Trading Metrics calculated at close of trading on 06-Nov-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2000 |
06-Nov-2000 |
Change |
Change % |
Previous Week |
Open |
10,861.50 |
10,835.40 |
-26.10 |
-0.2% |
10,589.00 |
High |
10,883.20 |
11,006.50 |
123.30 |
1.1% |
10,995.40 |
Low |
10,756.90 |
10,810.00 |
53.10 |
0.5% |
10,578.50 |
Close |
10,818.00 |
10,977.20 |
159.20 |
1.5% |
10,818.00 |
Range |
126.30 |
196.50 |
70.20 |
55.6% |
416.90 |
ATR |
177.18 |
178.56 |
1.38 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,520.73 |
11,445.47 |
11,085.28 |
|
R3 |
11,324.23 |
11,248.97 |
11,031.24 |
|
R2 |
11,127.73 |
11,127.73 |
11,013.23 |
|
R1 |
11,052.47 |
11,052.47 |
10,995.21 |
11,090.10 |
PP |
10,931.23 |
10,931.23 |
10,931.23 |
10,950.05 |
S1 |
10,855.97 |
10,855.97 |
10,959.19 |
10,893.60 |
S2 |
10,734.73 |
10,734.73 |
10,941.18 |
|
S3 |
10,538.23 |
10,659.47 |
10,923.16 |
|
S4 |
10,341.73 |
10,462.97 |
10,869.13 |
|
|
Weekly Pivots for week ending 03-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,048.00 |
11,849.90 |
11,047.30 |
|
R3 |
11,631.10 |
11,433.00 |
10,932.65 |
|
R2 |
11,214.20 |
11,214.20 |
10,894.43 |
|
R1 |
11,016.10 |
11,016.10 |
10,856.22 |
11,115.15 |
PP |
10,797.30 |
10,797.30 |
10,797.30 |
10,846.83 |
S1 |
10,599.20 |
10,599.20 |
10,779.78 |
10,698.25 |
S2 |
10,380.40 |
10,380.40 |
10,741.57 |
|
S3 |
9,963.50 |
10,182.30 |
10,703.35 |
|
S4 |
9,546.60 |
9,765.40 |
10,588.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,006.50 |
10,756.90 |
249.60 |
2.3% |
147.60 |
1.3% |
88% |
True |
False |
|
10 |
11,006.50 |
10,265.10 |
741.40 |
6.8% |
174.96 |
1.6% |
96% |
True |
False |
|
20 |
11,006.50 |
9,654.64 |
1,351.86 |
12.3% |
197.96 |
1.8% |
98% |
True |
False |
|
40 |
11,255.80 |
9,654.64 |
1,601.16 |
14.6% |
175.50 |
1.6% |
83% |
False |
False |
|
60 |
11,401.20 |
9,654.64 |
1,746.56 |
15.9% |
154.19 |
1.4% |
76% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
15.9% |
146.34 |
1.3% |
76% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
15.9% |
144.29 |
1.3% |
76% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
15.9% |
147.10 |
1.3% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,841.63 |
2.618 |
11,520.94 |
1.618 |
11,324.44 |
1.000 |
11,203.00 |
0.618 |
11,127.94 |
HIGH |
11,006.50 |
0.618 |
10,931.44 |
0.500 |
10,908.25 |
0.382 |
10,885.06 |
LOW |
10,810.00 |
0.618 |
10,688.56 |
1.000 |
10,613.50 |
1.618 |
10,492.06 |
2.618 |
10,295.56 |
4.250 |
9,974.88 |
|
|
Fisher Pivots for day following 06-Nov-2000 |
Pivot |
1 day |
3 day |
R1 |
10,954.22 |
10,945.37 |
PP |
10,931.23 |
10,913.53 |
S1 |
10,908.25 |
10,881.70 |
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