| Trading Metrics calculated at close of trading on 30-Nov-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2000 |
30-Nov-2000 |
Change |
Change % |
Previous Week |
| Open |
2,635.05 |
2,470.66 |
-164.39 |
-6.2% |
2,838.29 |
| High |
2,670.53 |
2,573.11 |
-97.42 |
-3.6% |
2,885.31 |
| Low |
2,520.14 |
2,426.41 |
-93.73 |
-3.7% |
2,667.11 |
| Close |
2,602.85 |
2,506.54 |
-96.31 |
-3.7% |
2,830.09 |
| Range |
150.39 |
146.70 |
-3.69 |
-2.5% |
218.20 |
| ATR |
157.91 |
159.24 |
1.32 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,942.12 |
2,871.03 |
2,587.23 |
|
| R3 |
2,795.42 |
2,724.33 |
2,546.88 |
|
| R2 |
2,648.72 |
2,648.72 |
2,533.44 |
|
| R1 |
2,577.63 |
2,577.63 |
2,519.99 |
2,613.18 |
| PP |
2,502.02 |
2,502.02 |
2,502.02 |
2,519.79 |
| S1 |
2,430.93 |
2,430.93 |
2,493.09 |
2,466.48 |
| S2 |
2,355.32 |
2,355.32 |
2,479.65 |
|
| S3 |
2,208.62 |
2,284.23 |
2,466.20 |
|
| S4 |
2,061.92 |
2,137.53 |
2,425.86 |
|
|
| Weekly Pivots for week ending 24-Nov-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,448.77 |
3,357.63 |
2,950.10 |
|
| R3 |
3,230.57 |
3,139.43 |
2,890.10 |
|
| R2 |
3,012.37 |
3,012.37 |
2,870.09 |
|
| R1 |
2,921.23 |
2,921.23 |
2,850.09 |
2,857.70 |
| PP |
2,794.17 |
2,794.17 |
2,794.17 |
2,762.41 |
| S1 |
2,703.03 |
2,703.03 |
2,810.09 |
2,639.50 |
| S2 |
2,575.97 |
2,575.97 |
2,790.09 |
|
| S3 |
2,357.77 |
2,484.83 |
2,770.09 |
|
| S4 |
2,139.57 |
2,266.63 |
2,710.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,913.76 |
2,426.41 |
487.35 |
19.4% |
143.44 |
5.7% |
16% |
False |
True |
|
| 10 |
3,082.42 |
2,426.41 |
656.01 |
26.2% |
136.89 |
5.5% |
12% |
False |
True |
|
| 20 |
3,369.47 |
2,426.41 |
943.06 |
37.6% |
134.01 |
5.3% |
8% |
False |
True |
|
| 40 |
3,514.96 |
2,426.41 |
1,088.55 |
43.4% |
153.36 |
6.1% |
7% |
False |
True |
|
| 60 |
3,963.94 |
2,426.41 |
1,537.53 |
61.3% |
152.11 |
6.1% |
5% |
False |
True |
|
| 80 |
4,147.19 |
2,426.41 |
1,720.78 |
68.7% |
136.84 |
5.5% |
5% |
False |
True |
|
| 100 |
4,147.19 |
2,426.41 |
1,720.78 |
68.7% |
136.26 |
5.4% |
5% |
False |
True |
|
| 120 |
4,147.19 |
2,426.41 |
1,720.78 |
68.7% |
134.23 |
5.4% |
5% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,196.59 |
|
2.618 |
2,957.17 |
|
1.618 |
2,810.47 |
|
1.000 |
2,719.81 |
|
0.618 |
2,663.77 |
|
HIGH |
2,573.11 |
|
0.618 |
2,517.07 |
|
0.500 |
2,499.76 |
|
0.382 |
2,482.45 |
|
LOW |
2,426.41 |
|
0.618 |
2,335.75 |
|
1.000 |
2,279.71 |
|
1.618 |
2,189.05 |
|
2.618 |
2,042.35 |
|
4.250 |
1,802.94 |
|
|
| Fisher Pivots for day following 30-Nov-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,504.28 |
2,610.78 |
| PP |
2,502.02 |
2,576.03 |
| S1 |
2,499.76 |
2,541.29 |
|