Trading Metrics calculated at close of trading on 08-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2000 |
08-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
10,965.50 |
11,003.40 |
37.90 |
0.3% |
10,589.00 |
High |
10,996.50 |
11,002.20 |
5.70 |
0.1% |
10,995.40 |
Low |
10,926.00 |
10,903.30 |
-22.70 |
-0.2% |
10,578.50 |
Close |
10,952.20 |
10,907.10 |
-45.10 |
-0.4% |
10,818.00 |
Range |
70.50 |
98.90 |
28.40 |
40.3% |
416.90 |
ATR |
170.84 |
165.70 |
-5.14 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,234.23 |
11,169.57 |
10,961.50 |
|
R3 |
11,135.33 |
11,070.67 |
10,934.30 |
|
R2 |
11,036.43 |
11,036.43 |
10,925.23 |
|
R1 |
10,971.77 |
10,971.77 |
10,916.17 |
10,954.65 |
PP |
10,937.53 |
10,937.53 |
10,937.53 |
10,928.98 |
S1 |
10,872.87 |
10,872.87 |
10,898.03 |
10,855.75 |
S2 |
10,838.63 |
10,838.63 |
10,888.97 |
|
S3 |
10,739.73 |
10,773.97 |
10,879.90 |
|
S4 |
10,640.83 |
10,675.07 |
10,852.71 |
|
|
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% |
113.76 |
1.0% |
60% |
False |
False |
|
10 |
11,006.50 |
10,265.10 |
741.40 |
6.8% |
159.79 |
1.5% |
87% |
False |
False |
|
20 |
11,006.50 |
9,654.64 |
1,351.86 |
12.4% |
188.92 |
1.7% |
93% |
False |
False |
|
40 |
11,208.10 |
9,654.64 |
1,553.46 |
14.2% |
173.93 |
1.6% |
81% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
152.00 |
1.4% |
72% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
146.03 |
1.3% |
72% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
141.66 |
1.3% |
72% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
146.06 |
1.3% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,422.53 |
2.618 |
11,261.12 |
1.618 |
11,162.22 |
1.000 |
11,101.10 |
0.618 |
11,063.32 |
HIGH |
11,002.20 |
0.618 |
10,964.42 |
0.500 |
10,952.75 |
0.382 |
10,941.08 |
LOW |
10,903.30 |
0.618 |
10,842.18 |
1.000 |
10,804.40 |
1.618 |
10,743.28 |
2.618 |
10,644.38 |
4.250 |
10,482.98 |
|
|
Fisher Pivots for day following 08-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
10,952.75 |
10,908.25 |
PP |
10,937.53 |
10,907.87 |
S1 |
10,922.32 |
10,907.48 |
|