Trading Metrics calculated at close of trading on 11-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2000 |
11-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
10,582.90 |
10,471.10 |
-111.80 |
-1.1% |
10,682.40 |
High |
10,623.50 |
10,566.60 |
-56.90 |
-0.5% |
10,857.70 |
Low |
10,488.90 |
10,350.90 |
-138.00 |
-1.3% |
10,518.90 |
Close |
10,524.40 |
10,413.80 |
-110.60 |
-1.1% |
10,596.50 |
Range |
134.60 |
215.70 |
81.10 |
60.3% |
338.80 |
ATR |
145.11 |
150.15 |
5.04 |
3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,090.87 |
10,968.03 |
10,532.44 |
|
R3 |
10,875.17 |
10,752.33 |
10,473.12 |
|
R2 |
10,659.47 |
10,659.47 |
10,453.35 |
|
R1 |
10,536.63 |
10,536.63 |
10,433.57 |
10,490.20 |
PP |
10,443.77 |
10,443.77 |
10,443.77 |
10,420.55 |
S1 |
10,320.93 |
10,320.93 |
10,394.03 |
10,274.50 |
S2 |
10,228.07 |
10,228.07 |
10,374.26 |
|
S3 |
10,012.37 |
10,105.23 |
10,354.48 |
|
S4 |
9,796.67 |
9,889.53 |
10,295.17 |
|
|
Weekly Pivots for week ending 06-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,674.10 |
11,474.10 |
10,782.84 |
|
R3 |
11,335.30 |
11,135.30 |
10,689.67 |
|
R2 |
10,996.50 |
10,996.50 |
10,658.61 |
|
R1 |
10,796.50 |
10,796.50 |
10,627.56 |
10,727.10 |
PP |
10,657.70 |
10,657.70 |
10,657.70 |
10,623.00 |
S1 |
10,457.70 |
10,457.70 |
10,565.44 |
10,388.30 |
S2 |
10,318.90 |
10,318.90 |
10,534.39 |
|
S3 |
9,980.10 |
10,118.90 |
10,503.33 |
|
S4 |
9,641.30 |
9,780.10 |
10,410.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,843.30 |
10,350.90 |
492.40 |
4.7% |
165.40 |
1.6% |
13% |
False |
True |
|
10 |
10,857.70 |
10,350.90 |
506.80 |
4.9% |
160.52 |
1.5% |
12% |
False |
True |
|
20 |
11,208.10 |
10,350.90 |
857.20 |
8.2% |
158.94 |
1.5% |
7% |
False |
True |
|
40 |
11,401.20 |
10,350.90 |
1,050.30 |
10.1% |
133.55 |
1.3% |
6% |
False |
True |
|
60 |
11,401.20 |
10,350.90 |
1,050.30 |
10.1% |
131.74 |
1.3% |
6% |
False |
True |
|
80 |
11,401.20 |
10,335.50 |
1,065.70 |
10.2% |
129.84 |
1.2% |
7% |
False |
False |
|
100 |
11,401.20 |
10,258.80 |
1,142.40 |
11.0% |
137.49 |
1.3% |
14% |
False |
False |
|
120 |
11,401.20 |
10,258.80 |
1,142.40 |
11.0% |
146.33 |
1.4% |
14% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,483.33 |
2.618 |
11,131.30 |
1.618 |
10,915.60 |
1.000 |
10,782.30 |
0.618 |
10,699.90 |
HIGH |
10,566.60 |
0.618 |
10,484.20 |
0.500 |
10,458.75 |
0.382 |
10,433.30 |
LOW |
10,350.90 |
0.618 |
10,217.60 |
1.000 |
10,135.20 |
1.618 |
10,001.90 |
2.618 |
9,786.20 |
4.250 |
9,434.18 |
|
|
Fisher Pivots for day following 11-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
10,458.75 |
10,496.10 |
PP |
10,443.77 |
10,468.67 |
S1 |
10,428.78 |
10,441.23 |
|