| Trading Metrics calculated at close of trading on 08-Dec-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2000 |
08-Dec-2000 |
Change |
Change % |
Previous Week |
| Open |
2,688.61 |
2,840.20 |
151.59 |
5.6% |
2,572.88 |
| High |
2,761.78 |
2,914.97 |
153.19 |
5.5% |
2,914.97 |
| Low |
2,648.94 |
2,803.03 |
154.09 |
5.8% |
2,475.63 |
| Close |
2,719.91 |
2,895.39 |
175.48 |
6.5% |
2,895.39 |
| Range |
112.84 |
111.94 |
-0.90 |
-0.8% |
439.34 |
| ATR |
164.89 |
167.04 |
2.16 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,206.95 |
3,163.11 |
2,956.96 |
|
| R3 |
3,095.01 |
3,051.17 |
2,926.17 |
|
| R2 |
2,983.07 |
2,983.07 |
2,915.91 |
|
| R1 |
2,939.23 |
2,939.23 |
2,905.65 |
2,961.15 |
| PP |
2,871.13 |
2,871.13 |
2,871.13 |
2,882.09 |
| S1 |
2,827.29 |
2,827.29 |
2,885.13 |
2,849.21 |
| S2 |
2,759.19 |
2,759.19 |
2,874.87 |
|
| S3 |
2,647.25 |
2,715.35 |
2,864.61 |
|
| S4 |
2,535.31 |
2,603.41 |
2,833.82 |
|
|
| Weekly Pivots for week ending 08-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,080.02 |
3,927.04 |
3,137.03 |
|
| R3 |
3,640.68 |
3,487.70 |
3,016.21 |
|
| R2 |
3,201.34 |
3,201.34 |
2,975.94 |
|
| R1 |
3,048.36 |
3,048.36 |
2,935.66 |
3,124.85 |
| PP |
2,762.00 |
2,762.00 |
2,762.00 |
2,800.24 |
| S1 |
2,609.02 |
2,609.02 |
2,855.12 |
2,685.51 |
| S2 |
2,322.66 |
2,322.66 |
2,814.84 |
|
| S3 |
1,883.32 |
2,169.68 |
2,774.57 |
|
| S4 |
1,443.98 |
1,730.34 |
2,653.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,914.97 |
2,475.63 |
439.34 |
15.2% |
150.61 |
5.2% |
96% |
True |
False |
|
| 10 |
2,914.97 |
2,426.41 |
488.56 |
16.9% |
155.46 |
5.4% |
96% |
True |
False |
|
| 20 |
3,128.37 |
2,426.41 |
701.96 |
24.2% |
144.46 |
5.0% |
67% |
False |
False |
|
| 40 |
3,514.96 |
2,426.41 |
1,088.55 |
37.6% |
151.60 |
5.2% |
43% |
False |
False |
|
| 60 |
3,810.30 |
2,426.41 |
1,383.89 |
47.8% |
153.85 |
5.3% |
34% |
False |
False |
|
| 80 |
4,147.19 |
2,426.41 |
1,720.78 |
59.4% |
141.32 |
4.9% |
27% |
False |
False |
|
| 100 |
4,147.19 |
2,426.41 |
1,720.78 |
59.4% |
139.39 |
4.8% |
27% |
False |
False |
|
| 120 |
4,147.19 |
2,426.41 |
1,720.78 |
59.4% |
135.25 |
4.7% |
27% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,390.72 |
|
2.618 |
3,208.03 |
|
1.618 |
3,096.09 |
|
1.000 |
3,026.91 |
|
0.618 |
2,984.15 |
|
HIGH |
2,914.97 |
|
0.618 |
2,872.21 |
|
0.500 |
2,859.00 |
|
0.382 |
2,845.79 |
|
LOW |
2,803.03 |
|
0.618 |
2,733.85 |
|
1.000 |
2,691.09 |
|
1.618 |
2,621.91 |
|
2.618 |
2,509.97 |
|
4.250 |
2,327.29 |
|
|
| Fisher Pivots for day following 08-Dec-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,883.26 |
2,857.58 |
| PP |
2,871.13 |
2,819.77 |
| S1 |
2,859.00 |
2,781.96 |
|