Trading Metrics calculated at close of trading on 25-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2000 |
25-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
10,329.40 |
10,339.10 |
9.70 |
0.1% |
10,219.20 |
High |
10,439.30 |
10,462.00 |
22.70 |
0.2% |
10,293.90 |
Low |
10,273.60 |
10,306.60 |
33.00 |
0.3% |
9,654.64 |
Close |
10,393.10 |
10,326.50 |
-66.60 |
-0.6% |
10,226.60 |
Range |
165.70 |
155.40 |
-10.30 |
-6.2% |
639.26 |
ATR |
184.35 |
182.28 |
-2.07 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,831.23 |
10,734.27 |
10,411.97 |
|
R3 |
10,675.83 |
10,578.87 |
10,369.24 |
|
R2 |
10,520.43 |
10,520.43 |
10,354.99 |
|
R1 |
10,423.47 |
10,423.47 |
10,340.75 |
10,394.25 |
PP |
10,365.03 |
10,365.03 |
10,365.03 |
10,350.43 |
S1 |
10,268.07 |
10,268.07 |
10,312.26 |
10,238.85 |
S2 |
10,209.63 |
10,209.63 |
10,298.01 |
|
S3 |
10,054.23 |
10,112.67 |
10,283.77 |
|
S4 |
9,898.83 |
9,957.27 |
10,241.03 |
|
|
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 |
10,462.00 |
10,014.60 |
447.40 |
4.3% |
151.32 |
1.5% |
70% |
True |
False |
|
10 |
10,462.00 |
9,654.64 |
807.36 |
7.8% |
218.05 |
2.1% |
83% |
True |
False |
|
20 |
10,857.70 |
9,654.64 |
1,203.06 |
11.7% |
189.28 |
1.8% |
56% |
False |
False |
|
40 |
11,401.20 |
9,654.64 |
1,746.56 |
16.9% |
164.71 |
1.6% |
38% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.9% |
146.72 |
1.4% |
38% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.9% |
140.41 |
1.4% |
38% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.9% |
140.90 |
1.4% |
38% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.9% |
146.80 |
1.4% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,122.45 |
2.618 |
10,868.84 |
1.618 |
10,713.44 |
1.000 |
10,617.40 |
0.618 |
10,558.04 |
HIGH |
10,462.00 |
0.618 |
10,402.64 |
0.500 |
10,384.30 |
0.382 |
10,365.96 |
LOW |
10,306.60 |
0.618 |
10,210.56 |
1.000 |
10,151.20 |
1.618 |
10,055.16 |
2.618 |
9,899.76 |
4.250 |
9,646.15 |
|
|
Fisher Pivots for day following 25-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
10,384.30 |
10,339.10 |
PP |
10,365.03 |
10,334.90 |
S1 |
10,345.77 |
10,330.70 |
|