Trading Metrics calculated at close of trading on 15-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2000 |
15-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
10,591.60 |
10,678.80 |
87.20 |
0.8% |
10,835.40 |
High |
10,728.40 |
10,799.40 |
71.00 |
0.7% |
11,006.50 |
Low |
10,528.30 |
10,635.90 |
107.60 |
1.0% |
10,602.60 |
Close |
10,681.10 |
10,707.60 |
26.50 |
0.2% |
10,603.00 |
Range |
200.10 |
163.50 |
-36.60 |
-18.3% |
403.90 |
ATR |
184.52 |
183.02 |
-1.50 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,204.80 |
11,119.70 |
10,797.53 |
|
R3 |
11,041.30 |
10,956.20 |
10,752.56 |
|
R2 |
10,877.80 |
10,877.80 |
10,737.58 |
|
R1 |
10,792.70 |
10,792.70 |
10,722.59 |
10,835.25 |
PP |
10,714.30 |
10,714.30 |
10,714.30 |
10,735.58 |
S1 |
10,629.20 |
10,629.20 |
10,692.61 |
10,671.75 |
S2 |
10,550.80 |
10,550.80 |
10,677.63 |
|
S3 |
10,387.30 |
10,465.70 |
10,662.64 |
|
S4 |
10,223.80 |
10,302.20 |
10,617.68 |
|
|
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 |
10,902.10 |
10,369.70 |
532.40 |
5.0% |
216.88 |
2.0% |
63% |
False |
False |
|
10 |
11,006.50 |
10,369.70 |
636.80 |
5.9% |
165.32 |
1.5% |
53% |
False |
False |
|
20 |
11,006.50 |
10,014.60 |
991.90 |
9.3% |
171.95 |
1.6% |
70% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.6% |
180.95 |
1.7% |
78% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.3% |
161.77 |
1.5% |
60% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.3% |
152.36 |
1.4% |
60% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.3% |
145.60 |
1.4% |
60% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.3% |
146.37 |
1.4% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,494.28 |
2.618 |
11,227.44 |
1.618 |
11,063.94 |
1.000 |
10,962.90 |
0.618 |
10,900.44 |
HIGH |
10,799.40 |
0.618 |
10,736.94 |
0.500 |
10,717.65 |
0.382 |
10,698.36 |
LOW |
10,635.90 |
0.618 |
10,534.86 |
1.000 |
10,472.40 |
1.618 |
10,371.36 |
2.618 |
10,207.86 |
4.250 |
9,941.03 |
|
|
Fisher Pivots for day following 15-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
10,717.65 |
10,666.58 |
PP |
10,714.30 |
10,625.57 |
S1 |
10,710.95 |
10,584.55 |
|