Trading Metrics calculated at close of trading on 19-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2000 |
19-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
2,604.08 |
2,538.86 |
-65.22 |
-2.5% |
2,900.28 |
High |
2,639.00 |
2,635.22 |
-3.78 |
-0.1% |
2,990.83 |
Low |
2,511.06 |
2,397.87 |
-113.19 |
-4.5% |
2,511.35 |
Close |
2,543.09 |
2,399.63 |
-143.46 |
-5.6% |
2,549.48 |
Range |
127.94 |
237.35 |
109.41 |
85.5% |
479.48 |
ATR |
158.30 |
163.95 |
5.65 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,189.62 |
3,031.98 |
2,530.17 |
|
R3 |
2,952.27 |
2,794.63 |
2,464.90 |
|
R2 |
2,714.92 |
2,714.92 |
2,443.14 |
|
R1 |
2,557.28 |
2,557.28 |
2,421.39 |
2,517.43 |
PP |
2,477.57 |
2,477.57 |
2,477.57 |
2,457.65 |
S1 |
2,319.93 |
2,319.93 |
2,377.87 |
2,280.08 |
S2 |
2,240.22 |
2,240.22 |
2,356.12 |
|
S3 |
2,002.87 |
2,082.58 |
2,334.36 |
|
S4 |
1,765.52 |
1,845.23 |
2,269.09 |
|
|
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 |
2,941.34 |
2,397.87 |
543.47 |
22.6% |
165.83 |
6.9% |
0% |
False |
True |
|
10 |
2,990.83 |
2,397.87 |
592.96 |
24.7% |
146.17 |
6.1% |
0% |
False |
True |
|
20 |
2,990.83 |
2,397.87 |
592.96 |
24.7% |
147.53 |
6.1% |
0% |
False |
True |
|
40 |
3,481.31 |
2,397.87 |
1,083.44 |
45.2% |
147.47 |
6.1% |
0% |
False |
True |
|
60 |
3,725.75 |
2,397.87 |
1,327.88 |
55.3% |
153.69 |
6.4% |
0% |
False |
True |
|
80 |
4,147.19 |
2,397.87 |
1,749.32 |
72.9% |
146.70 |
6.1% |
0% |
False |
True |
|
100 |
4,147.19 |
2,397.87 |
1,749.32 |
72.9% |
139.38 |
5.8% |
0% |
False |
True |
|
120 |
4,147.19 |
2,397.87 |
1,749.32 |
72.9% |
136.84 |
5.7% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,643.96 |
2.618 |
3,256.60 |
1.618 |
3,019.25 |
1.000 |
2,872.57 |
0.618 |
2,781.90 |
HIGH |
2,635.22 |
0.618 |
2,544.55 |
0.500 |
2,516.55 |
0.382 |
2,488.54 |
LOW |
2,397.87 |
0.618 |
2,251.19 |
1.000 |
2,160.52 |
1.618 |
2,013.84 |
2.618 |
1,776.49 |
4.250 |
1,389.13 |
|
|
Fisher Pivots for day following 19-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
2,516.55 |
2,518.44 |
PP |
2,477.57 |
2,478.83 |
S1 |
2,438.60 |
2,439.23 |
|