,298.85 |
|
R3 |
10,525.97 |
10,456.03 |
10,245.52 |
|
R2 |
10,332.07 |
10,332.07 |
10,227.75 |
|
R1 |
10,262.13 |
10,262.13 |
10,209.97 |
10,297.10 |
PP |
10,138.17 |
10,138.17 |
10,138.17 |
10,155.65 |
S1 |
10,068.23 |
10,068.23 |
10,174.43 |
10,103.20 |
S2 |
9,944.27 |
9,944.27 |
10,156.65 |
|
S3 |
9,750.37 |
9,874.33 |
10,138.88 |
|
S4 |
9,556.47 |
9,680.43 |
10,085.56 |
|
|
Weekly Pivots for week ending 13-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,163.87 |
11,805.13 |
10,537.11 |
|
R3 |
11,536.77 |
11,178.03 |
10,364.65 |
|
R2 |
10,909.67 |
10,909.67 |
10,307.17 |
|
R1 |
10,550.93 |
10,550.93 |
10,249.68 |
10,416.75 |
PP |
10,282.57 |
10,282.57 |
10,282.57 |
10,215.48 |
S1 |
9,923.83 |
9,923.83 |
10,134.72 |
9,789.65 |
S2 |
9,655.47 |
9,655.47 |
10,077.23 |
|
S3 |
9,028.37 |
9,296.73 |
10,019.75 |
|
S4 |
8,401.27 |
8,669.63 |
9,847.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,641.30 |
10,014.20 |
627.10 |
6.2% |
215.24 |
2.1% |
28% |
False |
True |
|
10 |
10,857.70 |
10,014.20 |
843.50 |
8.3% |
183.20 |
1.8% |
21% |
False |
True |
|
20 |
10,935.60 |
10,014.20 |
921.40 |
9.0% |
173.88 |
1.7% |
19% |
False |
True |
|
40 |
11,401.20 |
10,014.20 |
1,387.00 |
13.6% |
143.44 |
1.4% |
13% |
False |
True |
|
60 |
11,401.20 |
10,014.20 |
1,387.00 |
13.6% |
137.60 |
1.4% |
13% |
False |
True |
|
80 |
11,401.20 |
10,014.20 |
1,387.00 |
13.6% |
134.42 |
1.3% |
13% |
False |
True |
|
100 |
11,401.20 |
10,014.20 |
1,387.00 |
13.6% |
139.45 |
1.4% |
13% |
False |
True |
|
120 |
11,401.20 |
10,014.20 |
1,387.00 |
13.6% |
147.66 |
1.4% |
13% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,032.18 |
2.618 |
10,715.73 |
1.618 |
10,521.83 |
1.000 |
10,402.00 |
0.618 |
10,327.93 |
HIGH |
10,208.10 |
0.618 |
10,134.03 |
0.500 |
10,111.15 |
0.382 |
10,088.27 |
LOW |
10,014.20 |
0.618 |
9,894.37 |
1.000 |
9,820.30 |
1.618 |
9,700.47 |
2.618 |
9,506.57 |
4.250 |
9,190.13 |
|
|
Fisher Pivots for day following 13-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
10,165.18 |
10,290.40 |
PP |
10,138.17 |
10,257.67 |
S1 |
10,111.15 |
10,224.93 |
|