Trading Metrics calculated at close of trading on 14-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2000 |
14-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
10,434.20 |
10,591.60 |
157.40 |
1.5% |
10,835.40 |
High |
10,595.70 |
10,728.40 |
132.70 |
1.3% |
11,006.50 |
Low |
10,369.70 |
10,528.30 |
158.60 |
1.5% |
10,602.60 |
Close |
10,517.30 |
10,681.10 |
163.80 |
1.6% |
10,603.00 |
Range |
226.00 |
200.10 |
-25.90 |
-11.5% |
403.90 |
ATR |
182.48 |
184.52 |
2.04 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,246.23 |
11,163.77 |
10,791.16 |
|
R3 |
11,046.13 |
10,963.67 |
10,736.13 |
|
R2 |
10,846.03 |
10,846.03 |
10,717.79 |
|
R1 |
10,763.57 |
10,763.57 |
10,699.44 |
10,804.80 |
PP |
10,645.93 |
10,645.93 |
10,645.93 |
10,666.55 |
S1 |
10,563.47 |
10,563.47 |
10,662.76 |
10,604.70 |
S2 |
10,445.83 |
10,445.83 |
10,644.42 |
|
S3 |
10,245.73 |
10,363.37 |
10,626.07 |
|
S4 |
10,045.63 |
10,163.27 |
10,571.05 |
|
|
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 |
5.9% |
203.96 |
1.9% |
49% |
False |
False |
|
10 |
11,006.50 |
10,369.70 |
636.80 |
6.0% |
164.52 |
1.5% |
49% |
False |
False |
|
20 |
11,006.50 |
9,654.64 |
1,351.86 |
12.7% |
185.34 |
1.7% |
76% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.7% |
183.29 |
1.7% |
76% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
160.85 |
1.5% |
59% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
151.12 |
1.4% |
59% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
145.59 |
1.4% |
59% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
146.08 |
1.4% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,578.83 |
2.618 |
11,252.26 |
1.618 |
11,052.16 |
1.000 |
10,928.50 |
0.618 |
10,852.06 |
HIGH |
10,728.40 |
0.618 |
10,651.96 |
0.500 |
10,628.35 |
0.382 |
10,604.74 |
LOW |
10,528.30 |
0.618 |
10,404.64 |
1.000 |
10,328.20 |
1.618 |
10,204.54 |
2.618 |
10,004.44 |
4.250 |
9,677.88 |
|
|
Fisher Pivots for day following 14-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
10,663.52 |
10,651.32 |
PP |
10,645.93 |
10,621.53 |
S1 |
10,628.35 |
10,591.75 |
|