| Trading Metrics calculated at close of trading on 06-Dec-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2000 |
06-Dec-2000 |
Change |
Change % |
Previous Week |
| Open |
2,648.54 |
2,833.52 |
184.98 |
7.0% |
2,910.57 |
| High |
2,852.91 |
2,891.50 |
38.59 |
1.4% |
2,913.76 |
| Low |
2,633.57 |
2,721.81 |
88.24 |
3.4% |
2,426.41 |
| Close |
2,852.87 |
2,743.70 |
-109.17 |
-3.8% |
2,549.74 |
| Range |
219.34 |
169.69 |
-49.65 |
-22.6% |
487.35 |
| ATR |
168.83 |
168.89 |
0.06 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,294.74 |
3,188.91 |
2,837.03 |
|
| R3 |
3,125.05 |
3,019.22 |
2,790.36 |
|
| R2 |
2,955.36 |
2,955.36 |
2,774.81 |
|
| R1 |
2,849.53 |
2,849.53 |
2,759.25 |
2,817.60 |
| PP |
2,785.67 |
2,785.67 |
2,785.67 |
2,769.71 |
| S1 |
2,679.84 |
2,679.84 |
2,728.15 |
2,647.91 |
| S2 |
2,615.98 |
2,615.98 |
2,712.59 |
|
| S3 |
2,446.29 |
2,510.15 |
2,697.04 |
|
| S4 |
2,276.60 |
2,340.46 |
2,650.37 |
|
|
| 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 |
2,891.50 |
2,426.41 |
465.09 |
17.0% |
170.00 |
6.2% |
68% |
True |
False |
|
| 10 |
2,913.76 |
2,426.41 |
487.35 |
17.8% |
155.97 |
5.7% |
65% |
False |
False |
|
| 20 |
3,296.30 |
2,426.41 |
869.89 |
31.7% |
153.03 |
5.6% |
36% |
False |
False |
|
| 40 |
3,514.96 |
2,426.41 |
1,088.55 |
39.7% |
154.90 |
5.6% |
29% |
False |
False |
|
| 60 |
3,834.51 |
2,426.41 |
1,408.10 |
51.3% |
154.45 |
5.6% |
23% |
False |
False |
|
| 80 |
4,147.19 |
2,426.41 |
1,720.78 |
62.7% |
140.47 |
5.1% |
18% |
False |
False |
|
| 100 |
4,147.19 |
2,426.41 |
1,720.78 |
62.7% |
139.50 |
5.1% |
18% |
False |
False |
|
| 120 |
4,147.19 |
2,426.41 |
1,720.78 |
62.7% |
135.86 |
5.0% |
18% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,612.68 |
|
2.618 |
3,335.75 |
|
1.618 |
3,166.06 |
|
1.000 |
3,061.19 |
|
0.618 |
2,996.37 |
|
HIGH |
2,891.50 |
|
0.618 |
2,826.68 |
|
0.500 |
2,806.66 |
|
0.382 |
2,786.63 |
|
LOW |
2,721.81 |
|
0.618 |
2,616.94 |
|
1.000 |
2,552.12 |
|
1.618 |
2,447.25 |
|
2.618 |
2,277.56 |
|
4.250 |
2,000.63 |
|
|
| Fisher Pivots for day following 06-Dec-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,806.66 |
2,723.66 |
| PP |
2,785.67 |
2,703.61 |
| S1 |
2,764.69 |
2,683.57 |
|