| Trading Metrics calculated at close of trading on 18-Dec-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2000 |
18-Dec-2000 |
Change |
Change % |
Previous Week |
| Open |
2,590.84 |
2,604.08 |
13.24 |
0.5% |
2,900.28 |
| High |
2,624.56 |
2,639.00 |
14.44 |
0.6% |
2,990.83 |
| Low |
2,511.35 |
2,511.06 |
-0.29 |
0.0% |
2,511.35 |
| Close |
2,549.48 |
2,543.09 |
-6.39 |
-0.3% |
2,549.48 |
| Range |
113.21 |
127.94 |
14.73 |
13.0% |
479.48 |
| ATR |
160.64 |
158.30 |
-2.34 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,948.20 |
2,873.59 |
2,613.46 |
|
| R3 |
2,820.26 |
2,745.65 |
2,578.27 |
|
| R2 |
2,692.32 |
2,692.32 |
2,566.55 |
|
| R1 |
2,617.71 |
2,617.71 |
2,554.82 |
2,591.05 |
| PP |
2,564.38 |
2,564.38 |
2,564.38 |
2,551.05 |
| S1 |
2,489.77 |
2,489.77 |
2,531.36 |
2,463.11 |
| S2 |
2,436.44 |
2,436.44 |
2,519.63 |
|
| S3 |
2,308.50 |
2,361.83 |
2,507.91 |
|
| S4 |
2,180.56 |
2,233.89 |
2,472.72 |
|
|
| Weekly Pivots for week ending 15-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,122.33 |
3,815.38 |
2,813.19 |
|
| R3 |
3,642.85 |
3,335.90 |
2,681.34 |
|
| R2 |
3,163.37 |
3,163.37 |
2,637.38 |
|
| R1 |
2,856.42 |
2,856.42 |
2,593.43 |
2,770.16 |
| PP |
2,683.89 |
2,683.89 |
2,683.89 |
2,640.75 |
| S1 |
2,376.94 |
2,376.94 |
2,505.53 |
2,290.68 |
| S2 |
2,204.41 |
2,204.41 |
2,461.58 |
|
| S3 |
1,724.93 |
1,897.46 |
2,417.62 |
|
| S4 |
1,245.45 |
1,417.98 |
2,285.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,958.29 |
2,511.06 |
447.23 |
17.6% |
137.58 |
5.4% |
7% |
False |
True |
|
| 10 |
2,990.83 |
2,511.06 |
479.77 |
18.9% |
144.37 |
5.7% |
7% |
False |
True |
|
| 20 |
2,990.83 |
2,426.41 |
564.42 |
22.2% |
140.94 |
5.5% |
21% |
False |
False |
|
| 40 |
3,498.04 |
2,426.41 |
1,071.63 |
42.1% |
144.53 |
5.7% |
11% |
False |
False |
|
| 60 |
3,774.78 |
2,426.41 |
1,348.37 |
53.0% |
152.46 |
6.0% |
9% |
False |
False |
|
| 80 |
4,147.19 |
2,426.41 |
1,720.78 |
67.7% |
144.62 |
5.7% |
7% |
False |
False |
|
| 100 |
4,147.19 |
2,426.41 |
1,720.78 |
67.7% |
139.64 |
5.5% |
7% |
False |
False |
|
| 120 |
4,147.19 |
2,426.41 |
1,720.78 |
67.7% |
135.95 |
5.3% |
7% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,182.75 |
|
2.618 |
2,973.95 |
|
1.618 |
2,846.01 |
|
1.000 |
2,766.94 |
|
0.618 |
2,718.07 |
|
HIGH |
2,639.00 |
|
0.618 |
2,590.13 |
|
0.500 |
2,575.03 |
|
0.382 |
2,559.93 |
|
LOW |
2,511.06 |
|
0.618 |
2,431.99 |
|
1.000 |
2,383.12 |
|
1.618 |
2,304.05 |
|
2.618 |
2,176.11 |
|
4.250 |
1,967.32 |
|
|
| Fisher Pivots for day following 18-Dec-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,575.03 |
2,649.94 |
| PP |
2,564.38 |
2,614.32 |
| S1 |
2,553.74 |
2,578.71 |
|