Trading Metrics calculated at close of trading on 29-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2000 |
29-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
10,526.00 |
10,485.40 |
-40.60 |
-0.4% |
10,564.70 |
High |
10,613.90 |
10,646.20 |
32.30 |
0.3% |
10,624.30 |
Low |
10,489.60 |
10,480.80 |
-8.80 |
-0.1% |
10,371.60 |
Close |
10,507.60 |
10,629.10 |
121.50 |
1.2% |
10,470.20 |
Range |
124.30 |
165.40 |
41.10 |
33.1% |
252.70 |
ATR |
165.41 |
165.41 |
0.00 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,081.57 |
11,020.73 |
10,720.07 |
|
R3 |
10,916.17 |
10,855.33 |
10,674.59 |
|
R2 |
10,750.77 |
10,750.77 |
10,659.42 |
|
R1 |
10,689.93 |
10,689.93 |
10,644.26 |
10,720.35 |
PP |
10,585.37 |
10,585.37 |
10,585.37 |
10,600.58 |
S1 |
10,524.53 |
10,524.53 |
10,613.94 |
10,554.95 |
S2 |
10,419.97 |
10,419.97 |
10,598.78 |
|
S3 |
10,254.57 |
10,359.13 |
10,583.62 |
|
S4 |
10,089.17 |
10,193.73 |
10,538.13 |
|
|
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 |
10,646.20 |
10,371.60 |
274.60 |
2.6% |
134.02 |
1.3% |
94% |
True |
False |
|
10 |
10,799.40 |
10,371.60 |
427.80 |
4.0% |
147.74 |
1.4% |
60% |
False |
False |
|
20 |
11,006.50 |
10,369.70 |
636.80 |
6.0% |
156.13 |
1.5% |
41% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.7% |
178.50 |
1.7% |
72% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
167.57 |
1.6% |
56% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
153.51 |
1.4% |
56% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
147.11 |
1.4% |
56% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
145.46 |
1.4% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,349.15 |
2.618 |
11,079.22 |
1.618 |
10,913.82 |
1.000 |
10,811.60 |
0.618 |
10,748.42 |
HIGH |
10,646.20 |
0.618 |
10,583.02 |
0.500 |
10,563.50 |
0.382 |
10,543.98 |
LOW |
10,480.80 |
0.618 |
10,378.58 |
1.000 |
10,315.40 |
1.618 |
10,213.18 |
2.618 |
10,047.78 |
4.250 |
9,777.85 |
|
|
Fisher Pivots for day following 29-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
10,607.23 |
10,606.98 |
PP |
10,585.37 |
10,584.87 |
S1 |
10,563.50 |
10,562.75 |
|