Trading Metrics calculated at close of trading on 24-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2000 |
24-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
10,421.30 |
10,450.10 |
28.80 |
0.3% |
10,564.70 |
High |
10,493.30 |
10,508.20 |
14.90 |
0.1% |
10,624.30 |
Low |
10,371.60 |
10,397.00 |
25.40 |
0.2% |
10,371.60 |
Close |
10,399.30 |
10,470.20 |
70.90 |
0.7% |
10,470.20 |
Range |
121.70 |
111.20 |
-10.50 |
-8.6% |
252.70 |
ATR |
173.98 |
169.50 |
-4.48 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 24-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,792.07 |
10,742.33 |
10,531.36 |
|
R3 |
10,680.87 |
10,631.13 |
10,500.78 |
|
R2 |
10,569.67 |
10,569.67 |
10,490.59 |
|
R1 |
10,519.93 |
10,519.93 |
10,480.39 |
10,544.80 |
PP |
10,458.47 |
10,458.47 |
10,458.47 |
10,470.90 |
S1 |
10,408.73 |
10,408.73 |
10,460.01 |
10,433.60 |
S2 |
10,347.27 |
10,347.27 |
10,449.81 |
|
S3 |
10,236.07 |
10,297.53 |
10,439.62 |
|
S4 |
10,124.87 |
10,186.33 |
10,409.04 |
|
|
Weekly Pivots for week ending 24-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,246.80 |
11,111.20 |
10,609.19 |
|
R3 |
10,994.10 |
10,858.50 |
10,539.69 |
|
R2 |
10,741.40 |
10,741.40 |
10,516.53 |
|
R1 |
10,605.80 |
10,605.80 |
10,493.36 |
10,547.25 |
PP |
10,488.70 |
10,488.70 |
10,488.70 |
10,459.43 |
S1 |
10,353.10 |
10,353.10 |
10,447.04 |
10,294.55 |
S2 |
10,236.00 |
10,236.00 |
10,423.87 |
|
S3 |
9,983.30 |
10,100.40 |
10,400.71 |
|
S4 |
9,730.60 |
9,847.70 |
10,331.22 |
|
|
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 |
3.7% |
151.68 |
1.4% |
25% |
False |
False |
|
10 |
10,813.80 |
10,369.70 |
444.10 |
4.2% |
167.75 |
1.6% |
23% |
False |
False |
|
20 |
11,006.50 |
10,369.70 |
636.80 |
6.1% |
168.46 |
1.6% |
16% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.9% |
177.79 |
1.7% |
60% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.7% |
167.22 |
1.6% |
47% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.7% |
152.82 |
1.5% |
47% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.7% |
146.82 |
1.4% |
47% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.7% |
146.12 |
1.4% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,980.80 |
2.618 |
10,799.32 |
1.618 |
10,688.12 |
1.000 |
10,619.40 |
0.618 |
10,576.92 |
HIGH |
10,508.20 |
0.618 |
10,465.72 |
0.500 |
10,452.60 |
0.382 |
10,439.48 |
LOW |
10,397.00 |
0.618 |
10,328.28 |
1.000 |
10,285.80 |
1.618 |
10,217.08 |
2.618 |
10,105.88 |
4.250 |
9,924.40 |
|
|
Fisher Pivots for day following 24-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
10,464.33 |
10,470.30 |
PP |
10,458.47 |
10,470.27 |
S1 |
10,452.60 |
10,470.23 |
|