Trading Metrics calculated at close of trading on 20-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2000 |
20-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
2,538.86 |
2,288.28 |
-250.58 |
-9.9% |
2,900.28 |
High |
2,635.22 |
2,337.99 |
-297.23 |
-11.3% |
2,990.83 |
Low |
2,397.87 |
2,199.20 |
-198.67 |
-8.3% |
2,511.35 |
Close |
2,399.63 |
2,210.32 |
-189.31 |
-7.9% |
2,549.48 |
Range |
237.35 |
138.79 |
-98.56 |
-41.5% |
479.48 |
ATR |
163.95 |
166.55 |
2.61 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,665.54 |
2,576.72 |
2,286.65 |
|
R3 |
2,526.75 |
2,437.93 |
2,248.49 |
|
R2 |
2,387.96 |
2,387.96 |
2,235.76 |
|
R1 |
2,299.14 |
2,299.14 |
2,223.04 |
2,274.16 |
PP |
2,249.17 |
2,249.17 |
2,249.17 |
2,236.68 |
S1 |
2,160.35 |
2,160.35 |
2,197.60 |
2,135.37 |
S2 |
2,110.38 |
2,110.38 |
2,184.88 |
|
S3 |
1,971.59 |
2,021.56 |
2,172.15 |
|
S4 |
1,832.80 |
1,882.77 |
2,133.99 |
|
|
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 |
2,788.81 |
2,199.20 |
589.61 |
26.7% |
153.60 |
6.9% |
2% |
False |
True |
|
10 |
2,990.83 |
2,199.20 |
791.63 |
35.8% |
143.08 |
6.5% |
1% |
False |
True |
|
20 |
2,990.83 |
2,199.20 |
791.63 |
35.8% |
149.53 |
6.8% |
1% |
False |
True |
|
40 |
3,369.47 |
2,199.20 |
1,170.27 |
52.9% |
147.06 |
6.7% |
1% |
False |
True |
|
60 |
3,725.75 |
2,199.20 |
1,526.55 |
69.1% |
153.83 |
7.0% |
1% |
False |
True |
|
80 |
4,147.19 |
2,199.20 |
1,947.99 |
88.1% |
147.70 |
6.7% |
1% |
False |
True |
|
100 |
4,147.19 |
2,199.20 |
1,947.99 |
88.1% |
139.03 |
6.3% |
1% |
False |
True |
|
120 |
4,147.19 |
2,199.20 |
1,947.99 |
88.1% |
137.17 |
6.2% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,927.85 |
2.618 |
2,701.34 |
1.618 |
2,562.55 |
1.000 |
2,476.78 |
0.618 |
2,423.76 |
HIGH |
2,337.99 |
0.618 |
2,284.97 |
0.500 |
2,268.60 |
0.382 |
2,252.22 |
LOW |
2,199.20 |
0.618 |
2,113.43 |
1.000 |
2,060.41 |
1.618 |
1,974.64 |
2.618 |
1,835.85 |
4.250 |
1,609.34 |
|
|
Fisher Pivots for day following 20-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
2,268.60 |
2,419.10 |
PP |
2,249.17 |
2,349.51 |
S1 |
2,229.75 |
2,279.91 |
|