| Trading Metrics calculated at close of trading on 10-Nov-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2000 |
10-Nov-2000 |
Change |
Change % |
Previous Week |
| Open |
10,814.50 |
10,730.00 |
-84.50 |
-0.8% |
10,835.40 |
| High |
10,902.10 |
10,813.80 |
-88.30 |
-0.8% |
11,006.50 |
| Low |
10,618.50 |
10,602.60 |
-15.90 |
-0.1% |
10,602.60 |
| Close |
10,834.30 |
10,603.00 |
-231.30 |
-2.1% |
10,603.00 |
| Range |
283.60 |
211.20 |
-72.40 |
-25.5% |
403.90 |
| ATR |
174.48 |
178.57 |
4.09 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,306.73 |
11,166.07 |
10,719.16 |
|
| R3 |
11,095.53 |
10,954.87 |
10,661.08 |
|
| R2 |
10,884.33 |
10,884.33 |
10,641.72 |
|
| R1 |
10,743.67 |
10,743.67 |
10,622.36 |
10,708.40 |
| PP |
10,673.13 |
10,673.13 |
10,673.13 |
10,655.50 |
| S1 |
10,532.47 |
10,532.47 |
10,583.64 |
10,497.20 |
| S2 |
10,461.93 |
10,461.93 |
10,564.28 |
|
| S3 |
10,250.73 |
10,321.27 |
10,544.92 |
|
| S4 |
10,039.53 |
10,110.07 |
10,486.84 |
|
|
| Weekly Pivots for week ending 10-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,949.07 |
11,679.93 |
10,825.15 |
|
| R3 |
11,545.17 |
11,276.03 |
10,714.07 |
|
| R2 |
11,141.27 |
11,141.27 |
10,677.05 |
|
| R1 |
10,872.13 |
10,872.13 |
10,640.02 |
10,804.75 |
| PP |
10,737.37 |
10,737.37 |
10,737.37 |
10,703.68 |
| S1 |
10,468.23 |
10,468.23 |
10,565.98 |
10,400.85 |
| S2 |
10,333.47 |
10,333.47 |
10,528.95 |
|
| S3 |
9,929.57 |
10,064.33 |
10,491.93 |
|
| S4 |
9,525.67 |
9,660.43 |
10,380.86 |
|
|
| 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 |
10,602.60 |
403.90 |
3.8% |
172.14 |
1.6% |
0% |
False |
True |
|
| 10 |
11,006.50 |
10,578.50 |
428.00 |
4.0% |
169.32 |
1.6% |
6% |
False |
False |
|
| 20 |
11,006.50 |
9,654.64 |
1,351.86 |
12.7% |
182.12 |
1.7% |
70% |
False |
False |
|
| 40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.7% |
178.00 |
1.7% |
70% |
False |
False |
|
| 60 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
156.33 |
1.5% |
54% |
False |
False |
|
| 80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
148.73 |
1.4% |
54% |
False |
False |
|
| 100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
143.96 |
1.4% |
54% |
False |
False |
|
| 120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
146.56 |
1.4% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,711.40 |
|
2.618 |
11,366.72 |
|
1.618 |
11,155.52 |
|
1.000 |
11,025.00 |
|
0.618 |
10,944.32 |
|
HIGH |
10,813.80 |
|
0.618 |
10,733.12 |
|
0.500 |
10,708.20 |
|
0.382 |
10,683.28 |
|
LOW |
10,602.60 |
|
0.618 |
10,472.08 |
|
1.000 |
10,391.40 |
|
1.618 |
10,260.88 |
|
2.618 |
10,049.68 |
|
4.250 |
9,705.00 |
|
|
| Fisher Pivots for day following 10-Nov-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,708.20 |
10,802.40 |
| PP |
10,673.13 |
10,735.93 |
| S1 |
10,638.07 |
10,669.47 |
|