Trading Metrics calculated at close of trading on 27-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2000 |
27-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
10,450.10 |
10,581.00 |
130.90 |
1.3% |
10,564.70 |
High |
10,508.20 |
10,626.80 |
118.60 |
1.1% |
10,624.30 |
Low |
10,397.00 |
10,479.30 |
82.30 |
0.8% |
10,371.60 |
Close |
10,470.20 |
10,546.10 |
75.90 |
0.7% |
10,470.20 |
Range |
111.20 |
147.50 |
36.30 |
32.6% |
252.70 |
ATR |
169.50 |
168.58 |
-0.92 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,993.23 |
10,917.17 |
10,627.23 |
|
R3 |
10,845.73 |
10,769.67 |
10,586.66 |
|
R2 |
10,698.23 |
10,698.23 |
10,573.14 |
|
R1 |
10,622.17 |
10,622.17 |
10,559.62 |
10,586.45 |
PP |
10,550.73 |
10,550.73 |
10,550.73 |
10,532.88 |
S1 |
10,474.67 |
10,474.67 |
10,532.58 |
10,438.95 |
S2 |
10,403.23 |
10,403.23 |
10,519.06 |
|
S3 |
10,255.73 |
10,327.17 |
10,505.54 |
|
S4 |
10,108.23 |
10,179.67 |
10,464.98 |
|
|
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 |
10,626.80 |
10,371.60 |
255.20 |
2.4% |
141.82 |
1.3% |
68% |
True |
False |
|
10 |
10,799.40 |
10,369.70 |
429.70 |
4.1% |
161.38 |
1.5% |
41% |
False |
False |
|
20 |
11,006.50 |
10,369.70 |
636.80 |
6.0% |
165.35 |
1.6% |
28% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.8% |
177.20 |
1.7% |
66% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
166.25 |
1.6% |
51% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
153.15 |
1.5% |
51% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
146.95 |
1.4% |
51% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
146.07 |
1.4% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,253.68 |
2.618 |
11,012.96 |
1.618 |
10,865.46 |
1.000 |
10,774.30 |
0.618 |
10,717.96 |
HIGH |
10,626.80 |
0.618 |
10,570.46 |
0.500 |
10,553.05 |
0.382 |
10,535.65 |
LOW |
10,479.30 |
0.618 |
10,388.15 |
1.000 |
10,331.80 |
1.618 |
10,240.65 |
2.618 |
10,093.15 |
4.250 |
9,852.43 |
|
|
Fisher Pivots for day following 27-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
10,553.05 |
10,530.47 |
PP |
10,550.73 |
10,514.83 |
S1 |
10,548.42 |
10,499.20 |
|