| Trading Metrics calculated at close of trading on 05-Dec-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2000 |
05-Dec-2000 |
Change |
Change % |
Previous Week |
| Open |
2,572.88 |
2,648.54 |
75.66 |
2.9% |
2,910.57 |
| High |
2,614.85 |
2,852.91 |
238.06 |
9.1% |
2,913.76 |
| Low |
2,475.63 |
2,633.57 |
157.94 |
6.4% |
2,426.41 |
| Close |
2,554.40 |
2,852.87 |
298.47 |
11.7% |
2,549.74 |
| Range |
139.22 |
219.34 |
80.12 |
57.5% |
487.35 |
| ATR |
158.85 |
168.83 |
9.98 |
6.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,437.80 |
3,364.68 |
2,973.51 |
|
| R3 |
3,218.46 |
3,145.34 |
2,913.19 |
|
| R2 |
2,999.12 |
2,999.12 |
2,893.08 |
|
| R1 |
2,926.00 |
2,926.00 |
2,872.98 |
2,962.56 |
| PP |
2,779.78 |
2,779.78 |
2,779.78 |
2,798.07 |
| S1 |
2,706.66 |
2,706.66 |
2,832.76 |
2,743.22 |
| S2 |
2,560.44 |
2,560.44 |
2,812.66 |
|
| S3 |
2,341.10 |
2,487.32 |
2,792.55 |
|
| S4 |
2,121.76 |
2,267.98 |
2,732.23 |
|
|
| Weekly Pivots for week ending 01-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,092.02 |
3,808.23 |
2,817.78 |
|
| R3 |
3,604.67 |
3,320.88 |
2,683.76 |
|
| R2 |
3,117.32 |
3,117.32 |
2,639.09 |
|
| R1 |
2,833.53 |
2,833.53 |
2,594.41 |
2,731.75 |
| PP |
2,629.97 |
2,629.97 |
2,629.97 |
2,579.08 |
| S1 |
2,346.18 |
2,346.18 |
2,505.07 |
2,244.40 |
| S2 |
2,142.62 |
2,142.62 |
2,460.39 |
|
| S3 |
1,655.27 |
1,858.83 |
2,415.72 |
|
| S4 |
1,167.92 |
1,371.48 |
2,281.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,852.91 |
2,426.41 |
426.50 |
14.9% |
166.14 |
5.8% |
100% |
True |
False |
|
| 10 |
2,913.76 |
2,426.41 |
487.35 |
17.1% |
148.89 |
5.2% |
88% |
False |
False |
|
| 20 |
3,304.38 |
2,426.41 |
877.97 |
30.8% |
148.89 |
5.2% |
49% |
False |
False |
|
| 40 |
3,514.96 |
2,426.41 |
1,088.55 |
38.2% |
154.69 |
5.4% |
39% |
False |
False |
|
| 60 |
3,834.51 |
2,426.41 |
1,408.10 |
49.4% |
154.07 |
5.4% |
30% |
False |
False |
|
| 80 |
4,147.19 |
2,426.41 |
1,720.78 |
60.3% |
139.65 |
4.9% |
25% |
False |
False |
|
| 100 |
4,147.19 |
2,426.41 |
1,720.78 |
60.3% |
138.62 |
4.9% |
25% |
False |
False |
|
| 120 |
4,147.19 |
2,426.41 |
1,720.78 |
60.3% |
135.15 |
4.7% |
25% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,785.11 |
|
2.618 |
3,427.14 |
|
1.618 |
3,207.80 |
|
1.000 |
3,072.25 |
|
0.618 |
2,988.46 |
|
HIGH |
2,852.91 |
|
0.618 |
2,769.12 |
|
0.500 |
2,743.24 |
|
0.382 |
2,717.36 |
|
LOW |
2,633.57 |
|
0.618 |
2,498.02 |
|
1.000 |
2,414.23 |
|
1.618 |
2,278.68 |
|
2.618 |
2,059.34 |
|
4.250 |
1,701.38 |
|
|
| Fisher Pivots for day following 05-Dec-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,816.33 |
2,790.00 |
| PP |
2,779.78 |
2,727.14 |
| S1 |
2,743.24 |
2,664.27 |
|