| Trading Metrics calculated at close of trading on 16-Oct-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2000 |
16-Oct-2000 |
Change |
Change % |
Previous Week |
| Open |
2,990.99 |
3,265.96 |
274.97 |
9.2% |
3,306.75 |
| High |
3,278.77 |
3,296.95 |
18.18 |
0.6% |
3,359.93 |
| Low |
2,990.99 |
3,203.13 |
212.14 |
7.1% |
2,990.99 |
| Close |
3,277.77 |
3,249.46 |
-28.31 |
-0.9% |
3,277.77 |
| Range |
287.78 |
93.82 |
-193.96 |
-67.4% |
368.94 |
| ATR |
163.13 |
158.18 |
-4.95 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,531.31 |
3,484.20 |
3,301.06 |
|
| R3 |
3,437.49 |
3,390.38 |
3,275.26 |
|
| R2 |
3,343.67 |
3,343.67 |
3,266.66 |
|
| R1 |
3,296.56 |
3,296.56 |
3,258.06 |
3,273.21 |
| PP |
3,249.85 |
3,249.85 |
3,249.85 |
3,238.17 |
| S1 |
3,202.74 |
3,202.74 |
3,240.86 |
3,179.39 |
| S2 |
3,156.03 |
3,156.03 |
3,232.26 |
|
| S3 |
3,062.21 |
3,108.92 |
3,223.66 |
|
| S4 |
2,968.39 |
3,015.10 |
3,197.86 |
|
|
| Weekly Pivots for week ending 13-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,316.38 |
4,166.02 |
3,480.69 |
|
| R3 |
3,947.44 |
3,797.08 |
3,379.23 |
|
| R2 |
3,578.50 |
3,578.50 |
3,345.41 |
|
| R1 |
3,428.14 |
3,428.14 |
3,311.59 |
3,318.85 |
| PP |
3,209.56 |
3,209.56 |
3,209.56 |
3,154.92 |
| S1 |
3,059.20 |
3,059.20 |
3,243.95 |
2,949.91 |
| S2 |
2,840.62 |
2,840.62 |
3,210.13 |
|
| S3 |
2,471.68 |
2,690.26 |
3,176.31 |
|
| S4 |
2,102.74 |
2,321.32 |
3,074.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,336.61 |
2,990.99 |
345.62 |
10.6% |
179.94 |
5.5% |
75% |
False |
False |
|
| 10 |
3,544.54 |
2,990.99 |
553.55 |
17.0% |
175.80 |
5.4% |
47% |
False |
False |
|
| 20 |
3,810.30 |
2,990.99 |
819.31 |
25.2% |
163.27 |
5.0% |
32% |
False |
False |
|
| 40 |
4,147.19 |
2,990.99 |
1,156.20 |
35.6% |
135.78 |
4.2% |
22% |
False |
False |
|
| 60 |
4,147.19 |
2,990.99 |
1,156.20 |
35.6% |
133.34 |
4.1% |
22% |
False |
False |
|
| 80 |
4,147.19 |
2,990.99 |
1,156.20 |
35.6% |
128.37 |
4.0% |
22% |
False |
False |
|
| 100 |
4,147.19 |
2,990.99 |
1,156.20 |
35.6% |
133.57 |
4.1% |
22% |
False |
False |
|
| 120 |
4,147.19 |
2,897.27 |
1,249.92 |
38.5% |
140.55 |
4.3% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,695.69 |
|
2.618 |
3,542.57 |
|
1.618 |
3,448.75 |
|
1.000 |
3,390.77 |
|
0.618 |
3,354.93 |
|
HIGH |
3,296.95 |
|
0.618 |
3,261.11 |
|
0.500 |
3,250.04 |
|
0.382 |
3,238.97 |
|
LOW |
3,203.13 |
|
0.618 |
3,145.15 |
|
1.000 |
3,109.31 |
|
1.618 |
3,051.33 |
|
2.618 |
2,957.51 |
|
4.250 |
2,804.40 |
|
|
| Fisher Pivots for day following 16-Oct-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,250.04 |
3,214.30 |
| PP |
3,249.85 |
3,179.13 |
| S1 |
3,249.65 |
3,143.97 |
|