| Trading Metrics calculated at close of trading on 14-Dec-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2000 |
14-Dec-2000 |
Change |
Change % |
Previous Week |
| Open |
2,940.18 |
2,744.26 |
-195.92 |
-6.7% |
2,572.88 |
| High |
2,941.34 |
2,788.81 |
-152.53 |
-5.2% |
2,914.97 |
| Low |
2,741.40 |
2,638.11 |
-103.29 |
-3.8% |
2,475.63 |
| Close |
2,748.88 |
2,639.26 |
-109.62 |
-4.0% |
2,895.39 |
| Range |
199.94 |
150.70 |
-49.24 |
-24.6% |
439.34 |
| ATR |
164.11 |
163.16 |
-0.96 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,140.83 |
3,040.74 |
2,722.15 |
|
| R3 |
2,990.13 |
2,890.04 |
2,680.70 |
|
| R2 |
2,839.43 |
2,839.43 |
2,666.89 |
|
| R1 |
2,739.34 |
2,739.34 |
2,653.07 |
2,714.04 |
| PP |
2,688.73 |
2,688.73 |
2,688.73 |
2,676.07 |
| S1 |
2,588.64 |
2,588.64 |
2,625.45 |
2,563.34 |
| S2 |
2,538.03 |
2,538.03 |
2,611.63 |
|
| S3 |
2,387.33 |
2,437.94 |
2,597.82 |
|
| S4 |
2,236.63 |
2,287.24 |
2,556.38 |
|
|
| 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 |
2,638.11 |
352.72 |
13.4% |
140.13 |
5.3% |
0% |
False |
True |
|
| 10 |
2,990.83 |
2,475.63 |
515.20 |
19.5% |
151.68 |
5.7% |
32% |
False |
False |
|
| 20 |
3,082.42 |
2,426.41 |
656.01 |
24.9% |
144.29 |
5.5% |
32% |
False |
False |
|
| 40 |
3,514.96 |
2,426.41 |
1,088.55 |
41.2% |
145.23 |
5.5% |
20% |
False |
False |
|
| 60 |
3,790.45 |
2,426.41 |
1,364.04 |
51.7% |
153.63 |
5.8% |
16% |
False |
False |
|
| 80 |
4,147.19 |
2,426.41 |
1,720.78 |
65.2% |
144.23 |
5.5% |
12% |
False |
False |
|
| 100 |
4,147.19 |
2,426.41 |
1,720.78 |
65.2% |
139.82 |
5.3% |
12% |
False |
False |
|
| 120 |
4,147.19 |
2,426.41 |
1,720.78 |
65.2% |
135.80 |
5.1% |
12% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,429.29 |
|
2.618 |
3,183.34 |
|
1.618 |
3,032.64 |
|
1.000 |
2,939.51 |
|
0.618 |
2,881.94 |
|
HIGH |
2,788.81 |
|
0.618 |
2,731.24 |
|
0.500 |
2,713.46 |
|
0.382 |
2,695.68 |
|
LOW |
2,638.11 |
|
0.618 |
2,544.98 |
|
1.000 |
2,487.41 |
|
1.618 |
2,394.28 |
|
2.618 |
2,243.58 |
|
4.250 |
1,997.64 |
|
|
| Fisher Pivots for day following 14-Dec-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,713.46 |
2,798.20 |
| PP |
2,688.73 |
2,745.22 |
| S1 |
2,663.99 |
2,692.24 |
|