| Trading Metrics calculated at close of trading on 10-Oct-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2000 |
10-Oct-2000 |
Change |
Change % |
Previous Week |
| Open |
10,603.20 |
10,582.90 |
-20.30 |
-0.2% |
10,682.40 |
| High |
10,641.30 |
10,623.50 |
-17.80 |
-0.2% |
10,857.70 |
| Low |
10,546.20 |
10,488.90 |
-57.30 |
-0.5% |
10,518.90 |
| Close |
10,568.40 |
10,524.40 |
-44.00 |
-0.4% |
10,596.50 |
| Range |
95.10 |
134.60 |
39.50 |
41.5% |
338.80 |
| ATR |
145.92 |
145.11 |
-0.81 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,949.40 |
10,871.50 |
10,598.43 |
|
| R3 |
10,814.80 |
10,736.90 |
10,561.42 |
|
| R2 |
10,680.20 |
10,680.20 |
10,549.08 |
|
| R1 |
10,602.30 |
10,602.30 |
10,536.74 |
10,573.95 |
| PP |
10,545.60 |
10,545.60 |
10,545.60 |
10,531.43 |
| S1 |
10,467.70 |
10,467.70 |
10,512.06 |
10,439.35 |
| S2 |
10,411.00 |
10,411.00 |
10,499.72 |
|
| S3 |
10,276.40 |
10,333.10 |
10,487.39 |
|
| S4 |
10,141.80 |
10,198.50 |
10,450.37 |
|
|
| Weekly Pivots for week ending 06-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,674.10 |
11,474.10 |
10,782.84 |
|
| R3 |
11,335.30 |
11,135.30 |
10,689.67 |
|
| R2 |
10,996.50 |
10,996.50 |
10,658.61 |
|
| R1 |
10,796.50 |
10,796.50 |
10,627.56 |
10,727.10 |
| PP |
10,657.70 |
10,657.70 |
10,657.70 |
10,623.00 |
| S1 |
10,457.70 |
10,457.70 |
10,565.44 |
10,388.30 |
| S2 |
10,318.90 |
10,318.90 |
10,534.39 |
|
| S3 |
9,980.10 |
10,118.90 |
10,503.33 |
|
| S4 |
9,641.30 |
9,780.10 |
10,410.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,850.00 |
10,488.90 |
361.10 |
3.4% |
149.54 |
1.4% |
10% |
False |
True |
|
| 10 |
10,857.70 |
10,488.90 |
368.80 |
3.5% |
148.87 |
1.4% |
10% |
False |
True |
|
| 20 |
11,231.00 |
10,488.90 |
742.10 |
7.1% |
152.67 |
1.5% |
5% |
False |
True |
|
| 40 |
11,401.20 |
10,488.90 |
912.30 |
8.7% |
131.38 |
1.2% |
4% |
False |
True |
|
| 60 |
11,401.20 |
10,464.50 |
936.70 |
8.9% |
129.74 |
1.2% |
6% |
False |
False |
|
| 80 |
11,401.20 |
10,335.50 |
1,065.70 |
10.1% |
129.11 |
1.2% |
18% |
False |
False |
|
| 100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.9% |
137.27 |
1.3% |
23% |
False |
False |
|
| 120 |
11,401.20 |
10,258.80 |
1,142.40 |
10.9% |
146.03 |
1.4% |
23% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,195.55 |
|
2.618 |
10,975.88 |
|
1.618 |
10,841.28 |
|
1.000 |
10,758.10 |
|
0.618 |
10,706.68 |
|
HIGH |
10,623.50 |
|
0.618 |
10,572.08 |
|
0.500 |
10,556.20 |
|
0.382 |
10,540.32 |
|
LOW |
10,488.90 |
|
0.618 |
10,405.72 |
|
1.000 |
10,354.30 |
|
1.618 |
10,271.12 |
|
2.618 |
10,136.52 |
|
4.250 |
9,916.85 |
|
|
| Fisher Pivots for day following 10-Oct-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,556.20 |
10,634.40 |
| PP |
10,545.60 |
10,597.73 |
| S1 |
10,535.00 |
10,561.07 |
|