Trading Metrics calculated at close of trading on 17-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2000 |
17-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
10,219.20 |
10,264.70 |
45.50 |
0.4% |
10,603.20 |
High |
10,272.10 |
10,293.90 |
21.80 |
0.2% |
10,641.30 |
Low |
10,177.80 |
10,026.50 |
-151.30 |
-1.5% |
10,014.20 |
Close |
10,238.80 |
10,089.70 |
-149.10 |
-1.5% |
10,192.20 |
Range |
94.30 |
267.40 |
173.10 |
183.6% |
627.10 |
ATR |
166.73 |
173.92 |
7.19 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,938.90 |
10,781.70 |
10,236.77 |
|
R3 |
10,671.50 |
10,514.30 |
10,163.24 |
|
R2 |
10,404.10 |
10,404.10 |
10,138.72 |
|
R1 |
10,246.90 |
10,246.90 |
10,114.21 |
10,191.80 |
PP |
10,136.70 |
10,136.70 |
10,136.70 |
10,109.15 |
S1 |
9,979.50 |
9,979.50 |
10,065.19 |
9,924.40 |
S2 |
9,869.30 |
9,869.30 |
10,040.68 |
|
S3 |
9,601.90 |
9,712.10 |
10,016.17 |
|
S4 |
9,334.50 |
9,444.70 |
9,942.63 |
|
|
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 |
10,566.60 |
10,014.20 |
552.40 |
5.5% |
241.64 |
2.4% |
14% |
False |
False |
|
10 |
10,850.00 |
10,014.20 |
835.80 |
8.3% |
195.59 |
1.9% |
9% |
False |
False |
|
20 |
10,897.30 |
10,014.20 |
883.10 |
8.8% |
181.24 |
1.8% |
9% |
False |
False |
|
40 |
11,401.20 |
10,014.20 |
1,387.00 |
13.7% |
148.60 |
1.5% |
5% |
False |
False |
|
60 |
11,401.20 |
10,014.20 |
1,387.00 |
13.7% |
139.71 |
1.4% |
5% |
False |
False |
|
80 |
11,401.20 |
10,014.20 |
1,387.00 |
13.7% |
135.66 |
1.3% |
5% |
False |
False |
|
100 |
11,401.20 |
10,014.20 |
1,387.00 |
13.7% |
138.23 |
1.4% |
5% |
False |
False |
|
120 |
11,401.20 |
10,014.20 |
1,387.00 |
13.7% |
147.05 |
1.5% |
5% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,430.35 |
2.618 |
10,993.95 |
1.618 |
10,726.55 |
1.000 |
10,561.30 |
0.618 |
10,459.15 |
HIGH |
10,293.90 |
0.618 |
10,191.75 |
0.500 |
10,160.20 |
0.382 |
10,128.65 |
LOW |
10,026.50 |
0.618 |
9,861.25 |
1.000 |
9,759.10 |
1.618 |
9,593.85 |
2.618 |
9,326.45 |
4.250 |
8,890.05 |
|
|
Fisher Pivots for day following 17-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
10,160.20 |
10,154.05 |
PP |
10,136.70 |
10,132.60 |
S1 |
10,113.20 |
10,111.15 |
|