Trading Metrics calculated at close of trading on 27-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2000 |
27-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
10,316.90 |
10,399.00 |
82.10 |
0.8% |
10,291.00 |
High |
10,454.90 |
10,590.60 |
135.70 |
1.3% |
10,590.60 |
Low |
10,265.10 |
10,380.90 |
115.80 |
1.1% |
10,216.20 |
Close |
10,380.10 |
10,590.60 |
210.50 |
2.0% |
10,590.60 |
Range |
189.80 |
209.70 |
19.90 |
10.5% |
374.40 |
ATR |
182.82 |
184.80 |
1.98 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,149.80 |
11,079.90 |
10,705.94 |
|
R3 |
10,940.10 |
10,870.20 |
10,648.27 |
|
R2 |
10,730.40 |
10,730.40 |
10,629.05 |
|
R1 |
10,660.50 |
10,660.50 |
10,609.82 |
10,695.45 |
PP |
10,520.70 |
10,520.70 |
10,520.70 |
10,538.18 |
S1 |
10,450.80 |
10,450.80 |
10,571.38 |
10,485.75 |
S2 |
10,311.00 |
10,311.00 |
10,552.16 |
|
S3 |
10,101.30 |
10,241.10 |
10,532.93 |
|
S4 |
9,891.60 |
10,031.40 |
10,475.27 |
|
|
Weekly Pivots for week ending 27-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,589.00 |
11,464.20 |
10,796.52 |
|
R3 |
11,214.60 |
11,089.80 |
10,693.56 |
|
R2 |
10,840.20 |
10,840.20 |
10,659.24 |
|
R1 |
10,715.40 |
10,715.40 |
10,624.92 |
10,777.80 |
PP |
10,465.80 |
10,465.80 |
10,465.80 |
10,497.00 |
S1 |
10,341.00 |
10,341.00 |
10,556.28 |
10,403.40 |
S2 |
10,091.40 |
10,091.40 |
10,521.96 |
|
S3 |
9,717.00 |
9,966.60 |
10,487.64 |
|
S4 |
9,342.60 |
9,592.20 |
10,384.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,590.60 |
10,216.20 |
374.40 |
3.5% |
173.14 |
1.6% |
100% |
True |
False |
|
10 |
10,590.60 |
9,654.64 |
935.96 |
8.8% |
194.92 |
1.8% |
100% |
True |
False |
|
20 |
10,857.70 |
9,654.64 |
1,203.06 |
11.4% |
189.06 |
1.8% |
78% |
False |
False |
|
40 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
166.71 |
1.6% |
54% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
149.08 |
1.4% |
54% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
142.35 |
1.3% |
54% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
142.21 |
1.3% |
54% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
147.82 |
1.4% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,481.83 |
2.618 |
11,139.59 |
1.618 |
10,929.89 |
1.000 |
10,800.30 |
0.618 |
10,720.19 |
HIGH |
10,590.60 |
0.618 |
10,510.49 |
0.500 |
10,485.75 |
0.382 |
10,461.01 |
LOW |
10,380.90 |
0.618 |
10,251.31 |
1.000 |
10,171.20 |
1.618 |
10,041.61 |
2.618 |
9,831.91 |
4.250 |
9,489.68 |
|
|
Fisher Pivots for day following 27-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
10,555.65 |
10,536.35 |
PP |
10,520.70 |
10,482.10 |
S1 |
10,485.75 |
10,427.85 |
|