Trading Metrics calculated at close of trading on 16-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2000 |
16-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
10,678.80 |
10,687.50 |
8.70 |
0.1% |
10,835.40 |
High |
10,799.40 |
10,757.70 |
-41.70 |
-0.4% |
11,006.50 |
Low |
10,635.90 |
10,639.40 |
3.50 |
0.0% |
10,602.60 |
Close |
10,707.60 |
10,656.00 |
-51.60 |
-0.5% |
10,603.00 |
Range |
163.50 |
118.30 |
-45.20 |
-27.6% |
403.90 |
ATR |
183.02 |
178.40 |
-4.62 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,039.27 |
10,965.93 |
10,721.07 |
|
R3 |
10,920.97 |
10,847.63 |
10,688.53 |
|
R2 |
10,802.67 |
10,802.67 |
10,677.69 |
|
R1 |
10,729.33 |
10,729.33 |
10,666.84 |
10,706.85 |
PP |
10,684.37 |
10,684.37 |
10,684.37 |
10,673.13 |
S1 |
10,611.03 |
10,611.03 |
10,645.16 |
10,588.55 |
S2 |
10,566.07 |
10,566.07 |
10,634.31 |
|
S3 |
10,447.77 |
10,492.73 |
10,623.47 |
|
S4 |
10,329.47 |
10,374.43 |
10,590.94 |
|
|
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 |
10,813.80 |
10,369.70 |
444.10 |
4.2% |
183.82 |
1.7% |
64% |
False |
False |
|
10 |
11,006.50 |
10,369.70 |
636.80 |
6.0% |
169.49 |
1.6% |
45% |
False |
False |
|
20 |
11,006.50 |
10,067.50 |
939.00 |
8.8% |
171.44 |
1.6% |
63% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.7% |
180.84 |
1.7% |
74% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
161.86 |
1.5% |
57% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
151.63 |
1.4% |
57% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
145.67 |
1.4% |
57% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
145.47 |
1.4% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,260.48 |
2.618 |
11,067.41 |
1.618 |
10,949.11 |
1.000 |
10,876.00 |
0.618 |
10,830.81 |
HIGH |
10,757.70 |
0.618 |
10,712.51 |
0.500 |
10,698.55 |
0.382 |
10,684.59 |
LOW |
10,639.40 |
0.618 |
10,566.29 |
1.000 |
10,521.10 |
1.618 |
10,447.99 |
2.618 |
10,329.69 |
4.250 |
10,136.63 |
|
|
Fisher Pivots for day following 16-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
10,698.55 |
10,663.85 |
PP |
10,684.37 |
10,661.23 |
S1 |
10,670.18 |
10,658.62 |
|