| Trading Metrics calculated at close of trading on 28-Dec-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2000 |
28-Dec-2000 |
Change |
Change % |
Previous Week |
| Open |
2,383.42 |
2,435.84 |
52.42 |
2.2% |
2,604.08 |
| High |
2,468.75 |
2,505.65 |
36.90 |
1.5% |
2,639.00 |
| Low |
2,362.59 |
2,420.34 |
57.75 |
2.4% |
2,174.76 |
| Close |
2,460.21 |
2,464.62 |
4.41 |
0.2% |
2,436.26 |
| Range |
106.16 |
85.31 |
-20.85 |
-19.6% |
464.24 |
| ATR |
163.96 |
158.34 |
-5.62 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,719.47 |
2,677.35 |
2,511.54 |
|
| R3 |
2,634.16 |
2,592.04 |
2,488.08 |
|
| R2 |
2,548.85 |
2,548.85 |
2,480.26 |
|
| R1 |
2,506.73 |
2,506.73 |
2,472.44 |
2,527.79 |
| PP |
2,463.54 |
2,463.54 |
2,463.54 |
2,474.07 |
| S1 |
2,421.42 |
2,421.42 |
2,456.80 |
2,442.48 |
| S2 |
2,378.23 |
2,378.23 |
2,448.98 |
|
| S3 |
2,292.92 |
2,336.11 |
2,441.16 |
|
| S4 |
2,207.61 |
2,250.80 |
2,417.70 |
|
|
| 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 |
2,505.65 |
2,174.76 |
330.89 |
13.4% |
128.54 |
5.2% |
88% |
True |
False |
|
| 10 |
2,788.81 |
2,174.76 |
614.05 |
24.9% |
141.07 |
5.7% |
47% |
False |
False |
|
| 20 |
2,990.83 |
2,174.76 |
816.07 |
33.1% |
146.18 |
5.9% |
36% |
False |
False |
|
| 40 |
3,369.47 |
2,174.76 |
1,194.71 |
48.5% |
139.78 |
5.7% |
24% |
False |
False |
|
| 60 |
3,514.96 |
2,174.76 |
1,340.20 |
54.4% |
151.60 |
6.2% |
22% |
False |
False |
|
| 80 |
3,983.74 |
2,174.76 |
1,808.98 |
73.4% |
150.62 |
6.1% |
16% |
False |
False |
|
| 100 |
4,147.19 |
2,174.76 |
1,972.43 |
80.0% |
137.94 |
5.6% |
15% |
False |
False |
|
| 120 |
4,147.19 |
2,174.76 |
1,972.43 |
80.0% |
137.64 |
5.6% |
15% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,868.22 |
|
2.618 |
2,728.99 |
|
1.618 |
2,643.68 |
|
1.000 |
2,590.96 |
|
0.618 |
2,558.37 |
|
HIGH |
2,505.65 |
|
0.618 |
2,473.06 |
|
0.500 |
2,463.00 |
|
0.382 |
2,452.93 |
|
LOW |
2,420.34 |
|
0.618 |
2,367.62 |
|
1.000 |
2,335.03 |
|
1.618 |
2,282.31 |
|
2.618 |
2,197.00 |
|
4.250 |
2,057.77 |
|
|
| Fisher Pivots for day following 28-Dec-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,464.08 |
2,449.41 |
| PP |
2,463.54 |
2,434.21 |
| S1 |
2,463.00 |
2,419.00 |
|