Trading Metrics calculated at close of trading on 20-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2000 |
20-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
10,089.40 |
10,049.80 |
-39.60 |
-0.4% |
10,219.20 |
High |
10,143.00 |
10,229.50 |
86.50 |
0.9% |
10,293.90 |
Low |
10,014.60 |
10,067.50 |
52.90 |
0.5% |
9,654.64 |
Close |
10,143.00 |
10,226.60 |
83.60 |
0.8% |
10,226.60 |
Range |
128.40 |
162.00 |
33.60 |
26.2% |
639.26 |
ATR |
190.81 |
188.76 |
-2.06 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,660.53 |
10,605.57 |
10,315.70 |
|
R3 |
10,498.53 |
10,443.57 |
10,271.15 |
|
R2 |
10,336.53 |
10,336.53 |
10,256.30 |
|
R1 |
10,281.57 |
10,281.57 |
10,241.45 |
10,309.05 |
PP |
10,174.53 |
10,174.53 |
10,174.53 |
10,188.28 |
S1 |
10,119.57 |
10,119.57 |
10,211.75 |
10,147.05 |
S2 |
10,012.53 |
10,012.53 |
10,196.90 |
|
S3 |
9,850.53 |
9,957.57 |
10,182.05 |
|
S4 |
9,688.53 |
9,795.57 |
10,137.50 |
|
|
Weekly Pivots for week ending 20-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,976.16 |
11,740.64 |
10,578.19 |
|
R3 |
11,336.90 |
11,101.38 |
10,402.40 |
|
R2 |
10,697.64 |
10,697.64 |
10,343.80 |
|
R1 |
10,462.12 |
10,462.12 |
10,285.20 |
10,579.88 |
PP |
10,058.38 |
10,058.38 |
10,058.38 |
10,117.26 |
S1 |
9,822.86 |
9,822.86 |
10,168.00 |
9,940.62 |
S2 |
9,419.12 |
9,419.12 |
10,109.40 |
|
S3 |
8,779.86 |
9,183.60 |
10,050.80 |
|
S4 |
8,140.60 |
8,544.34 |
9,875.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,293.90 |
9,654.64 |
639.26 |
6.3% |
216.69 |
2.1% |
89% |
False |
False |
|
10 |
10,641.30 |
9,654.64 |
986.66 |
9.6% |
215.97 |
2.1% |
58% |
False |
False |
|
20 |
10,897.30 |
9,654.64 |
1,242.66 |
12.2% |
186.52 |
1.8% |
46% |
False |
False |
|
40 |
11,401.20 |
9,654.64 |
1,746.56 |
17.1% |
159.18 |
1.6% |
33% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
17.1% |
145.62 |
1.4% |
33% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
17.1% |
139.83 |
1.4% |
33% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
17.1% |
140.81 |
1.4% |
33% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
17.1% |
148.40 |
1.5% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,918.00 |
2.618 |
10,653.62 |
1.618 |
10,491.62 |
1.000 |
10,391.50 |
0.618 |
10,329.62 |
HIGH |
10,229.50 |
0.618 |
10,167.62 |
0.500 |
10,148.50 |
0.382 |
10,129.38 |
LOW |
10,067.50 |
0.618 |
9,967.38 |
1.000 |
9,905.50 |
1.618 |
9,805.38 |
2.618 |
9,643.38 |
4.250 |
9,379.00 |
|
|
Fisher Pivots for day following 20-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
10,200.57 |
10,131.76 |
PP |
10,174.53 |
10,036.91 |
S1 |
10,148.50 |
9,942.07 |
|