Trading Metrics calculated at close of trading on 18-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2000 |
18-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
10,264.70 |
9,724.19 |
-540.51 |
-5.3% |
10,603.20 |
High |
10,293.90 |
10,086.00 |
-207.90 |
-2.0% |
10,641.30 |
Low |
10,026.50 |
9,654.64 |
-371.86 |
-3.7% |
10,014.20 |
Close |
10,089.70 |
9,975.02 |
-114.68 |
-1.1% |
10,192.20 |
Range |
267.40 |
431.36 |
163.96 |
61.3% |
627.10 |
ATR |
173.92 |
192.57 |
18.65 |
10.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,199.30 |
11,018.52 |
10,212.27 |
|
R3 |
10,767.94 |
10,587.16 |
10,093.64 |
|
R2 |
10,336.58 |
10,336.58 |
10,054.10 |
|
R1 |
10,155.80 |
10,155.80 |
10,014.56 |
10,246.19 |
PP |
9,905.22 |
9,905.22 |
9,905.22 |
9,950.42 |
S1 |
9,724.44 |
9,724.44 |
9,935.48 |
9,814.83 |
S2 |
9,473.86 |
9,473.86 |
9,895.94 |
|
S3 |
9,042.50 |
9,293.08 |
9,856.40 |
|
S4 |
8,611.14 |
8,861.72 |
9,737.77 |
|
|
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 |
10,460.40 |
9,654.64 |
805.76 |
8.1% |
284.77 |
2.9% |
40% |
False |
True |
|
10 |
10,843.30 |
9,654.64 |
1,188.66 |
11.9% |
225.09 |
2.3% |
27% |
False |
True |
|
20 |
10,897.30 |
9,654.64 |
1,242.66 |
12.5% |
189.96 |
1.9% |
26% |
False |
True |
|
40 |
11,401.20 |
9,654.64 |
1,746.56 |
17.5% |
156.68 |
1.6% |
18% |
False |
True |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
17.5% |
145.83 |
1.5% |
18% |
False |
True |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
17.5% |
139.01 |
1.4% |
18% |
False |
True |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
17.5% |
141.25 |
1.4% |
18% |
False |
True |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
17.5% |
148.61 |
1.5% |
18% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,919.28 |
2.618 |
11,215.30 |
1.618 |
10,783.94 |
1.000 |
10,517.36 |
0.618 |
10,352.58 |
HIGH |
10,086.00 |
0.618 |
9,921.22 |
0.500 |
9,870.32 |
0.382 |
9,819.42 |
LOW |
9,654.64 |
0.618 |
9,388.06 |
1.000 |
9,223.28 |
1.618 |
8,956.70 |
2.618 |
8,525.34 |
4.250 |
7,821.36 |
|
|
Fisher Pivots for day following 18-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
9,940.12 |
9,974.77 |
PP |
9,905.22 |
9,974.52 |
S1 |
9,870.32 |
9,974.27 |
|