| Trading Metrics calculated at close of trading on 19-Oct-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2000 |
19-Oct-2000 |
Change |
Change % |
Previous Week |
| Open |
9,724.19 |
10,089.40 |
365.21 |
3.8% |
10,603.20 |
| High |
10,086.00 |
10,143.00 |
57.00 |
0.6% |
10,641.30 |
| Low |
9,654.64 |
10,014.60 |
359.96 |
3.7% |
10,014.20 |
| Close |
9,975.02 |
10,143.00 |
167.98 |
1.7% |
10,192.20 |
| Range |
431.36 |
128.40 |
-302.96 |
-70.2% |
627.10 |
| ATR |
192.57 |
190.81 |
-1.76 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,485.40 |
10,442.60 |
10,213.62 |
|
| R3 |
10,357.00 |
10,314.20 |
10,178.31 |
|
| R2 |
10,228.60 |
10,228.60 |
10,166.54 |
|
| R1 |
10,185.80 |
10,185.80 |
10,154.77 |
10,207.20 |
| PP |
10,100.20 |
10,100.20 |
10,100.20 |
10,110.90 |
| S1 |
10,057.40 |
10,057.40 |
10,131.23 |
10,078.80 |
| S2 |
9,971.80 |
9,971.80 |
10,119.46 |
|
| S3 |
9,843.40 |
9,929.00 |
10,107.69 |
|
| S4 |
9,715.00 |
9,800.60 |
10,072.38 |
|
|
| Weekly Pivots for week ending 13-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,163.87 |
11,805.13 |
10,537.11 |
|
| R3 |
11,536.77 |
11,178.03 |
10,364.65 |
|
| R2 |
10,909.67 |
10,909.67 |
10,307.17 |
|
| R1 |
10,550.93 |
10,550.93 |
10,249.68 |
10,416.75 |
| PP |
10,282.57 |
10,282.57 |
10,282.57 |
10,215.48 |
| S1 |
9,923.83 |
9,923.83 |
10,134.72 |
9,789.65 |
| S2 |
9,655.47 |
9,655.47 |
10,077.23 |
|
| S3 |
9,028.37 |
9,296.73 |
10,019.75 |
|
| S4 |
8,401.27 |
8,669.63 |
9,847.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,293.90 |
9,654.64 |
639.26 |
6.3% |
223.07 |
2.2% |
76% |
False |
False |
|
| 10 |
10,779.90 |
9,654.64 |
1,125.26 |
11.1% |
225.87 |
2.2% |
43% |
False |
False |
|
| 20 |
10,897.30 |
9,654.64 |
1,242.66 |
12.3% |
190.24 |
1.9% |
39% |
False |
False |
|
| 40 |
11,401.20 |
9,654.64 |
1,746.56 |
17.2% |
157.07 |
1.5% |
28% |
False |
False |
|
| 60 |
11,401.20 |
9,654.64 |
1,746.56 |
17.2% |
145.03 |
1.4% |
28% |
False |
False |
|
| 80 |
11,401.20 |
9,654.64 |
1,746.56 |
17.2% |
139.23 |
1.4% |
28% |
False |
False |
|
| 100 |
11,401.20 |
9,654.64 |
1,746.56 |
17.2% |
140.28 |
1.4% |
28% |
False |
False |
|
| 120 |
11,401.20 |
9,654.64 |
1,746.56 |
17.2% |
148.00 |
1.5% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,688.70 |
|
2.618 |
10,479.15 |
|
1.618 |
10,350.75 |
|
1.000 |
10,271.40 |
|
0.618 |
10,222.35 |
|
HIGH |
10,143.00 |
|
0.618 |
10,093.95 |
|
0.500 |
10,078.80 |
|
0.382 |
10,063.65 |
|
LOW |
10,014.60 |
|
0.618 |
9,935.25 |
|
1.000 |
9,886.20 |
|
1.618 |
9,806.85 |
|
2.618 |
9,678.45 |
|
4.250 |
9,468.90 |
|
|
| Fisher Pivots for day following 19-Oct-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,121.60 |
10,086.76 |
| PP |
10,100.20 |
10,030.51 |
| S1 |
10,078.80 |
9,974.27 |
|