Trading Metrics calculated at close of trading on 23-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2000 |
23-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
10,049.80 |
10,291.00 |
241.20 |
2.4% |
10,219.20 |
High |
10,229.50 |
10,361.30 |
131.80 |
1.3% |
10,293.90 |
Low |
10,067.50 |
10,216.20 |
148.70 |
1.5% |
9,654.64 |
Close |
10,226.60 |
10,271.70 |
45.10 |
0.4% |
10,226.60 |
Range |
162.00 |
145.10 |
-16.90 |
-10.4% |
639.26 |
ATR |
188.76 |
185.64 |
-3.12 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,718.37 |
10,640.13 |
10,351.51 |
|
R3 |
10,573.27 |
10,495.03 |
10,311.60 |
|
R2 |
10,428.17 |
10,428.17 |
10,298.30 |
|
R1 |
10,349.93 |
10,349.93 |
10,285.00 |
10,316.50 |
PP |
10,283.07 |
10,283.07 |
10,283.07 |
10,266.35 |
S1 |
10,204.83 |
10,204.83 |
10,258.40 |
10,171.40 |
S2 |
10,137.97 |
10,137.97 |
10,245.10 |
|
S3 |
9,992.87 |
10,059.73 |
10,231.80 |
|
S4 |
9,847.77 |
9,914.63 |
10,191.90 |
|
|
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 |
10,361.30 |
9,654.64 |
706.66 |
6.9% |
226.85 |
2.2% |
87% |
True |
False |
|
10 |
10,623.50 |
9,654.64 |
968.86 |
9.4% |
220.97 |
2.2% |
64% |
False |
False |
|
20 |
10,857.70 |
9,654.64 |
1,203.06 |
11.7% |
188.06 |
1.8% |
51% |
False |
False |
|
40 |
11,401.20 |
9,654.64 |
1,746.56 |
17.0% |
161.42 |
1.6% |
35% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
17.0% |
144.96 |
1.4% |
35% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
17.0% |
139.59 |
1.4% |
35% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
17.0% |
140.66 |
1.4% |
35% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
17.0% |
146.84 |
1.4% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,977.98 |
2.618 |
10,741.17 |
1.618 |
10,596.07 |
1.000 |
10,506.40 |
0.618 |
10,450.97 |
HIGH |
10,361.30 |
0.618 |
10,305.87 |
0.500 |
10,288.75 |
0.382 |
10,271.63 |
LOW |
10,216.20 |
0.618 |
10,126.53 |
1.000 |
10,071.10 |
1.618 |
9,981.43 |
2.618 |
9,836.33 |
4.250 |
9,599.53 |
|
|
Fisher Pivots for day following 23-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
10,288.75 |
10,243.78 |
PP |
10,283.07 |
10,215.87 |
S1 |
10,277.38 |
10,187.95 |
|