Trading Metrics calculated at close of trading on 07-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2000 |
07-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
10,835.40 |
10,965.50 |
130.10 |
1.2% |
10,589.00 |
High |
11,006.50 |
10,996.50 |
-10.00 |
-0.1% |
10,995.40 |
Low |
10,810.00 |
10,926.00 |
116.00 |
1.1% |
10,578.50 |
Close |
10,977.20 |
10,952.20 |
-25.00 |
-0.2% |
10,818.00 |
Range |
196.50 |
70.50 |
-126.00 |
-64.1% |
416.90 |
ATR |
178.56 |
170.84 |
-7.72 |
-4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,169.73 |
11,131.47 |
10,990.98 |
|
R3 |
11,099.23 |
11,060.97 |
10,971.59 |
|
R2 |
11,028.73 |
11,028.73 |
10,965.13 |
|
R1 |
10,990.47 |
10,990.47 |
10,958.66 |
10,974.35 |
PP |
10,958.23 |
10,958.23 |
10,958.23 |
10,950.18 |
S1 |
10,919.97 |
10,919.97 |
10,945.74 |
10,903.85 |
S2 |
10,887.73 |
10,887.73 |
10,939.28 |
|
S3 |
10,817.23 |
10,849.47 |
10,932.81 |
|
S4 |
10,746.73 |
10,778.97 |
10,913.43 |
|
|
Weekly Pivots for week ending 03-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,048.00 |
11,849.90 |
11,047.30 |
|
R3 |
11,631.10 |
11,433.00 |
10,932.65 |
|
R2 |
11,214.20 |
11,214.20 |
10,894.43 |
|
R1 |
11,016.10 |
11,016.10 |
10,856.22 |
11,115.15 |
PP |
10,797.30 |
10,797.30 |
10,797.30 |
10,846.83 |
S1 |
10,599.20 |
10,599.20 |
10,779.78 |
10,698.25 |
S2 |
10,380.40 |
10,380.40 |
10,741.57 |
|
S3 |
9,963.50 |
10,182.30 |
10,703.35 |
|
S4 |
9,546.60 |
9,765.40 |
10,588.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,006.50 |
10,756.90 |
249.60 |
2.3% |
125.08 |
1.1% |
78% |
False |
False |
|
10 |
11,006.50 |
10,265.10 |
741.40 |
6.8% |
165.44 |
1.5% |
93% |
False |
False |
|
20 |
11,006.50 |
9,654.64 |
1,351.86 |
12.3% |
194.76 |
1.8% |
96% |
False |
False |
|
40 |
11,231.00 |
9,654.64 |
1,576.36 |
14.4% |
173.71 |
1.6% |
82% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
15.9% |
152.50 |
1.4% |
74% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
15.9% |
146.00 |
1.3% |
74% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
15.9% |
142.24 |
1.3% |
74% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
15.9% |
146.85 |
1.3% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,296.13 |
2.618 |
11,181.07 |
1.618 |
11,110.57 |
1.000 |
11,067.00 |
0.618 |
11,040.07 |
HIGH |
10,996.50 |
0.618 |
10,969.57 |
0.500 |
10,961.25 |
0.382 |
10,952.93 |
LOW |
10,926.00 |
0.618 |
10,882.43 |
1.000 |
10,855.50 |
1.618 |
10,811.93 |
2.618 |
10,741.43 |
4.250 |
10,626.38 |
|
|
Fisher Pivots for day following 07-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
10,961.25 |
10,928.70 |
PP |
10,958.23 |
10,905.20 |
S1 |
10,955.22 |
10,881.70 |
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