Trading Metrics calculated at close of trading on 20-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2000 |
20-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
10,657.20 |
10,564.70 |
-92.50 |
-0.9% |
10,434.20 |
High |
10,762.60 |
10,624.30 |
-138.30 |
-1.3% |
10,799.40 |
Low |
10,565.80 |
10,449.30 |
-116.50 |
-1.1% |
10,369.70 |
Close |
10,629.90 |
10,462.70 |
-167.20 |
-1.6% |
10,629.90 |
Range |
196.80 |
175.00 |
-21.80 |
-11.1% |
429.70 |
ATR |
179.71 |
179.78 |
0.06 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,037.10 |
10,924.90 |
10,558.95 |
|
R3 |
10,862.10 |
10,749.90 |
10,510.83 |
|
R2 |
10,687.10 |
10,687.10 |
10,494.78 |
|
R1 |
10,574.90 |
10,574.90 |
10,478.74 |
10,543.50 |
PP |
10,512.10 |
10,512.10 |
10,512.10 |
10,496.40 |
S1 |
10,399.90 |
10,399.90 |
10,446.66 |
10,368.50 |
S2 |
10,337.10 |
10,337.10 |
10,430.62 |
|
S3 |
10,162.10 |
10,224.90 |
10,414.58 |
|
S4 |
9,987.10 |
10,049.90 |
10,366.45 |
|
|
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 |
10,449.30 |
350.10 |
3.3% |
170.74 |
1.6% |
4% |
False |
True |
|
10 |
11,002.20 |
10,369.70 |
632.50 |
6.0% |
174.39 |
1.7% |
15% |
False |
False |
|
20 |
11,006.50 |
10,265.10 |
741.40 |
7.1% |
174.68 |
1.7% |
27% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.9% |
181.37 |
1.7% |
60% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.7% |
165.84 |
1.6% |
46% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.7% |
152.39 |
1.5% |
46% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.7% |
146.60 |
1.4% |
46% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.7% |
146.33 |
1.4% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,368.05 |
2.618 |
11,082.45 |
1.618 |
10,907.45 |
1.000 |
10,799.30 |
0.618 |
10,732.45 |
HIGH |
10,624.30 |
0.618 |
10,557.45 |
0.500 |
10,536.80 |
0.382 |
10,516.15 |
LOW |
10,449.30 |
0.618 |
10,341.15 |
1.000 |
10,274.30 |
1.618 |
10,166.15 |
2.618 |
9,991.15 |
4.250 |
9,705.55 |
|
|
Fisher Pivots for day following 20-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
10,536.80 |
10,605.95 |
PP |
10,512.10 |
10,558.20 |
S1 |
10,487.40 |
10,510.45 |
|