| Trading Metrics calculated at close of trading on 12-Oct-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2000 |
12-Oct-2000 |
Change |
Change % |
Previous Week |
| Open |
10,471.10 |
10,356.80 |
-114.30 |
-1.1% |
10,682.40 |
| High |
10,566.60 |
10,460.40 |
-106.20 |
-1.0% |
10,857.70 |
| Low |
10,350.90 |
10,023.50 |
-327.40 |
-3.2% |
10,518.90 |
| Close |
10,413.80 |
10,034.60 |
-379.20 |
-3.6% |
10,596.50 |
| Range |
215.70 |
436.90 |
221.20 |
102.5% |
338.80 |
| ATR |
150.15 |
170.64 |
20.48 |
13.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,483.53 |
11,195.97 |
10,274.90 |
|
| R3 |
11,046.63 |
10,759.07 |
10,154.75 |
|
| R2 |
10,609.73 |
10,609.73 |
10,114.70 |
|
| R1 |
10,322.17 |
10,322.17 |
10,074.65 |
10,247.50 |
| PP |
10,172.83 |
10,172.83 |
10,172.83 |
10,135.50 |
| S1 |
9,885.27 |
9,885.27 |
9,994.55 |
9,810.60 |
| S2 |
9,735.93 |
9,735.93 |
9,954.50 |
|
| S3 |
9,299.03 |
9,448.37 |
9,914.45 |
|
| S4 |
8,862.13 |
9,011.47 |
9,794.31 |
|
|
| 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 |
10,779.90 |
10,023.50 |
756.40 |
7.5% |
228.66 |
2.3% |
1% |
False |
True |
|
| 10 |
10,857.70 |
10,023.50 |
834.20 |
8.3% |
180.90 |
1.8% |
1% |
False |
True |
|
| 20 |
11,110.00 |
10,023.50 |
1,086.50 |
10.8% |
173.84 |
1.7% |
1% |
False |
True |
|
| 40 |
11,401.20 |
10,023.50 |
1,377.70 |
13.7% |
141.27 |
1.4% |
1% |
False |
True |
|
| 60 |
11,401.20 |
10,023.50 |
1,377.70 |
13.7% |
137.27 |
1.4% |
1% |
False |
True |
|
| 80 |
11,401.20 |
10,023.50 |
1,377.70 |
13.7% |
133.39 |
1.3% |
1% |
False |
True |
|
| 100 |
11,401.20 |
10,023.50 |
1,377.70 |
13.7% |
138.91 |
1.4% |
1% |
False |
True |
|
| 120 |
11,401.20 |
10,023.50 |
1,377.70 |
13.7% |
148.17 |
1.5% |
1% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,317.23 |
|
2.618 |
11,604.20 |
|
1.618 |
11,167.30 |
|
1.000 |
10,897.30 |
|
0.618 |
10,730.40 |
|
HIGH |
10,460.40 |
|
0.618 |
10,293.50 |
|
0.500 |
10,241.95 |
|
0.382 |
10,190.40 |
|
LOW |
10,023.50 |
|
0.618 |
9,753.50 |
|
1.000 |
9,586.60 |
|
1.618 |
9,316.60 |
|
2.618 |
8,879.70 |
|
4.250 |
8,166.68 |
|
|
| Fisher Pivots for day following 12-Oct-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,241.95 |
10,323.50 |
| PP |
10,172.83 |
10,227.20 |
| S1 |
10,103.72 |
10,130.90 |
|