Trading Metrics calculated at close of trading on 31-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2000 |
31-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
10,589.00 |
10,865.70 |
276.70 |
2.6% |
10,291.00 |
High |
10,869.50 |
10,995.40 |
125.90 |
1.2% |
10,590.60 |
Low |
10,578.50 |
10,812.30 |
233.80 |
2.2% |
10,216.20 |
Close |
10,835.80 |
10,971.10 |
135.30 |
1.2% |
10,590.60 |
Range |
291.00 |
183.10 |
-107.90 |
-37.1% |
374.40 |
ATR |
192.38 |
191.72 |
-0.66 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,475.57 |
11,406.43 |
11,071.81 |
|
R3 |
11,292.47 |
11,223.33 |
11,021.45 |
|
R2 |
11,109.37 |
11,109.37 |
11,004.67 |
|
R1 |
11,040.23 |
11,040.23 |
10,987.88 |
11,074.80 |
PP |
10,926.27 |
10,926.27 |
10,926.27 |
10,943.55 |
S1 |
10,857.13 |
10,857.13 |
10,954.32 |
10,891.70 |
S2 |
10,743.17 |
10,743.17 |
10,937.53 |
|
S3 |
10,560.07 |
10,674.03 |
10,920.75 |
|
S4 |
10,376.97 |
10,490.93 |
10,870.40 |
|
|
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 |
10,995.40 |
10,265.10 |
730.30 |
6.7% |
205.80 |
1.9% |
97% |
True |
False |
|
10 |
10,995.40 |
9,654.64 |
1,340.76 |
12.2% |
206.16 |
1.9% |
98% |
True |
False |
|
20 |
10,995.40 |
9,654.64 |
1,340.76 |
12.2% |
200.87 |
1.8% |
98% |
True |
False |
|
40 |
11,401.20 |
9,654.64 |
1,746.56 |
15.9% |
173.28 |
1.6% |
75% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
15.9% |
152.64 |
1.4% |
75% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
15.9% |
144.86 |
1.3% |
75% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
15.9% |
143.32 |
1.3% |
75% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
15.9% |
148.05 |
1.3% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,773.58 |
2.618 |
11,474.76 |
1.618 |
11,291.66 |
1.000 |
11,178.50 |
0.618 |
11,108.56 |
HIGH |
10,995.40 |
0.618 |
10,925.46 |
0.500 |
10,903.85 |
0.382 |
10,882.24 |
LOW |
10,812.30 |
0.618 |
10,699.14 |
1.000 |
10,629.20 |
1.618 |
10,516.04 |
2.618 |
10,332.94 |
4.250 |
10,034.13 |
|
|
Fisher Pivots for day following 31-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
10,948.68 |
10,876.78 |
PP |
10,926.27 |
10,782.47 |
S1 |
10,903.85 |
10,688.15 |
|