Trading Metrics calculated at close of trading on 21-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2000 |
21-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
10,564.70 |
10,466.80 |
-97.90 |
-0.9% |
10,434.20 |
High |
10,624.30 |
10,569.00 |
-55.30 |
-0.5% |
10,799.40 |
Low |
10,449.30 |
10,415.30 |
-34.00 |
-0.3% |
10,369.70 |
Close |
10,462.70 |
10,494.50 |
31.80 |
0.3% |
10,629.90 |
Range |
175.00 |
153.70 |
-21.30 |
-12.2% |
429.70 |
ATR |
179.78 |
177.91 |
-1.86 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,954.03 |
10,877.97 |
10,579.04 |
|
R3 |
10,800.33 |
10,724.27 |
10,536.77 |
|
R2 |
10,646.63 |
10,646.63 |
10,522.68 |
|
R1 |
10,570.57 |
10,570.57 |
10,508.59 |
10,608.60 |
PP |
10,492.93 |
10,492.93 |
10,492.93 |
10,511.95 |
S1 |
10,416.87 |
10,416.87 |
10,480.41 |
10,454.90 |
S2 |
10,339.23 |
10,339.23 |
10,466.32 |
|
S3 |
10,185.53 |
10,263.17 |
10,452.23 |
|
S4 |
10,031.83 |
10,109.47 |
10,409.97 |
|
|
Weekly Pivots for week ending 17-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,888.77 |
11,689.03 |
10,866.24 |
|
R3 |
11,459.07 |
11,259.33 |
10,748.07 |
|
R2 |
11,029.37 |
11,029.37 |
10,708.68 |
|
R1 |
10,829.63 |
10,829.63 |
10,669.29 |
10,929.50 |
PP |
10,599.67 |
10,599.67 |
10,599.67 |
10,649.60 |
S1 |
10,399.93 |
10,399.93 |
10,590.51 |
10,499.80 |
S2 |
10,169.97 |
10,169.97 |
10,551.12 |
|
S3 |
9,740.27 |
9,970.23 |
10,511.73 |
|
S4 |
9,310.57 |
9,540.53 |
10,393.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,799.40 |
10,415.30 |
384.10 |
3.7% |
161.46 |
1.5% |
21% |
False |
True |
|
10 |
11,002.20 |
10,369.70 |
632.50 |
6.0% |
182.71 |
1.7% |
20% |
False |
False |
|
20 |
11,006.50 |
10,265.10 |
741.40 |
7.1% |
174.08 |
1.7% |
31% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.9% |
180.27 |
1.7% |
62% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
166.23 |
1.6% |
48% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
152.99 |
1.5% |
48% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
147.02 |
1.4% |
48% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
146.06 |
1.4% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,222.23 |
2.618 |
10,971.39 |
1.618 |
10,817.69 |
1.000 |
10,722.70 |
0.618 |
10,663.99 |
HIGH |
10,569.00 |
0.618 |
10,510.29 |
0.500 |
10,492.15 |
0.382 |
10,474.01 |
LOW |
10,415.30 |
0.618 |
10,320.31 |
1.000 |
10,261.60 |
1.618 |
10,166.61 |
2.618 |
10,012.91 |
4.250 |
9,762.08 |
|
|
Fisher Pivots for day following 21-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
10,493.72 |
10,588.95 |
PP |
10,492.93 |
10,557.47 |
S1 |
10,492.15 |
10,525.98 |
|