Trading Metrics calculated at close of trading on 01-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2000 |
01-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
10,865.70 |
10,917.30 |
51.60 |
0.5% |
10,291.00 |
High |
10,995.40 |
10,993.50 |
-1.90 |
0.0% |
10,590.60 |
Low |
10,812.30 |
10,838.00 |
25.70 |
0.2% |
10,216.20 |
Close |
10,971.10 |
10,899.50 |
-71.60 |
-0.7% |
10,590.60 |
Range |
183.10 |
155.50 |
-27.60 |
-15.1% |
374.40 |
ATR |
191.72 |
189.13 |
-2.59 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,376.83 |
11,293.67 |
10,985.03 |
|
R3 |
11,221.33 |
11,138.17 |
10,942.26 |
|
R2 |
11,065.83 |
11,065.83 |
10,928.01 |
|
R1 |
10,982.67 |
10,982.67 |
10,913.75 |
10,946.50 |
PP |
10,910.33 |
10,910.33 |
10,910.33 |
10,892.25 |
S1 |
10,827.17 |
10,827.17 |
10,885.25 |
10,791.00 |
S2 |
10,754.83 |
10,754.83 |
10,870.99 |
|
S3 |
10,599.33 |
10,671.67 |
10,856.74 |
|
S4 |
10,443.83 |
10,516.17 |
10,813.98 |
|
|
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% |
205.82 |
1.9% |
87% |
False |
False |
|
10 |
10,995.40 |
10,014.60 |
980.80 |
9.0% |
178.57 |
1.6% |
90% |
False |
False |
|
20 |
10,995.40 |
9,654.64 |
1,340.76 |
12.3% |
201.83 |
1.9% |
93% |
False |
False |
|
40 |
11,323.90 |
9,654.64 |
1,669.26 |
15.3% |
173.47 |
1.6% |
75% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
152.70 |
1.4% |
71% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
144.54 |
1.3% |
71% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
143.99 |
1.3% |
71% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
148.27 |
1.4% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,654.38 |
2.618 |
11,400.60 |
1.618 |
11,245.10 |
1.000 |
11,149.00 |
0.618 |
11,089.60 |
HIGH |
10,993.50 |
0.618 |
10,934.10 |
0.500 |
10,915.75 |
0.382 |
10,897.40 |
LOW |
10,838.00 |
0.618 |
10,741.90 |
1.000 |
10,682.50 |
1.618 |
10,586.40 |
2.618 |
10,430.90 |
4.250 |
10,177.13 |
|
|
Fisher Pivots for day following 01-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
10,915.75 |
10,861.98 |
PP |
10,910.33 |
10,824.47 |
S1 |
10,904.92 |
10,786.95 |
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