Trading Metrics calculated at close of trading on 30-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2000 |
30-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
10,399.00 |
10,589.00 |
190.00 |
1.8% |
10,291.00 |
High |
10,590.60 |
10,869.50 |
278.90 |
2.6% |
10,590.60 |
Low |
10,380.90 |
10,578.50 |
197.60 |
1.9% |
10,216.20 |
Close |
10,590.60 |
10,835.80 |
245.20 |
2.3% |
10,590.60 |
Range |
209.70 |
291.00 |
81.30 |
38.8% |
374.40 |
ATR |
184.80 |
192.38 |
7.59 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,634.27 |
11,526.03 |
10,995.85 |
|
R3 |
11,343.27 |
11,235.03 |
10,915.83 |
|
R2 |
11,052.27 |
11,052.27 |
10,889.15 |
|
R1 |
10,944.03 |
10,944.03 |
10,862.48 |
10,998.15 |
PP |
10,761.27 |
10,761.27 |
10,761.27 |
10,788.33 |
S1 |
10,653.03 |
10,653.03 |
10,809.13 |
10,707.15 |
S2 |
10,470.27 |
10,470.27 |
10,782.45 |
|
S3 |
10,179.27 |
10,362.03 |
10,755.78 |
|
S4 |
9,888.27 |
10,071.03 |
10,675.75 |
|
|
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 |
10,869.50 |
10,265.10 |
604.40 |
5.6% |
202.32 |
1.9% |
94% |
True |
False |
|
10 |
10,869.50 |
9,654.64 |
1,214.86 |
11.2% |
214.59 |
2.0% |
97% |
True |
False |
|
20 |
10,869.50 |
9,654.64 |
1,214.86 |
11.2% |
199.11 |
1.8% |
97% |
True |
False |
|
40 |
11,401.20 |
9,654.64 |
1,746.56 |
16.1% |
171.63 |
1.6% |
68% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.1% |
152.17 |
1.4% |
68% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.1% |
143.80 |
1.3% |
68% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.1% |
143.24 |
1.3% |
68% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.1% |
148.24 |
1.4% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,106.25 |
2.618 |
11,631.34 |
1.618 |
11,340.34 |
1.000 |
11,160.50 |
0.618 |
11,049.34 |
HIGH |
10,869.50 |
0.618 |
10,758.34 |
0.500 |
10,724.00 |
0.382 |
10,689.66 |
LOW |
10,578.50 |
0.618 |
10,398.66 |
1.000 |
10,287.50 |
1.618 |
10,107.66 |
2.618 |
9,816.66 |
4.250 |
9,341.75 |
|
|
Fisher Pivots for day following 30-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
10,798.53 |
10,746.30 |
PP |
10,761.27 |
10,656.80 |
S1 |
10,724.00 |
10,567.30 |
|