Trading Metrics calculated at close of trading on 13-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2000 |
13-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
10,730.00 |
10,434.20 |
-295.80 |
-2.8% |
10,835.40 |
High |
10,813.80 |
10,595.70 |
-218.10 |
-2.0% |
11,006.50 |
Low |
10,602.60 |
10,369.70 |
-232.90 |
-2.2% |
10,602.60 |
Close |
10,603.00 |
10,517.30 |
-85.70 |
-0.8% |
10,603.00 |
Range |
211.20 |
226.00 |
14.80 |
7.0% |
403.90 |
ATR |
178.57 |
182.48 |
3.91 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,172.23 |
11,070.77 |
10,641.60 |
|
R3 |
10,946.23 |
10,844.77 |
10,579.45 |
|
R2 |
10,720.23 |
10,720.23 |
10,558.73 |
|
R1 |
10,618.77 |
10,618.77 |
10,538.02 |
10,669.50 |
PP |
10,494.23 |
10,494.23 |
10,494.23 |
10,519.60 |
S1 |
10,392.77 |
10,392.77 |
10,496.58 |
10,443.50 |
S2 |
10,268.23 |
10,268.23 |
10,475.87 |
|
S3 |
10,042.23 |
10,166.77 |
10,455.15 |
|
S4 |
9,816.23 |
9,940.77 |
10,393.00 |
|
|
Weekly Pivots for week ending 10-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,949.07 |
11,679.93 |
10,825.15 |
|
R3 |
11,545.17 |
11,276.03 |
10,714.07 |
|
R2 |
11,141.27 |
11,141.27 |
10,677.05 |
|
R1 |
10,872.13 |
10,872.13 |
10,640.02 |
10,804.75 |
PP |
10,737.37 |
10,737.37 |
10,737.37 |
10,703.68 |
S1 |
10,468.23 |
10,468.23 |
10,565.98 |
10,400.85 |
S2 |
10,333.47 |
10,333.47 |
10,528.95 |
|
S3 |
9,929.57 |
10,064.33 |
10,491.93 |
|
S4 |
9,525.67 |
9,660.43 |
10,380.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,002.20 |
10,369.70 |
632.50 |
6.0% |
178.04 |
1.7% |
23% |
False |
True |
|
10 |
11,006.50 |
10,369.70 |
636.80 |
6.1% |
162.82 |
1.5% |
23% |
False |
True |
|
20 |
11,006.50 |
9,654.64 |
1,351.86 |
12.9% |
188.70 |
1.8% |
64% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.9% |
180.21 |
1.7% |
64% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
158.83 |
1.5% |
49% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
149.86 |
1.4% |
49% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
144.62 |
1.4% |
49% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
146.85 |
1.4% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,556.20 |
2.618 |
11,187.37 |
1.618 |
10,961.37 |
1.000 |
10,821.70 |
0.618 |
10,735.37 |
HIGH |
10,595.70 |
0.618 |
10,509.37 |
0.500 |
10,482.70 |
0.382 |
10,456.03 |
LOW |
10,369.70 |
0.618 |
10,230.03 |
1.000 |
10,143.70 |
1.618 |
10,004.03 |
2.618 |
9,778.03 |
4.250 |
9,409.20 |
|
|
Fisher Pivots for day following 13-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
10,505.77 |
10,635.90 |
PP |
10,494.23 |
10,596.37 |
S1 |
10,482.70 |
10,556.83 |
|