Trading Metrics calculated at close of trading on 21-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2000 |
21-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
2,288.28 |
2,191.82 |
-96.46 |
-4.2% |
2,900.28 |
High |
2,337.99 |
2,347.28 |
9.29 |
0.4% |
2,990.83 |
Low |
2,199.20 |
2,174.76 |
-24.44 |
-1.1% |
2,511.35 |
Close |
2,210.32 |
2,224.84 |
14.52 |
0.7% |
2,549.48 |
Range |
138.79 |
172.52 |
33.73 |
24.3% |
479.48 |
ATR |
166.55 |
166.98 |
0.43 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,766.52 |
2,668.20 |
2,319.73 |
|
R3 |
2,594.00 |
2,495.68 |
2,272.28 |
|
R2 |
2,421.48 |
2,421.48 |
2,256.47 |
|
R1 |
2,323.16 |
2,323.16 |
2,240.65 |
2,372.32 |
PP |
2,248.96 |
2,248.96 |
2,248.96 |
2,273.54 |
S1 |
2,150.64 |
2,150.64 |
2,209.03 |
2,199.80 |
S2 |
2,076.44 |
2,076.44 |
2,193.21 |
|
S3 |
1,903.92 |
1,978.12 |
2,177.40 |
|
S4 |
1,731.40 |
1,805.60 |
2,129.95 |
|
|
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 |
2,639.00 |
2,174.76 |
464.24 |
20.9% |
157.96 |
7.1% |
11% |
False |
True |
|
10 |
2,990.83 |
2,174.76 |
816.07 |
36.7% |
149.05 |
6.7% |
6% |
False |
True |
|
20 |
2,990.83 |
2,174.76 |
816.07 |
36.7% |
151.19 |
6.8% |
6% |
False |
True |
|
40 |
3,369.47 |
2,174.76 |
1,194.71 |
53.7% |
146.46 |
6.6% |
4% |
False |
True |
|
60 |
3,725.75 |
2,174.76 |
1,550.99 |
69.7% |
154.79 |
7.0% |
3% |
False |
True |
|
80 |
4,147.19 |
2,174.76 |
1,972.43 |
88.7% |
149.26 |
6.7% |
3% |
False |
True |
|
100 |
4,147.19 |
2,174.76 |
1,972.43 |
88.7% |
139.85 |
6.3% |
3% |
False |
True |
|
120 |
4,147.19 |
2,174.76 |
1,972.43 |
88.7% |
138.05 |
6.2% |
3% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,080.49 |
2.618 |
2,798.94 |
1.618 |
2,626.42 |
1.000 |
2,519.80 |
0.618 |
2,453.90 |
HIGH |
2,347.28 |
0.618 |
2,281.38 |
0.500 |
2,261.02 |
0.382 |
2,240.66 |
LOW |
2,174.76 |
0.618 |
2,068.14 |
1.000 |
2,002.24 |
1.618 |
1,895.62 |
2.618 |
1,723.10 |
4.250 |
1,441.55 |
|
|
Fisher Pivots for day following 21-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
2,261.02 |
2,404.99 |
PP |
2,248.96 |
2,344.94 |
S1 |
2,236.90 |
2,284.89 |
|