Trading Metrics calculated at close of trading on 16-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2000 |
16-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
9,987.88 |
10,219.20 |
231.32 |
2.3% |
10,603.20 |
High |
10,208.10 |
10,272.10 |
64.00 |
0.6% |
10,641.30 |
Low |
10,014.20 |
10,177.80 |
163.60 |
1.6% |
10,014.20 |
Close |
10,192.20 |
10,238.80 |
46.60 |
0.5% |
10,192.20 |
Range |
193.90 |
94.30 |
-99.60 |
-51.4% |
627.10 |
ATR |
172.30 |
166.73 |
-5.57 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,512.47 |
10,469.93 |
10,290.67 |
|
R3 |
10,418.17 |
10,375.63 |
10,264.73 |
|
R2 |
10,323.87 |
10,323.87 |
10,256.09 |
|
R1 |
10,281.33 |
10,281.33 |
10,247.44 |
10,302.60 |
PP |
10,229.57 |
10,229.57 |
10,229.57 |
10,240.20 |
S1 |
10,187.03 |
10,187.03 |
10,230.16 |
10,208.30 |
S2 |
10,135.27 |
10,135.27 |
10,221.51 |
|
S3 |
10,040.97 |
10,092.73 |
10,212.87 |
|
S4 |
9,946.67 |
9,998.43 |
10,186.94 |
|
|
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 |
10,623.50 |
10,014.20 |
609.30 |
6.0% |
215.08 |
2.1% |
37% |
False |
False |
|
10 |
10,857.70 |
10,014.20 |
843.50 |
8.2% |
183.64 |
1.8% |
27% |
False |
False |
|
20 |
10,897.30 |
10,014.20 |
883.10 |
8.6% |
171.73 |
1.7% |
25% |
False |
False |
|
40 |
11,401.20 |
10,014.20 |
1,387.00 |
13.5% |
143.90 |
1.4% |
16% |
False |
False |
|
60 |
11,401.20 |
10,014.20 |
1,387.00 |
13.5% |
136.91 |
1.3% |
16% |
False |
False |
|
80 |
11,401.20 |
10,014.20 |
1,387.00 |
13.5% |
133.59 |
1.3% |
16% |
False |
False |
|
100 |
11,401.20 |
10,014.20 |
1,387.00 |
13.5% |
138.48 |
1.4% |
16% |
False |
False |
|
120 |
11,401.20 |
10,014.20 |
1,387.00 |
13.5% |
146.45 |
1.4% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,672.88 |
2.618 |
10,518.98 |
1.618 |
10,424.68 |
1.000 |
10,366.40 |
0.618 |
10,330.38 |
HIGH |
10,272.10 |
0.618 |
10,236.08 |
0.500 |
10,224.95 |
0.382 |
10,213.82 |
LOW |
10,177.80 |
0.618 |
10,119.52 |
1.000 |
10,083.50 |
1.618 |
10,025.22 |
2.618 |
9,930.92 |
4.250 |
9,777.03 |
|
|
Fisher Pivots for day following 16-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
10,234.18 |
10,238.30 |
PP |
10,229.57 |
10,237.80 |
S1 |
10,224.95 |
10,237.30 |
|