| Trading Metrics calculated at close of trading on 23-Oct-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2000 |
23-Oct-2000 |
Change |
Change % |
Previous Week |
| Open |
3,379.73 |
3,451.40 |
71.67 |
2.1% |
3,265.96 |
| High |
3,514.96 |
3,498.04 |
-16.92 |
-0.5% |
3,514.96 |
| Low |
3,378.95 |
3,378.34 |
-0.61 |
0.0% |
2,982.04 |
| Close |
3,456.61 |
3,422.00 |
-34.61 |
-1.0% |
3,456.61 |
| Range |
136.01 |
119.70 |
-16.31 |
-12.0% |
532.92 |
| ATR |
172.48 |
168.71 |
-3.77 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,791.89 |
3,726.65 |
3,487.84 |
|
| R3 |
3,672.19 |
3,606.95 |
3,454.92 |
|
| R2 |
3,552.49 |
3,552.49 |
3,443.95 |
|
| R1 |
3,487.25 |
3,487.25 |
3,432.97 |
3,460.02 |
| PP |
3,432.79 |
3,432.79 |
3,432.79 |
3,419.18 |
| S1 |
3,367.55 |
3,367.55 |
3,411.03 |
3,340.32 |
| S2 |
3,313.09 |
3,313.09 |
3,400.06 |
|
| S3 |
3,193.39 |
3,247.85 |
3,389.08 |
|
| S4 |
3,073.69 |
3,128.15 |
3,356.17 |
|
|
| Weekly Pivots for week ending 20-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,916.63 |
4,719.54 |
3,749.72 |
|
| R3 |
4,383.71 |
4,186.62 |
3,603.16 |
|
| R2 |
3,850.79 |
3,850.79 |
3,554.31 |
|
| R1 |
3,653.70 |
3,653.70 |
3,505.46 |
3,752.25 |
| PP |
3,317.87 |
3,317.87 |
3,317.87 |
3,367.14 |
| S1 |
3,120.78 |
3,120.78 |
3,407.76 |
3,219.33 |
| S2 |
2,784.95 |
2,784.95 |
3,358.91 |
|
| S3 |
2,252.03 |
2,587.86 |
3,310.06 |
|
| S4 |
1,719.11 |
2,054.94 |
3,163.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,514.96 |
2,982.04 |
532.92 |
15.6% |
170.18 |
5.0% |
83% |
False |
False |
|
| 10 |
3,514.96 |
2,982.04 |
532.92 |
15.6% |
175.06 |
5.1% |
83% |
False |
False |
|
| 20 |
3,725.75 |
2,982.04 |
743.71 |
21.7% |
166.13 |
4.9% |
59% |
False |
False |
|
| 40 |
4,147.19 |
2,982.04 |
1,165.15 |
34.0% |
145.93 |
4.3% |
38% |
False |
False |
|
| 60 |
4,147.19 |
2,982.04 |
1,165.15 |
34.0% |
133.98 |
3.9% |
38% |
False |
False |
|
| 80 |
4,147.19 |
2,982.04 |
1,165.15 |
34.0% |
131.53 |
3.8% |
38% |
False |
False |
|
| 100 |
4,147.19 |
2,982.04 |
1,165.15 |
34.0% |
132.13 |
3.9% |
38% |
False |
False |
|
| 120 |
4,147.19 |
2,897.27 |
1,249.92 |
36.5% |
140.30 |
4.1% |
42% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,006.77 |
|
2.618 |
3,811.41 |
|
1.618 |
3,691.71 |
|
1.000 |
3,617.74 |
|
0.618 |
3,572.01 |
|
HIGH |
3,498.04 |
|
0.618 |
3,452.31 |
|
0.500 |
3,438.19 |
|
0.382 |
3,424.07 |
|
LOW |
3,378.34 |
|
0.618 |
3,304.37 |
|
1.000 |
3,258.64 |
|
1.618 |
3,184.67 |
|
2.618 |
3,064.97 |
|
4.250 |
2,869.62 |
|
|
| Fisher Pivots for day following 23-Oct-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,438.19 |
3,412.36 |
| PP |
3,432.79 |
3,402.72 |
| S1 |
3,427.40 |
3,393.08 |
|