| Trading Metrics calculated at close of trading on 27-Dec-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2000 |
27-Dec-2000 |
Change |
Change % |
Previous Week |
| Open |
2,435.51 |
2,383.42 |
-52.09 |
-2.1% |
2,604.08 |
| High |
2,477.10 |
2,468.75 |
-8.35 |
-0.3% |
2,639.00 |
| Low |
2,332.35 |
2,362.59 |
30.24 |
1.3% |
2,174.76 |
| Close |
2,404.60 |
2,460.21 |
55.61 |
2.3% |
2,436.26 |
| Range |
144.75 |
106.16 |
-38.59 |
-26.7% |
464.24 |
| ATR |
168.40 |
163.96 |
-4.45 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,749.00 |
2,710.76 |
2,518.60 |
|
| R3 |
2,642.84 |
2,604.60 |
2,489.40 |
|
| R2 |
2,536.68 |
2,536.68 |
2,479.67 |
|
| R1 |
2,498.44 |
2,498.44 |
2,469.94 |
2,517.56 |
| PP |
2,430.52 |
2,430.52 |
2,430.52 |
2,440.08 |
| S1 |
2,392.28 |
2,392.28 |
2,450.48 |
2,411.40 |
| S2 |
2,324.36 |
2,324.36 |
2,440.75 |
|
| S3 |
2,218.20 |
2,286.12 |
2,431.02 |
|
| S4 |
2,112.04 |
2,179.96 |
2,401.82 |
|
|
| 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 |
2,477.10 |
2,174.76 |
302.34 |
12.3% |
139.24 |
5.7% |
94% |
False |
False |
|
| 10 |
2,941.34 |
2,174.76 |
766.58 |
31.2% |
152.53 |
6.2% |
37% |
False |
False |
|
| 20 |
2,990.83 |
2,174.76 |
816.07 |
33.2% |
149.43 |
6.1% |
35% |
False |
False |
|
| 40 |
3,369.47 |
2,174.76 |
1,194.71 |
48.6% |
142.26 |
5.8% |
24% |
False |
False |
|
| 60 |
3,544.54 |
2,174.76 |
1,369.78 |
55.7% |
153.40 |
6.2% |
21% |
False |
False |
|
| 80 |
4,085.89 |
2,174.76 |
1,911.13 |
77.7% |
150.80 |
6.1% |
15% |
False |
False |
|
| 100 |
4,147.19 |
2,174.76 |
1,972.43 |
80.2% |
138.17 |
5.6% |
14% |
False |
False |
|
| 120 |
4,147.19 |
2,174.76 |
1,972.43 |
80.2% |
137.55 |
5.6% |
14% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,919.93 |
|
2.618 |
2,746.68 |
|
1.618 |
2,640.52 |
|
1.000 |
2,574.91 |
|
0.618 |
2,534.36 |
|
HIGH |
2,468.75 |
|
0.618 |
2,428.20 |
|
0.500 |
2,415.67 |
|
0.382 |
2,403.14 |
|
LOW |
2,362.59 |
|
0.618 |
2,296.98 |
|
1.000 |
2,256.43 |
|
1.618 |
2,190.82 |
|
2.618 |
2,084.66 |
|
4.250 |
1,911.41 |
|
|
| Fisher Pivots for day following 27-Dec-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,445.36 |
2,436.86 |
| PP |
2,430.52 |
2,413.51 |
| S1 |
2,415.67 |
2,390.16 |
|