| Trading Metrics calculated at close of trading on 13-Nov-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2000 |
13-Nov-2000 |
Change |
Change % |
Previous Week |
| Open |
2,974.43 |
2,798.95 |
-175.48 |
-5.9% |
3,346.15 |
| High |
3,011.58 |
2,969.62 |
-41.96 |
-1.4% |
3,369.47 |
| Low |
2,890.02 |
2,742.47 |
-147.55 |
-5.1% |
2,890.02 |
| Close |
2,890.26 |
2,836.62 |
-53.64 |
-1.9% |
2,890.26 |
| Range |
121.56 |
227.15 |
105.59 |
86.9% |
479.45 |
| ATR |
160.36 |
165.13 |
4.77 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,531.02 |
3,410.97 |
2,961.55 |
|
| R3 |
3,303.87 |
3,183.82 |
2,899.09 |
|
| R2 |
3,076.72 |
3,076.72 |
2,878.26 |
|
| R1 |
2,956.67 |
2,956.67 |
2,857.44 |
3,016.70 |
| PP |
2,849.57 |
2,849.57 |
2,849.57 |
2,879.58 |
| S1 |
2,729.52 |
2,729.52 |
2,815.80 |
2,789.55 |
| S2 |
2,622.42 |
2,622.42 |
2,794.98 |
|
| S3 |
2,395.27 |
2,502.37 |
2,774.15 |
|
| S4 |
2,168.12 |
2,275.22 |
2,711.69 |
|
|
| 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 |
3,304.38 |
2,742.47 |
561.91 |
19.8% |
166.36 |
5.9% |
17% |
False |
True |
|
| 10 |
3,369.47 |
2,742.47 |
627.00 |
22.1% |
138.63 |
4.9% |
15% |
False |
True |
|
| 20 |
3,514.96 |
2,742.47 |
772.49 |
27.2% |
157.09 |
5.5% |
12% |
False |
True |
|
| 40 |
3,810.30 |
2,742.47 |
1,067.83 |
37.6% |
160.18 |
5.6% |
9% |
False |
True |
|
| 60 |
4,147.19 |
2,742.47 |
1,404.72 |
49.5% |
142.89 |
5.0% |
7% |
False |
True |
|
| 80 |
4,147.19 |
2,742.47 |
1,404.72 |
49.5% |
139.28 |
4.9% |
7% |
False |
True |
|
| 100 |
4,147.19 |
2,742.47 |
1,404.72 |
49.5% |
134.11 |
4.7% |
7% |
False |
True |
|
| 120 |
4,147.19 |
2,742.47 |
1,404.72 |
49.5% |
137.49 |
4.8% |
7% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,935.01 |
|
2.618 |
3,564.30 |
|
1.618 |
3,337.15 |
|
1.000 |
3,196.77 |
|
0.618 |
3,110.00 |
|
HIGH |
2,969.62 |
|
0.618 |
2,882.85 |
|
0.500 |
2,856.05 |
|
0.382 |
2,829.24 |
|
LOW |
2,742.47 |
|
0.618 |
2,602.09 |
|
1.000 |
2,515.32 |
|
1.618 |
2,374.94 |
|
2.618 |
2,147.79 |
|
4.250 |
1,777.08 |
|
|
| Fisher Pivots for day following 13-Nov-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,856.05 |
2,912.05 |
| PP |
2,849.57 |
2,886.90 |
| S1 |
2,843.10 |
2,861.76 |
|