Trading Metrics calculated at close of trading on 09-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2000 |
09-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
11,003.40 |
10,814.50 |
-188.90 |
-1.7% |
10,589.00 |
High |
11,002.20 |
10,902.10 |
-100.10 |
-0.9% |
10,995.40 |
Low |
10,903.30 |
10,618.50 |
-284.80 |
-2.6% |
10,578.50 |
Close |
10,907.10 |
10,834.30 |
-72.80 |
-0.7% |
10,818.00 |
Range |
98.90 |
283.60 |
184.70 |
186.8% |
416.90 |
ATR |
165.70 |
174.48 |
8.78 |
5.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,635.77 |
11,518.63 |
10,990.28 |
|
R3 |
11,352.17 |
11,235.03 |
10,912.29 |
|
R2 |
11,068.57 |
11,068.57 |
10,886.29 |
|
R1 |
10,951.43 |
10,951.43 |
10,860.30 |
11,010.00 |
PP |
10,784.97 |
10,784.97 |
10,784.97 |
10,814.25 |
S1 |
10,667.83 |
10,667.83 |
10,808.30 |
10,726.40 |
S2 |
10,501.37 |
10,501.37 |
10,782.31 |
|
S3 |
10,217.77 |
10,384.23 |
10,756.31 |
|
S4 |
9,934.17 |
10,100.63 |
10,678.32 |
|
|
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 |
10,618.50 |
388.00 |
3.6% |
155.16 |
1.4% |
56% |
False |
True |
|
10 |
11,006.50 |
10,380.90 |
625.60 |
5.8% |
169.17 |
1.6% |
72% |
False |
False |
|
20 |
11,006.50 |
9,654.64 |
1,351.86 |
12.5% |
181.25 |
1.7% |
87% |
False |
False |
|
40 |
11,110.00 |
9,654.64 |
1,455.36 |
13.4% |
177.55 |
1.6% |
81% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.1% |
154.60 |
1.4% |
68% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.1% |
148.26 |
1.4% |
68% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.1% |
142.96 |
1.3% |
68% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.1% |
145.97 |
1.3% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,107.40 |
2.618 |
11,644.56 |
1.618 |
11,360.96 |
1.000 |
11,185.70 |
0.618 |
11,077.36 |
HIGH |
10,902.10 |
0.618 |
10,793.76 |
0.500 |
10,760.30 |
0.382 |
10,726.84 |
LOW |
10,618.50 |
0.618 |
10,443.24 |
1.000 |
10,334.90 |
1.618 |
10,159.64 |
2.618 |
9,876.04 |
4.250 |
9,413.20 |
|
|
Fisher Pivots for day following 09-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
10,809.63 |
10,826.32 |
PP |
10,784.97 |
10,818.33 |
S1 |
10,760.30 |
10,810.35 |
|