| Trading Metrics calculated at close of trading on 26-Dec-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2000 |
26-Dec-2000 |
Change |
Change % |
Previous Week |
| Open |
2,303.21 |
2,435.51 |
132.30 |
5.7% |
2,604.08 |
| High |
2,437.19 |
2,477.10 |
39.91 |
1.6% |
2,639.00 |
| Low |
2,303.21 |
2,332.35 |
29.14 |
1.3% |
2,174.76 |
| Close |
2,436.26 |
2,404.60 |
-31.66 |
-1.3% |
2,436.26 |
| Range |
133.98 |
144.75 |
10.77 |
8.0% |
464.24 |
| ATR |
170.22 |
168.40 |
-1.82 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,838.93 |
2,766.52 |
2,484.21 |
|
| R3 |
2,694.18 |
2,621.77 |
2,444.41 |
|
| R2 |
2,549.43 |
2,549.43 |
2,431.14 |
|
| R1 |
2,477.02 |
2,477.02 |
2,417.87 |
2,440.85 |
| PP |
2,404.68 |
2,404.68 |
2,404.68 |
2,386.60 |
| S1 |
2,332.27 |
2,332.27 |
2,391.33 |
2,296.10 |
| S2 |
2,259.93 |
2,259.93 |
2,378.06 |
|
| S3 |
2,115.18 |
2,187.52 |
2,364.79 |
|
| S4 |
1,970.43 |
2,042.77 |
2,324.99 |
|
|
| 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 |
2,635.22 |
2,174.76 |
460.46 |
19.1% |
165.48 |
6.9% |
50% |
False |
False |
|
| 10 |
2,958.29 |
2,174.76 |
783.53 |
32.6% |
151.53 |
6.3% |
29% |
False |
False |
|
| 20 |
2,990.83 |
2,174.76 |
816.07 |
33.9% |
152.90 |
6.4% |
28% |
False |
False |
|
| 40 |
3,369.47 |
2,174.76 |
1,194.71 |
49.7% |
143.53 |
6.0% |
19% |
False |
False |
|
| 60 |
3,613.86 |
2,174.76 |
1,439.10 |
59.8% |
154.40 |
6.4% |
16% |
False |
False |
|
| 80 |
4,147.19 |
2,174.76 |
1,972.43 |
82.0% |
150.59 |
6.3% |
12% |
False |
False |
|
| 100 |
4,147.19 |
2,174.76 |
1,972.43 |
82.0% |
138.49 |
5.8% |
12% |
False |
False |
|
| 120 |
4,147.19 |
2,174.76 |
1,972.43 |
82.0% |
137.53 |
5.7% |
12% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,092.29 |
|
2.618 |
2,856.06 |
|
1.618 |
2,711.31 |
|
1.000 |
2,621.85 |
|
0.618 |
2,566.56 |
|
HIGH |
2,477.10 |
|
0.618 |
2,421.81 |
|
0.500 |
2,404.73 |
|
0.382 |
2,387.64 |
|
LOW |
2,332.35 |
|
0.618 |
2,242.89 |
|
1.000 |
2,187.60 |
|
1.618 |
2,098.14 |
|
2.618 |
1,953.39 |
|
4.250 |
1,717.16 |
|
|
| Fisher Pivots for day following 26-Dec-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,404.73 |
2,378.38 |
| PP |
2,404.68 |
2,352.15 |
| S1 |
2,404.64 |
2,325.93 |
|