Trading Metrics calculated at close of trading on 28-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2000 |
28-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
10,581.00 |
10,526.00 |
-55.00 |
-0.5% |
10,564.70 |
High |
10,626.80 |
10,613.90 |
-12.90 |
-0.1% |
10,624.30 |
Low |
10,479.30 |
10,489.60 |
10.30 |
0.1% |
10,371.60 |
Close |
10,546.10 |
10,507.60 |
-38.50 |
-0.4% |
10,470.20 |
Range |
147.50 |
124.30 |
-23.20 |
-15.7% |
252.70 |
ATR |
168.58 |
165.41 |
-3.16 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,909.93 |
10,833.07 |
10,575.97 |
|
R3 |
10,785.63 |
10,708.77 |
10,541.78 |
|
R2 |
10,661.33 |
10,661.33 |
10,530.39 |
|
R1 |
10,584.47 |
10,584.47 |
10,518.99 |
10,560.75 |
PP |
10,537.03 |
10,537.03 |
10,537.03 |
10,525.18 |
S1 |
10,460.17 |
10,460.17 |
10,496.21 |
10,436.45 |
S2 |
10,412.73 |
10,412.73 |
10,484.81 |
|
S3 |
10,288.43 |
10,335.87 |
10,473.42 |
|
S4 |
10,164.13 |
10,211.57 |
10,439.24 |
|
|
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% |
131.68 |
1.3% |
53% |
False |
False |
|
10 |
10,799.40 |
10,371.60 |
427.80 |
4.1% |
151.21 |
1.4% |
32% |
False |
False |
|
20 |
11,006.50 |
10,369.70 |
636.80 |
6.1% |
157.02 |
1.5% |
22% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.9% |
178.06 |
1.7% |
63% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
166.76 |
1.6% |
49% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
153.38 |
1.5% |
49% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
146.44 |
1.4% |
49% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
145.54 |
1.4% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,142.18 |
2.618 |
10,939.32 |
1.618 |
10,815.02 |
1.000 |
10,738.20 |
0.618 |
10,690.72 |
HIGH |
10,613.90 |
0.618 |
10,566.42 |
0.500 |
10,551.75 |
0.382 |
10,537.08 |
LOW |
10,489.60 |
0.618 |
10,412.78 |
1.000 |
10,365.30 |
1.618 |
10,288.48 |
2.618 |
10,164.18 |
4.250 |
9,961.33 |
|
|
Fisher Pivots for day following 28-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
10,551.75 |
10,511.90 |
PP |
10,537.03 |
10,510.47 |
S1 |
10,522.32 |
10,509.03 |
|