Trading Metrics calculated at close of trading on 24-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2000 |
24-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
10,291.00 |
10,329.40 |
38.40 |
0.4% |
10,219.20 |
High |
10,361.30 |
10,439.30 |
78.00 |
0.8% |
10,293.90 |
Low |
10,216.20 |
10,273.60 |
57.40 |
0.6% |
9,654.64 |
Close |
10,271.70 |
10,393.10 |
121.40 |
1.2% |
10,226.60 |
Range |
145.10 |
165.70 |
20.60 |
14.2% |
639.26 |
ATR |
185.64 |
184.35 |
-1.29 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,865.77 |
10,795.13 |
10,484.24 |
|
R3 |
10,700.07 |
10,629.43 |
10,438.67 |
|
R2 |
10,534.37 |
10,534.37 |
10,423.48 |
|
R1 |
10,463.73 |
10,463.73 |
10,408.29 |
10,499.05 |
PP |
10,368.67 |
10,368.67 |
10,368.67 |
10,386.33 |
S1 |
10,298.03 |
10,298.03 |
10,377.91 |
10,333.35 |
S2 |
10,202.97 |
10,202.97 |
10,362.72 |
|
S3 |
10,037.27 |
10,132.33 |
10,347.53 |
|
S4 |
9,871.57 |
9,966.63 |
10,301.97 |
|
|
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 |
10,439.30 |
9,654.64 |
784.66 |
7.5% |
206.51 |
2.0% |
94% |
True |
False |
|
10 |
10,566.60 |
9,654.64 |
911.96 |
8.8% |
224.08 |
2.2% |
81% |
False |
False |
|
20 |
10,857.70 |
9,654.64 |
1,203.06 |
11.6% |
186.47 |
1.8% |
61% |
False |
False |
|
40 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
162.31 |
1.6% |
42% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
145.97 |
1.4% |
42% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
140.26 |
1.3% |
42% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
140.45 |
1.4% |
42% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
147.25 |
1.4% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,143.53 |
2.618 |
10,873.10 |
1.618 |
10,707.40 |
1.000 |
10,605.00 |
0.618 |
10,541.70 |
HIGH |
10,439.30 |
0.618 |
10,376.00 |
0.500 |
10,356.45 |
0.382 |
10,336.90 |
LOW |
10,273.60 |
0.618 |
10,171.20 |
1.000 |
10,107.90 |
1.618 |
10,005.50 |
2.618 |
9,839.80 |
4.250 |
9,569.38 |
|
|
Fisher Pivots for day following 24-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
10,380.88 |
10,346.53 |
PP |
10,368.67 |
10,299.97 |
S1 |
10,356.45 |
10,253.40 |
|