| Trading Metrics calculated at close of trading on 07-Dec-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2000 |
07-Dec-2000 |
Change |
Change % |
Previous Week |
| Open |
2,833.52 |
2,688.61 |
-144.91 |
-5.1% |
2,910.57 |
| High |
2,891.50 |
2,761.78 |
-129.72 |
-4.5% |
2,913.76 |
| Low |
2,721.81 |
2,648.94 |
-72.87 |
-2.7% |
2,426.41 |
| Close |
2,743.70 |
2,719.91 |
-23.79 |
-0.9% |
2,549.74 |
| Range |
169.69 |
112.84 |
-56.85 |
-33.5% |
487.35 |
| ATR |
168.89 |
164.89 |
-4.00 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,048.73 |
2,997.16 |
2,781.97 |
|
| R3 |
2,935.89 |
2,884.32 |
2,750.94 |
|
| R2 |
2,823.05 |
2,823.05 |
2,740.60 |
|
| R1 |
2,771.48 |
2,771.48 |
2,730.25 |
2,797.27 |
| PP |
2,710.21 |
2,710.21 |
2,710.21 |
2,723.10 |
| S1 |
2,658.64 |
2,658.64 |
2,709.57 |
2,684.43 |
| S2 |
2,597.37 |
2,597.37 |
2,699.22 |
|
| S3 |
2,484.53 |
2,545.80 |
2,688.88 |
|
| S4 |
2,371.69 |
2,432.96 |
2,657.85 |
|
|
| 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 |
2,475.63 |
415.87 |
15.3% |
163.22 |
6.0% |
59% |
False |
False |
|
| 10 |
2,913.76 |
2,426.41 |
487.35 |
17.9% |
153.33 |
5.6% |
60% |
False |
False |
|
| 20 |
3,128.37 |
2,426.41 |
701.96 |
25.8% |
146.79 |
5.4% |
42% |
False |
False |
|
| 40 |
3,514.96 |
2,426.41 |
1,088.55 |
40.0% |
153.39 |
5.6% |
27% |
False |
False |
|
| 60 |
3,834.51 |
2,426.41 |
1,408.10 |
51.8% |
153.97 |
5.7% |
21% |
False |
False |
|
| 80 |
4,147.19 |
2,426.41 |
1,720.78 |
63.3% |
141.00 |
5.2% |
17% |
False |
False |
|
| 100 |
4,147.19 |
2,426.41 |
1,720.78 |
63.3% |
139.52 |
5.1% |
17% |
False |
False |
|
| 120 |
4,147.19 |
2,426.41 |
1,720.78 |
63.3% |
135.08 |
5.0% |
17% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,241.35 |
|
2.618 |
3,057.20 |
|
1.618 |
2,944.36 |
|
1.000 |
2,874.62 |
|
0.618 |
2,831.52 |
|
HIGH |
2,761.78 |
|
0.618 |
2,718.68 |
|
0.500 |
2,705.36 |
|
0.382 |
2,692.04 |
|
LOW |
2,648.94 |
|
0.618 |
2,579.20 |
|
1.000 |
2,536.10 |
|
1.618 |
2,466.36 |
|
2.618 |
2,353.52 |
|
4.250 |
2,169.37 |
|
|
| Fisher Pivots for day following 07-Dec-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,715.06 |
2,762.54 |
| PP |
2,710.21 |
2,748.33 |
| S1 |
2,705.36 |
2,734.12 |
|