| Trading Metrics calculated at close of trading on 10-Nov-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2000 |
10-Nov-2000 |
Change |
Change % |
Previous Week |
| Open |
2,993.02 |
2,974.43 |
-18.59 |
-0.6% |
3,346.15 |
| High |
3,081.62 |
3,011.58 |
-70.04 |
-2.3% |
3,369.47 |
| Low |
2,923.10 |
2,890.02 |
-33.08 |
-1.1% |
2,890.02 |
| Close |
3,057.06 |
2,890.26 |
-166.80 |
-5.5% |
2,890.26 |
| Range |
158.52 |
121.56 |
-36.96 |
-23.3% |
479.45 |
| ATR |
159.84 |
160.36 |
0.51 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,295.30 |
3,214.34 |
2,957.12 |
|
| R3 |
3,173.74 |
3,092.78 |
2,923.69 |
|
| R2 |
3,052.18 |
3,052.18 |
2,912.55 |
|
| R1 |
2,971.22 |
2,971.22 |
2,901.40 |
2,950.92 |
| PP |
2,930.62 |
2,930.62 |
2,930.62 |
2,920.47 |
| S1 |
2,849.66 |
2,849.66 |
2,879.12 |
2,829.36 |
| S2 |
2,809.06 |
2,809.06 |
2,867.97 |
|
| S3 |
2,687.50 |
2,728.10 |
2,856.83 |
|
| S4 |
2,565.94 |
2,606.54 |
2,823.40 |
|
|
| Weekly Pivots for week ending 10-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,488.27 |
4,168.71 |
3,153.96 |
|
| R3 |
4,008.82 |
3,689.26 |
3,022.11 |
|
| R2 |
3,529.37 |
3,529.37 |
2,978.16 |
|
| R1 |
3,209.81 |
3,209.81 |
2,934.21 |
3,129.87 |
| PP |
3,049.92 |
3,049.92 |
3,049.92 |
3,009.94 |
| S1 |
2,730.36 |
2,730.36 |
2,846.31 |
2,650.42 |
| S2 |
2,570.47 |
2,570.47 |
2,802.36 |
|
| S3 |
2,091.02 |
2,250.91 |
2,758.41 |
|
| S4 |
1,611.57 |
1,771.46 |
2,626.56 |
|
|
| 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 |
2,890.02 |
479.45 |
16.6% |
137.67 |
4.8% |
0% |
False |
True |
|
| 10 |
3,369.47 |
2,890.02 |
479.45 |
16.6% |
131.62 |
4.6% |
0% |
False |
True |
|
| 20 |
3,514.96 |
2,890.02 |
624.94 |
21.6% |
150.43 |
5.2% |
0% |
False |
True |
|
| 40 |
3,810.30 |
2,890.02 |
920.28 |
31.8% |
158.88 |
5.5% |
0% |
False |
True |
|
| 60 |
4,147.19 |
2,890.02 |
1,257.17 |
43.5% |
140.25 |
4.9% |
0% |
False |
True |
|
| 80 |
4,147.19 |
2,890.02 |
1,257.17 |
43.5% |
137.70 |
4.8% |
0% |
False |
True |
|
| 100 |
4,147.19 |
2,890.02 |
1,257.17 |
43.5% |
133.49 |
4.6% |
0% |
False |
True |
|
| 120 |
4,147.19 |
2,890.02 |
1,257.17 |
43.5% |
138.00 |
4.8% |
0% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,528.21 |
|
2.618 |
3,329.82 |
|
1.618 |
3,208.26 |
|
1.000 |
3,133.14 |
|
0.618 |
3,086.70 |
|
HIGH |
3,011.58 |
|
0.618 |
2,965.14 |
|
0.500 |
2,950.80 |
|
0.382 |
2,936.46 |
|
LOW |
2,890.02 |
|
0.618 |
2,814.90 |
|
1.000 |
2,768.46 |
|
1.618 |
2,693.34 |
|
2.618 |
2,571.78 |
|
4.250 |
2,373.39 |
|
|
| Fisher Pivots for day following 10-Nov-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,950.80 |
3,093.16 |
| PP |
2,930.62 |
3,025.53 |
| S1 |
2,910.44 |
2,957.89 |
|