| Trading Metrics calculated at close of trading on 30-Oct-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2000 |
30-Oct-2000 |
Change |
Change % |
Previous Week |
| Open |
3,232.81 |
3,128.94 |
-103.87 |
-3.2% |
3,451.40 |
| High |
3,275.22 |
3,195.45 |
-79.77 |
-2.4% |
3,498.04 |
| Low |
3,109.06 |
3,038.41 |
-70.65 |
-2.3% |
2,956.20 |
| Close |
3,175.25 |
3,081.07 |
-94.18 |
-3.0% |
3,175.25 |
| Range |
166.16 |
157.04 |
-9.12 |
-5.5% |
541.84 |
| ATR |
177.83 |
176.35 |
-1.49 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,576.10 |
3,485.62 |
3,167.44 |
|
| R3 |
3,419.06 |
3,328.58 |
3,124.26 |
|
| R2 |
3,262.02 |
3,262.02 |
3,109.86 |
|
| R1 |
3,171.54 |
3,171.54 |
3,095.47 |
3,138.26 |
| PP |
3,104.98 |
3,104.98 |
3,104.98 |
3,088.34 |
| S1 |
3,014.50 |
3,014.50 |
3,066.67 |
2,981.22 |
| S2 |
2,947.94 |
2,947.94 |
3,052.28 |
|
| S3 |
2,790.90 |
2,857.46 |
3,037.88 |
|
| S4 |
2,633.86 |
2,700.42 |
2,994.70 |
|
|
| Weekly Pivots for week ending 27-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,835.35 |
4,547.14 |
3,473.26 |
|
| R3 |
4,293.51 |
4,005.30 |
3,324.26 |
|
| R2 |
3,751.67 |
3,751.67 |
3,274.59 |
|
| R1 |
3,463.46 |
3,463.46 |
3,224.92 |
3,336.65 |
| PP |
3,209.83 |
3,209.83 |
3,209.83 |
3,146.42 |
| S1 |
2,921.62 |
2,921.62 |
3,125.58 |
2,794.81 |
| S2 |
2,667.99 |
2,667.99 |
3,075.91 |
|
| S3 |
2,126.15 |
2,379.78 |
3,026.24 |
|
| S4 |
1,584.31 |
1,837.94 |
2,877.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,481.31 |
2,956.20 |
525.11 |
17.0% |
180.94 |
5.9% |
24% |
False |
False |
|
| 10 |
3,514.96 |
2,956.20 |
558.76 |
18.1% |
175.56 |
5.7% |
22% |
False |
False |
|
| 20 |
3,544.54 |
2,956.20 |
588.34 |
19.1% |
175.68 |
5.7% |
21% |
False |
False |
|
| 40 |
4,085.89 |
2,956.20 |
1,129.69 |
36.7% |
159.34 |
5.2% |
11% |
False |
False |
|
| 60 |
4,147.19 |
2,956.20 |
1,190.99 |
38.7% |
135.44 |
4.4% |
10% |
False |
False |
|
| 80 |
4,147.19 |
2,956.20 |
1,190.99 |
38.7% |
135.20 |
4.4% |
10% |
False |
False |
|
| 100 |
4,147.19 |
2,956.20 |
1,190.99 |
38.7% |
133.28 |
4.3% |
10% |
False |
False |
|
| 120 |
4,147.19 |
2,897.27 |
1,249.92 |
40.6% |
141.15 |
4.6% |
15% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,862.87 |
|
2.618 |
3,606.58 |
|
1.618 |
3,449.54 |
|
1.000 |
3,352.49 |
|
0.618 |
3,292.50 |
|
HIGH |
3,195.45 |
|
0.618 |
3,135.46 |
|
0.500 |
3,116.93 |
|
0.382 |
3,098.40 |
|
LOW |
3,038.41 |
|
0.618 |
2,941.36 |
|
1.000 |
2,881.37 |
|
1.618 |
2,784.32 |
|
2.618 |
2,627.28 |
|
4.250 |
2,370.99 |
|
|
| Fisher Pivots for day following 30-Oct-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,116.93 |
3,115.71 |
| PP |
3,104.98 |
3,104.16 |
| S1 |
3,093.02 |
3,092.62 |
|