Trading Metrics calculated at close of trading on 30-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2000 |
30-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
10,485.40 |
10,525.20 |
39.80 |
0.4% |
10,564.70 |
High |
10,646.20 |
10,610.50 |
-35.70 |
-0.3% |
10,624.30 |
Low |
10,480.80 |
10,292.40 |
-188.40 |
-1.8% |
10,371.60 |
Close |
10,629.10 |
10,414.50 |
-214.60 |
-2.0% |
10,470.20 |
Range |
165.40 |
318.10 |
152.70 |
92.3% |
252.70 |
ATR |
165.41 |
177.65 |
12.23 |
7.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,393.43 |
11,222.07 |
10,589.46 |
|
R3 |
11,075.33 |
10,903.97 |
10,501.98 |
|
R2 |
10,757.23 |
10,757.23 |
10,472.82 |
|
R1 |
10,585.87 |
10,585.87 |
10,443.66 |
10,512.50 |
PP |
10,439.13 |
10,439.13 |
10,439.13 |
10,402.45 |
S1 |
10,267.77 |
10,267.77 |
10,385.34 |
10,194.40 |
S2 |
10,121.03 |
10,121.03 |
10,356.18 |
|
S3 |
9,802.93 |
9,949.67 |
10,327.02 |
|
S4 |
9,484.83 |
9,631.57 |
10,239.55 |
|
|
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 |
10,292.40 |
353.80 |
3.4% |
173.30 |
1.7% |
35% |
False |
True |
|
10 |
10,762.60 |
10,292.40 |
470.20 |
4.5% |
163.20 |
1.6% |
26% |
False |
True |
|
20 |
11,006.50 |
10,292.40 |
714.10 |
6.9% |
164.26 |
1.6% |
17% |
False |
True |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
13.0% |
183.04 |
1.8% |
56% |
False |
False |
|
60 |
11,323.90 |
9,654.64 |
1,669.26 |
16.0% |
170.40 |
1.6% |
46% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
155.59 |
1.5% |
44% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
148.49 |
1.4% |
44% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
147.37 |
1.4% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,962.43 |
2.618 |
11,443.29 |
1.618 |
11,125.19 |
1.000 |
10,928.60 |
0.618 |
10,807.09 |
HIGH |
10,610.50 |
0.618 |
10,488.99 |
0.500 |
10,451.45 |
0.382 |
10,413.91 |
LOW |
10,292.40 |
0.618 |
10,095.81 |
1.000 |
9,974.30 |
1.618 |
9,777.71 |
2.618 |
9,459.61 |
4.250 |
8,940.48 |
|
|
Fisher Pivots for day following 30-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
10,451.45 |
10,469.30 |
PP |
10,439.13 |
10,451.03 |
S1 |
10,426.82 |
10,432.77 |
|