| Trading Metrics calculated at close of trading on 26-Oct-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2000 |
26-Oct-2000 |
Change |
Change % |
Previous Week |
| Open |
10,339.10 |
10,316.90 |
-22.20 |
-0.2% |
10,219.20 |
| High |
10,462.00 |
10,454.90 |
-7.10 |
-0.1% |
10,293.90 |
| Low |
10,306.60 |
10,265.10 |
-41.50 |
-0.4% |
9,654.64 |
| Close |
10,326.50 |
10,380.10 |
53.60 |
0.5% |
10,226.60 |
| Range |
155.40 |
189.80 |
34.40 |
22.1% |
639.26 |
| ATR |
182.28 |
182.82 |
0.54 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,936.10 |
10,847.90 |
10,484.49 |
|
| R3 |
10,746.30 |
10,658.10 |
10,432.30 |
|
| R2 |
10,556.50 |
10,556.50 |
10,414.90 |
|
| R1 |
10,468.30 |
10,468.30 |
10,397.50 |
10,512.40 |
| PP |
10,366.70 |
10,366.70 |
10,366.70 |
10,388.75 |
| S1 |
10,278.50 |
10,278.50 |
10,362.70 |
10,322.60 |
| S2 |
10,176.90 |
10,176.90 |
10,345.30 |
|
| S3 |
9,987.10 |
10,088.70 |
10,327.91 |
|
| S4 |
9,797.30 |
9,898.90 |
10,275.71 |
|
|
| Weekly Pivots for week ending 20-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,976.16 |
11,740.64 |
10,578.19 |
|
| R3 |
11,336.90 |
11,101.38 |
10,402.40 |
|
| R2 |
10,697.64 |
10,697.64 |
10,343.80 |
|
| R1 |
10,462.12 |
10,462.12 |
10,285.20 |
10,579.88 |
| PP |
10,058.38 |
10,058.38 |
10,058.38 |
10,117.26 |
| S1 |
9,822.86 |
9,822.86 |
10,168.00 |
9,940.62 |
| S2 |
9,419.12 |
9,419.12 |
10,109.40 |
|
| S3 |
8,779.86 |
9,183.60 |
10,050.80 |
|
| S4 |
8,140.60 |
8,544.34 |
9,875.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,462.00 |
10,067.50 |
394.50 |
3.8% |
163.60 |
1.6% |
79% |
False |
False |
|
| 10 |
10,462.00 |
9,654.64 |
807.36 |
7.8% |
193.34 |
1.9% |
90% |
False |
False |
|
| 20 |
10,857.70 |
9,654.64 |
1,203.06 |
11.6% |
187.12 |
1.8% |
60% |
False |
False |
|
| 40 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
166.60 |
1.6% |
42% |
False |
False |
|
| 60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
147.60 |
1.4% |
42% |
False |
False |
|
| 80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
141.41 |
1.4% |
42% |
False |
False |
|
| 100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
141.65 |
1.4% |
42% |
False |
False |
|
| 120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
147.50 |
1.4% |
42% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,261.55 |
|
2.618 |
10,951.80 |
|
1.618 |
10,762.00 |
|
1.000 |
10,644.70 |
|
0.618 |
10,572.20 |
|
HIGH |
10,454.90 |
|
0.618 |
10,382.40 |
|
0.500 |
10,360.00 |
|
0.382 |
10,337.60 |
|
LOW |
10,265.10 |
|
0.618 |
10,147.80 |
|
1.000 |
10,075.30 |
|
1.618 |
9,958.00 |
|
2.618 |
9,768.20 |
|
4.250 |
9,458.45 |
|
|
| Fisher Pivots for day following 26-Oct-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,373.40 |
10,374.58 |
| PP |
10,366.70 |
10,369.07 |
| S1 |
10,360.00 |
10,363.55 |
|