Trading Metrics calculated at close of trading on 02-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2000 |
02-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
10,917.30 |
10,917.30 |
0.00 |
0.0% |
10,291.00 |
High |
10,993.50 |
10,946.50 |
-47.00 |
-0.4% |
10,590.60 |
Low |
10,838.00 |
10,869.90 |
31.90 |
0.3% |
10,216.20 |
Close |
10,899.50 |
10,880.50 |
-19.00 |
-0.2% |
10,590.60 |
Range |
155.50 |
76.60 |
-78.90 |
-50.7% |
374.40 |
ATR |
189.13 |
181.09 |
-8.04 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,128.77 |
11,081.23 |
10,922.63 |
|
R3 |
11,052.17 |
11,004.63 |
10,901.57 |
|
R2 |
10,975.57 |
10,975.57 |
10,894.54 |
|
R1 |
10,928.03 |
10,928.03 |
10,887.52 |
10,913.50 |
PP |
10,898.97 |
10,898.97 |
10,898.97 |
10,891.70 |
S1 |
10,851.43 |
10,851.43 |
10,873.48 |
10,836.90 |
S2 |
10,822.37 |
10,822.37 |
10,866.46 |
|
S3 |
10,745.77 |
10,774.83 |
10,859.44 |
|
S4 |
10,669.17 |
10,698.23 |
10,838.37 |
|
|
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 |
10,380.90 |
614.50 |
5.6% |
183.18 |
1.7% |
81% |
False |
False |
|
10 |
10,995.40 |
10,067.50 |
927.90 |
8.5% |
173.39 |
1.6% |
88% |
False |
False |
|
20 |
10,995.40 |
9,654.64 |
1,340.76 |
12.3% |
199.63 |
1.8% |
91% |
False |
False |
|
40 |
11,286.10 |
9,654.64 |
1,631.46 |
15.0% |
172.87 |
1.6% |
75% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.1% |
152.55 |
1.4% |
70% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.1% |
144.10 |
1.3% |
70% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.1% |
143.14 |
1.3% |
70% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.1% |
147.19 |
1.4% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,272.05 |
2.618 |
11,147.04 |
1.618 |
11,070.44 |
1.000 |
11,023.10 |
0.618 |
10,993.84 |
HIGH |
10,946.50 |
0.618 |
10,917.24 |
0.500 |
10,908.20 |
0.382 |
10,899.16 |
LOW |
10,869.90 |
0.618 |
10,822.56 |
1.000 |
10,793.30 |
1.618 |
10,745.96 |
2.618 |
10,669.36 |
4.250 |
10,544.35 |
|
|
Fisher Pivots for day following 02-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
10,908.20 |
10,903.85 |
PP |
10,898.97 |
10,896.07 |
S1 |
10,889.73 |
10,888.28 |
|