| Trading Metrics calculated at close of trading on 11-Dec-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2000 |
11-Dec-2000 |
Change |
Change % |
Previous Week |
| Open |
2,840.20 |
2,900.28 |
60.08 |
2.1% |
2,572.88 |
| High |
2,914.97 |
2,990.83 |
75.86 |
2.6% |
2,914.97 |
| Low |
2,803.03 |
2,848.86 |
45.83 |
1.6% |
2,475.63 |
| Close |
2,895.39 |
2,972.91 |
77.52 |
2.7% |
2,895.39 |
| Range |
111.94 |
141.97 |
30.03 |
26.8% |
439.34 |
| ATR |
167.04 |
165.25 |
-1.79 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,363.44 |
3,310.15 |
3,050.99 |
|
| R3 |
3,221.47 |
3,168.18 |
3,011.95 |
|
| R2 |
3,079.50 |
3,079.50 |
2,998.94 |
|
| R1 |
3,026.21 |
3,026.21 |
2,985.92 |
3,052.86 |
| PP |
2,937.53 |
2,937.53 |
2,937.53 |
2,950.86 |
| S1 |
2,884.24 |
2,884.24 |
2,959.90 |
2,910.89 |
| S2 |
2,795.56 |
2,795.56 |
2,946.88 |
|
| S3 |
2,653.59 |
2,742.27 |
2,933.87 |
|
| S4 |
2,511.62 |
2,600.30 |
2,894.83 |
|
|
| 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 |
2,990.83 |
2,633.57 |
357.26 |
12.0% |
151.16 |
5.1% |
95% |
True |
False |
|
| 10 |
2,990.83 |
2,426.41 |
564.42 |
19.0% |
154.28 |
5.2% |
97% |
True |
False |
|
| 20 |
3,128.37 |
2,426.41 |
701.96 |
23.6% |
145.48 |
4.9% |
78% |
False |
False |
|
| 40 |
3,514.96 |
2,426.41 |
1,088.55 |
36.6% |
147.95 |
5.0% |
50% |
False |
False |
|
| 60 |
3,810.30 |
2,426.41 |
1,383.89 |
46.6% |
154.41 |
5.2% |
39% |
False |
False |
|
| 80 |
4,147.19 |
2,426.41 |
1,720.78 |
57.9% |
141.55 |
4.8% |
32% |
False |
False |
|
| 100 |
4,147.19 |
2,426.41 |
1,720.78 |
57.9% |
139.25 |
4.7% |
32% |
False |
False |
|
| 120 |
4,147.19 |
2,426.41 |
1,720.78 |
57.9% |
135.49 |
4.6% |
32% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,594.20 |
|
2.618 |
3,362.51 |
|
1.618 |
3,220.54 |
|
1.000 |
3,132.80 |
|
0.618 |
3,078.57 |
|
HIGH |
2,990.83 |
|
0.618 |
2,936.60 |
|
0.500 |
2,919.85 |
|
0.382 |
2,903.09 |
|
LOW |
2,848.86 |
|
0.618 |
2,761.12 |
|
1.000 |
2,706.89 |
|
1.618 |
2,619.15 |
|
2.618 |
2,477.18 |
|
4.250 |
2,245.49 |
|
|
| Fisher Pivots for day following 11-Dec-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,955.22 |
2,921.90 |
| PP |
2,937.53 |
2,870.89 |
| S1 |
2,919.85 |
2,819.89 |
|