| Trading Metrics calculated at close of trading on 15-Nov-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2000 |
15-Nov-2000 |
Change |
Change % |
Previous Week |
| Open |
2,952.62 |
3,027.61 |
74.99 |
2.5% |
3,346.15 |
| High |
3,043.66 |
3,128.37 |
84.71 |
2.8% |
3,369.47 |
| Low |
2,926.66 |
3,001.83 |
75.17 |
2.6% |
2,890.02 |
| Close |
3,039.50 |
3,076.70 |
37.20 |
1.2% |
2,890.26 |
| Range |
117.00 |
126.54 |
9.54 |
8.2% |
479.45 |
| ATR |
168.12 |
165.15 |
-2.97 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,448.59 |
3,389.18 |
3,146.30 |
|
| R3 |
3,322.05 |
3,262.64 |
3,111.50 |
|
| R2 |
3,195.51 |
3,195.51 |
3,099.90 |
|
| R1 |
3,136.10 |
3,136.10 |
3,088.30 |
3,165.81 |
| PP |
3,068.97 |
3,068.97 |
3,068.97 |
3,083.82 |
| S1 |
3,009.56 |
3,009.56 |
3,065.10 |
3,039.27 |
| S2 |
2,942.43 |
2,942.43 |
3,053.50 |
|
| S3 |
2,815.89 |
2,883.02 |
3,041.90 |
|
| S4 |
2,689.35 |
2,756.48 |
3,007.10 |
|
|
| 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 |
3,128.37 |
2,742.47 |
385.90 |
12.5% |
150.15 |
4.9% |
87% |
True |
False |
|
| 10 |
3,369.47 |
2,742.47 |
627.00 |
20.4% |
131.13 |
4.3% |
53% |
False |
False |
|
| 20 |
3,514.96 |
2,742.47 |
772.49 |
25.1% |
146.17 |
4.8% |
43% |
False |
False |
|
| 40 |
3,790.45 |
2,742.47 |
1,047.98 |
34.1% |
158.31 |
5.1% |
32% |
False |
False |
|
| 60 |
4,147.19 |
2,742.47 |
1,404.72 |
45.7% |
144.21 |
4.7% |
24% |
False |
False |
|
| 80 |
4,147.19 |
2,742.47 |
1,404.72 |
45.7% |
138.71 |
4.5% |
24% |
False |
False |
|
| 100 |
4,147.19 |
2,742.47 |
1,404.72 |
45.7% |
134.10 |
4.4% |
24% |
False |
False |
|
| 120 |
4,147.19 |
2,742.47 |
1,404.72 |
45.7% |
136.60 |
4.4% |
24% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,666.17 |
|
2.618 |
3,459.65 |
|
1.618 |
3,333.11 |
|
1.000 |
3,254.91 |
|
0.618 |
3,206.57 |
|
HIGH |
3,128.37 |
|
0.618 |
3,080.03 |
|
0.500 |
3,065.10 |
|
0.382 |
3,050.17 |
|
LOW |
3,001.83 |
|
0.618 |
2,923.63 |
|
1.000 |
2,875.29 |
|
1.618 |
2,797.09 |
|
2.618 |
2,670.55 |
|
4.250 |
2,464.04 |
|
|
| Fisher Pivots for day following 15-Nov-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,072.83 |
3,029.61 |
| PP |
3,068.97 |
2,982.51 |
| S1 |
3,065.10 |
2,935.42 |
|