Trading Metrics calculated at close of trading on 22-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2000 |
22-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
10,466.80 |
10,421.30 |
-45.50 |
-0.4% |
10,434.20 |
High |
10,569.00 |
10,493.30 |
-75.70 |
-0.7% |
10,799.40 |
Low |
10,415.30 |
10,371.60 |
-43.70 |
-0.4% |
10,369.70 |
Close |
10,494.50 |
10,399.30 |
-95.20 |
-0.9% |
10,629.90 |
Range |
153.70 |
121.70 |
-32.00 |
-20.8% |
429.70 |
ATR |
177.91 |
173.98 |
-3.93 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,786.50 |
10,714.60 |
10,466.24 |
|
R3 |
10,664.80 |
10,592.90 |
10,432.77 |
|
R2 |
10,543.10 |
10,543.10 |
10,421.61 |
|
R1 |
10,471.20 |
10,471.20 |
10,410.46 |
10,446.30 |
PP |
10,421.40 |
10,421.40 |
10,421.40 |
10,408.95 |
S1 |
10,349.50 |
10,349.50 |
10,388.14 |
10,324.60 |
S2 |
10,299.70 |
10,299.70 |
10,376.99 |
|
S3 |
10,178.00 |
10,227.80 |
10,365.83 |
|
S4 |
10,056.30 |
10,106.10 |
10,332.37 |
|
|
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 |
10,762.60 |
10,371.60 |
391.00 |
3.8% |
153.10 |
1.5% |
7% |
False |
True |
|
10 |
10,902.10 |
10,369.70 |
532.40 |
5.1% |
184.99 |
1.8% |
6% |
False |
False |
|
20 |
11,006.50 |
10,265.10 |
741.40 |
7.1% |
172.39 |
1.7% |
18% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
13.0% |
180.84 |
1.7% |
55% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
167.27 |
1.6% |
43% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
153.14 |
1.5% |
43% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
146.80 |
1.4% |
43% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
146.15 |
1.4% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,010.53 |
2.618 |
10,811.91 |
1.618 |
10,690.21 |
1.000 |
10,615.00 |
0.618 |
10,568.51 |
HIGH |
10,493.30 |
0.618 |
10,446.81 |
0.500 |
10,432.45 |
0.382 |
10,418.09 |
LOW |
10,371.60 |
0.618 |
10,296.39 |
1.000 |
10,249.90 |
1.618 |
10,174.69 |
2.618 |
10,052.99 |
4.250 |
9,854.38 |
|
|
Fisher Pivots for day following 22-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
10,432.45 |
10,497.95 |
PP |
10,421.40 |
10,465.07 |
S1 |
10,410.35 |
10,432.18 |
|