Trading Metrics calculated at close of trading on 17-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2000 |
17-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
10,687.50 |
10,657.20 |
-30.30 |
-0.3% |
10,434.20 |
High |
10,757.70 |
10,762.60 |
4.90 |
0.0% |
10,799.40 |
Low |
10,639.40 |
10,565.80 |
-73.60 |
-0.7% |
10,369.70 |
Close |
10,656.00 |
10,629.90 |
-26.10 |
-0.2% |
10,629.90 |
Range |
118.30 |
196.80 |
78.50 |
66.4% |
429.70 |
ATR |
178.40 |
179.71 |
1.31 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,243.17 |
11,133.33 |
10,738.14 |
|
R3 |
11,046.37 |
10,936.53 |
10,684.02 |
|
R2 |
10,849.57 |
10,849.57 |
10,665.98 |
|
R1 |
10,739.73 |
10,739.73 |
10,647.94 |
10,696.25 |
PP |
10,652.77 |
10,652.77 |
10,652.77 |
10,631.03 |
S1 |
10,542.93 |
10,542.93 |
10,611.86 |
10,499.45 |
S2 |
10,455.97 |
10,455.97 |
10,593.82 |
|
S3 |
10,259.17 |
10,346.13 |
10,575.78 |
|
S4 |
10,062.37 |
10,149.33 |
10,521.66 |
|
|
Weekly Pivots for week ending 17-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,888.77 |
11,689.03 |
10,866.24 |
|
R3 |
11,459.07 |
11,259.33 |
10,748.07 |
|
R2 |
11,029.37 |
11,029.37 |
10,708.68 |
|
R1 |
10,829.63 |
10,829.63 |
10,669.29 |
10,929.50 |
PP |
10,599.67 |
10,599.67 |
10,599.67 |
10,649.60 |
S1 |
10,399.93 |
10,399.93 |
10,590.51 |
10,499.80 |
S2 |
10,169.97 |
10,169.97 |
10,551.12 |
|
S3 |
9,740.27 |
9,970.23 |
10,511.73 |
|
S4 |
9,310.57 |
9,540.53 |
10,393.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,799.40 |
10,369.70 |
429.70 |
4.0% |
180.94 |
1.7% |
61% |
False |
False |
|
10 |
11,006.50 |
10,369.70 |
636.80 |
6.0% |
176.54 |
1.7% |
41% |
False |
False |
|
20 |
11,006.50 |
10,216.20 |
790.30 |
7.4% |
173.18 |
1.6% |
52% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.7% |
179.85 |
1.7% |
72% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
163.85 |
1.5% |
56% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
152.51 |
1.4% |
56% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
146.50 |
1.4% |
56% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
146.20 |
1.4% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,599.00 |
2.618 |
11,277.82 |
1.618 |
11,081.02 |
1.000 |
10,959.40 |
0.618 |
10,884.22 |
HIGH |
10,762.60 |
0.618 |
10,687.42 |
0.500 |
10,664.20 |
0.382 |
10,640.98 |
LOW |
10,565.80 |
0.618 |
10,444.18 |
1.000 |
10,369.00 |
1.618 |
10,247.38 |
2.618 |
10,050.58 |
4.250 |
9,729.40 |
|
|
Fisher Pivots for day following 17-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
10,664.20 |
10,682.60 |
PP |
10,652.77 |
10,665.03 |
S1 |
10,641.33 |
10,647.47 |
|