| Trading Metrics calculated at close of trading on 22-Dec-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2000 |
22-Dec-2000 |
Change |
Change % |
Previous Week |
| Open |
2,191.82 |
2,303.21 |
111.39 |
5.1% |
2,604.08 |
| High |
2,347.28 |
2,437.19 |
89.91 |
3.8% |
2,639.00 |
| Low |
2,174.76 |
2,303.21 |
128.45 |
5.9% |
2,174.76 |
| Close |
2,224.84 |
2,436.26 |
211.42 |
9.5% |
2,436.26 |
| Range |
172.52 |
133.98 |
-38.54 |
-22.3% |
464.24 |
| ATR |
166.98 |
170.22 |
3.24 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,794.16 |
2,749.19 |
2,509.95 |
|
| R3 |
2,660.18 |
2,615.21 |
2,473.10 |
|
| R2 |
2,526.20 |
2,526.20 |
2,460.82 |
|
| R1 |
2,481.23 |
2,481.23 |
2,448.54 |
2,503.72 |
| PP |
2,392.22 |
2,392.22 |
2,392.22 |
2,403.46 |
| S1 |
2,347.25 |
2,347.25 |
2,423.98 |
2,369.74 |
| S2 |
2,258.24 |
2,258.24 |
2,411.70 |
|
| S3 |
2,124.26 |
2,213.27 |
2,399.42 |
|
| S4 |
1,990.28 |
2,079.29 |
2,362.57 |
|
|
| Weekly Pivots for week ending 22-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,809.39 |
3,587.07 |
2,691.59 |
|
| R3 |
3,345.15 |
3,122.83 |
2,563.93 |
|
| R2 |
2,880.91 |
2,880.91 |
2,521.37 |
|
| R1 |
2,658.59 |
2,658.59 |
2,478.82 |
2,537.63 |
| PP |
2,416.67 |
2,416.67 |
2,416.67 |
2,356.20 |
| S1 |
2,194.35 |
2,194.35 |
2,393.70 |
2,073.39 |
| S2 |
1,952.43 |
1,952.43 |
2,351.15 |
|
| S3 |
1,488.19 |
1,730.11 |
2,308.59 |
|
| S4 |
1,023.95 |
1,265.87 |
2,180.93 |
|
|
| 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 |
19.1% |
162.12 |
6.7% |
56% |
False |
False |
|
| 10 |
2,990.83 |
2,174.76 |
816.07 |
33.5% |
151.25 |
6.2% |
32% |
False |
False |
|
| 20 |
2,990.83 |
2,174.76 |
816.07 |
33.5% |
153.36 |
6.3% |
32% |
False |
False |
|
| 40 |
3,369.47 |
2,174.76 |
1,194.71 |
49.0% |
144.06 |
5.9% |
22% |
False |
False |
|
| 60 |
3,690.24 |
2,174.76 |
1,515.48 |
62.2% |
154.19 |
6.3% |
17% |
False |
False |
|
| 80 |
4,147.19 |
2,174.76 |
1,972.43 |
81.0% |
150.15 |
6.2% |
13% |
False |
False |
|
| 100 |
4,147.19 |
2,174.76 |
1,972.43 |
81.0% |
139.88 |
5.7% |
13% |
False |
False |
|
| 120 |
4,147.19 |
2,174.76 |
1,972.43 |
81.0% |
137.85 |
5.7% |
13% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,006.61 |
|
2.618 |
2,787.95 |
|
1.618 |
2,653.97 |
|
1.000 |
2,571.17 |
|
0.618 |
2,519.99 |
|
HIGH |
2,437.19 |
|
0.618 |
2,386.01 |
|
0.500 |
2,370.20 |
|
0.382 |
2,354.39 |
|
LOW |
2,303.21 |
|
0.618 |
2,220.41 |
|
1.000 |
2,169.23 |
|
1.618 |
2,086.43 |
|
2.618 |
1,952.45 |
|
4.250 |
1,733.80 |
|
|
| Fisher Pivots for day following 22-Dec-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,414.24 |
2,392.83 |
| PP |
2,392.22 |
2,349.40 |
| S1 |
2,370.20 |
2,305.98 |
|