Trading Metrics calculated at close of trading on 13-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2000 |
13-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
2,942.20 |
2,940.18 |
-2.02 |
-0.1% |
2,572.88 |
High |
2,958.29 |
2,941.34 |
-16.95 |
-0.6% |
2,914.97 |
Low |
2,862.17 |
2,741.40 |
-120.77 |
-4.2% |
2,475.63 |
Close |
2,863.21 |
2,748.88 |
-114.33 |
-4.0% |
2,895.39 |
Range |
96.12 |
199.94 |
103.82 |
108.0% |
439.34 |
ATR |
161.36 |
164.11 |
2.76 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,410.36 |
3,279.56 |
2,858.85 |
|
R3 |
3,210.42 |
3,079.62 |
2,803.86 |
|
R2 |
3,010.48 |
3,010.48 |
2,785.54 |
|
R1 |
2,879.68 |
2,879.68 |
2,767.21 |
2,845.11 |
PP |
2,810.54 |
2,810.54 |
2,810.54 |
2,793.26 |
S1 |
2,679.74 |
2,679.74 |
2,730.55 |
2,645.17 |
S2 |
2,610.60 |
2,610.60 |
2,712.22 |
|
S3 |
2,410.66 |
2,479.80 |
2,693.90 |
|
S4 |
2,210.72 |
2,279.86 |
2,638.91 |
|
|
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 |
2,648.94 |
341.89 |
12.4% |
132.56 |
4.8% |
29% |
False |
False |
|
10 |
2,990.83 |
2,426.41 |
564.42 |
20.5% |
151.28 |
5.5% |
57% |
False |
False |
|
20 |
3,128.37 |
2,426.41 |
701.96 |
25.5% |
143.08 |
5.2% |
46% |
False |
False |
|
40 |
3,514.96 |
2,426.41 |
1,088.55 |
39.6% |
148.05 |
5.4% |
30% |
False |
False |
|
60 |
3,810.30 |
2,426.41 |
1,383.89 |
50.3% |
153.62 |
5.6% |
23% |
False |
False |
|
80 |
4,147.19 |
2,426.41 |
1,720.78 |
62.6% |
143.23 |
5.2% |
19% |
False |
False |
|
100 |
4,147.19 |
2,426.41 |
1,720.78 |
62.6% |
139.41 |
5.1% |
19% |
False |
False |
|
120 |
4,147.19 |
2,426.41 |
1,720.78 |
62.6% |
135.31 |
4.9% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,791.09 |
2.618 |
3,464.78 |
1.618 |
3,264.84 |
1.000 |
3,141.28 |
0.618 |
3,064.90 |
HIGH |
2,941.34 |
0.618 |
2,864.96 |
0.500 |
2,841.37 |
0.382 |
2,817.78 |
LOW |
2,741.40 |
0.618 |
2,617.84 |
1.000 |
2,541.46 |
1.618 |
2,417.90 |
2.618 |
2,217.96 |
4.250 |
1,891.66 |
|
|
Fisher Pivots for day following 13-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
2,841.37 |
2,866.12 |
PP |
2,810.54 |
2,827.04 |
S1 |
2,779.71 |
2,787.96 |
|