| Trading Metrics calculated at close of trading on 14-Nov-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2000 |
14-Nov-2000 |
Change |
Change % |
Previous Week |
| Open |
2,798.95 |
2,952.62 |
153.67 |
5.5% |
3,346.15 |
| High |
2,969.62 |
3,043.66 |
74.04 |
2.5% |
3,369.47 |
| Low |
2,742.47 |
2,926.66 |
184.19 |
6.7% |
2,890.02 |
| Close |
2,836.62 |
3,039.50 |
202.88 |
7.2% |
2,890.26 |
| Range |
227.15 |
117.00 |
-110.15 |
-48.5% |
479.45 |
| ATR |
165.13 |
168.12 |
2.99 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,354.27 |
3,313.89 |
3,103.85 |
|
| R3 |
3,237.27 |
3,196.89 |
3,071.68 |
|
| R2 |
3,120.27 |
3,120.27 |
3,060.95 |
|
| R1 |
3,079.89 |
3,079.89 |
3,050.23 |
3,100.08 |
| PP |
3,003.27 |
3,003.27 |
3,003.27 |
3,013.37 |
| S1 |
2,962.89 |
2,962.89 |
3,028.78 |
2,983.08 |
| S2 |
2,886.27 |
2,886.27 |
3,018.05 |
|
| S3 |
2,769.27 |
2,845.89 |
3,007.33 |
|
| S4 |
2,652.27 |
2,728.89 |
2,975.15 |
|
|
| 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 |
3,296.30 |
2,742.47 |
553.83 |
18.2% |
172.37 |
5.7% |
54% |
False |
False |
|
| 10 |
3,369.47 |
2,742.47 |
627.00 |
20.6% |
131.89 |
4.3% |
47% |
False |
False |
|
| 20 |
3,514.96 |
2,742.47 |
772.49 |
25.4% |
153.02 |
5.0% |
38% |
False |
False |
|
| 40 |
3,810.30 |
2,742.47 |
1,067.83 |
35.1% |
158.89 |
5.2% |
28% |
False |
False |
|
| 60 |
4,147.19 |
2,742.47 |
1,404.72 |
46.2% |
143.28 |
4.7% |
21% |
False |
False |
|
| 80 |
4,147.19 |
2,742.47 |
1,404.72 |
46.2% |
138.50 |
4.6% |
21% |
False |
False |
|
| 100 |
4,147.19 |
2,742.47 |
1,404.72 |
46.2% |
133.76 |
4.4% |
21% |
False |
False |
|
| 120 |
4,147.19 |
2,742.47 |
1,404.72 |
46.2% |
136.69 |
4.5% |
21% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,540.91 |
|
2.618 |
3,349.97 |
|
1.618 |
3,232.97 |
|
1.000 |
3,160.66 |
|
0.618 |
3,115.97 |
|
HIGH |
3,043.66 |
|
0.618 |
2,998.97 |
|
0.500 |
2,985.16 |
|
0.382 |
2,971.35 |
|
LOW |
2,926.66 |
|
0.618 |
2,854.35 |
|
1.000 |
2,809.66 |
|
1.618 |
2,737.35 |
|
2.618 |
2,620.35 |
|
4.250 |
2,429.41 |
|
|
| Fisher Pivots for day following 14-Nov-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,021.39 |
2,990.69 |
| PP |
3,003.27 |
2,941.88 |
| S1 |
2,985.16 |
2,893.07 |
|