| Trading Metrics calculated at close of trading on 06-Nov-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2000 |
06-Nov-2000 |
Change |
Change % |
Previous Week |
| Open |
3,329.26 |
3,346.15 |
16.89 |
0.5% |
3,128.94 |
| High |
3,359.99 |
3,369.47 |
9.48 |
0.3% |
3,359.99 |
| Low |
3,275.07 |
3,285.77 |
10.70 |
0.3% |
3,038.41 |
| Close |
3,321.91 |
3,290.47 |
-31.44 |
-0.9% |
3,321.91 |
| Range |
84.92 |
83.70 |
-1.22 |
-1.4% |
321.58 |
| ATR |
164.93 |
159.12 |
-5.80 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,566.34 |
3,512.10 |
3,336.51 |
|
| R3 |
3,482.64 |
3,428.40 |
3,313.49 |
|
| R2 |
3,398.94 |
3,398.94 |
3,305.82 |
|
| R1 |
3,344.70 |
3,344.70 |
3,298.14 |
3,329.97 |
| PP |
3,315.24 |
3,315.24 |
3,315.24 |
3,307.87 |
| S1 |
3,261.00 |
3,261.00 |
3,282.80 |
3,246.27 |
| S2 |
3,231.54 |
3,231.54 |
3,275.13 |
|
| S3 |
3,147.84 |
3,177.30 |
3,267.45 |
|
| S4 |
3,064.14 |
3,093.60 |
3,244.44 |
|
|
| Weekly Pivots for week ending 03-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,204.84 |
4,084.96 |
3,498.78 |
|
| R3 |
3,883.26 |
3,763.38 |
3,410.34 |
|
| R2 |
3,561.68 |
3,561.68 |
3,380.87 |
|
| R1 |
3,441.80 |
3,441.80 |
3,351.39 |
3,501.74 |
| PP |
3,240.10 |
3,240.10 |
3,240.10 |
3,270.08 |
| S1 |
3,120.22 |
3,120.22 |
3,292.43 |
3,180.16 |
| S2 |
2,918.52 |
2,918.52 |
3,262.95 |
|
| S3 |
2,596.94 |
2,798.64 |
3,233.48 |
|
| S4 |
2,275.36 |
2,477.06 |
3,145.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,369.47 |
3,120.21 |
249.26 |
7.6% |
110.89 |
3.4% |
68% |
True |
False |
|
| 10 |
3,481.31 |
2,956.20 |
525.11 |
16.0% |
145.92 |
4.4% |
64% |
False |
False |
|
| 20 |
3,514.96 |
2,956.20 |
558.76 |
17.0% |
160.49 |
4.9% |
60% |
False |
False |
|
| 40 |
3,834.51 |
2,956.20 |
878.31 |
26.7% |
156.66 |
4.8% |
38% |
False |
False |
|
| 60 |
4,147.19 |
2,956.20 |
1,190.99 |
36.2% |
136.57 |
4.2% |
28% |
False |
False |
|
| 80 |
4,147.19 |
2,956.20 |
1,190.99 |
36.2% |
136.05 |
4.1% |
28% |
False |
False |
|
| 100 |
4,147.19 |
2,956.20 |
1,190.99 |
36.2% |
132.40 |
4.0% |
28% |
False |
False |
|
| 120 |
4,147.19 |
2,897.27 |
1,249.92 |
38.0% |
139.89 |
4.3% |
31% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,725.20 |
|
2.618 |
3,588.60 |
|
1.618 |
3,504.90 |
|
1.000 |
3,453.17 |
|
0.618 |
3,421.20 |
|
HIGH |
3,369.47 |
|
0.618 |
3,337.50 |
|
0.500 |
3,327.62 |
|
0.382 |
3,317.74 |
|
LOW |
3,285.77 |
|
0.618 |
3,234.04 |
|
1.000 |
3,202.07 |
|
1.618 |
3,150.34 |
|
2.618 |
3,066.64 |
|
4.250 |
2,930.05 |
|
|
| Fisher Pivots for day following 06-Nov-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,327.62 |
3,314.27 |
| PP |
3,315.24 |
3,306.34 |
| S1 |
3,302.85 |
3,298.40 |
|