| Trading Metrics calculated at close of trading on 29-Dec-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2000 |
29-Dec-2000 |
Change |
Change % |
Previous Week |
| Open |
2,435.84 |
2,465.37 |
29.53 |
1.2% |
2,435.51 |
| High |
2,505.65 |
2,491.25 |
-14.40 |
-0.6% |
2,505.65 |
| Low |
2,420.34 |
2,328.86 |
-91.48 |
-3.8% |
2,328.86 |
| Close |
2,464.62 |
2,341.70 |
-122.92 |
-5.0% |
2,341.70 |
| Range |
85.31 |
162.39 |
77.08 |
90.4% |
176.79 |
| ATR |
158.34 |
158.63 |
0.29 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.44 |
2,770.46 |
2,431.01 |
|
| R3 |
2,712.05 |
2,608.07 |
2,386.36 |
|
| R2 |
2,549.66 |
2,549.66 |
2,371.47 |
|
| R1 |
2,445.68 |
2,445.68 |
2,356.59 |
2,416.48 |
| PP |
2,387.27 |
2,387.27 |
2,387.27 |
2,372.67 |
| S1 |
2,283.29 |
2,283.29 |
2,326.81 |
2,254.09 |
| S2 |
2,224.88 |
2,224.88 |
2,311.93 |
|
| S3 |
2,062.49 |
2,120.90 |
2,297.04 |
|
| S4 |
1,900.10 |
1,958.51 |
2,252.39 |
|
|
| Weekly Pivots for week ending 29-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,922.44 |
2,808.86 |
2,438.93 |
|
| R3 |
2,745.65 |
2,632.07 |
2,390.32 |
|
| R2 |
2,568.86 |
2,568.86 |
2,374.11 |
|
| R1 |
2,455.28 |
2,455.28 |
2,357.91 |
2,423.68 |
| PP |
2,392.07 |
2,392.07 |
2,392.07 |
2,376.27 |
| S1 |
2,278.49 |
2,278.49 |
2,325.49 |
2,246.89 |
| S2 |
2,215.28 |
2,215.28 |
2,309.29 |
|
| S3 |
2,038.49 |
2,101.70 |
2,293.08 |
|
| S4 |
1,861.70 |
1,924.91 |
2,244.47 |
|
|
| 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 |
2,303.21 |
202.44 |
8.6% |
126.52 |
5.4% |
19% |
False |
False |
|
| 10 |
2,639.00 |
2,174.76 |
464.24 |
19.8% |
142.24 |
6.1% |
36% |
False |
False |
|
| 20 |
2,990.83 |
2,174.76 |
816.07 |
34.8% |
146.96 |
6.3% |
20% |
False |
False |
|
| 40 |
3,369.47 |
2,174.76 |
1,194.71 |
51.0% |
140.48 |
6.0% |
14% |
False |
False |
|
| 60 |
3,514.96 |
2,174.76 |
1,340.20 |
57.2% |
151.23 |
6.5% |
12% |
False |
False |
|
| 80 |
3,963.94 |
2,174.76 |
1,789.18 |
76.4% |
150.82 |
6.4% |
9% |
False |
False |
|
| 100 |
4,147.19 |
2,174.76 |
1,972.43 |
84.2% |
138.87 |
5.9% |
8% |
False |
False |
|
| 120 |
4,147.19 |
2,174.76 |
1,972.43 |
84.2% |
138.04 |
5.9% |
8% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,181.41 |
|
2.618 |
2,916.39 |
|
1.618 |
2,754.00 |
|
1.000 |
2,653.64 |
|
0.618 |
2,591.61 |
|
HIGH |
2,491.25 |
|
0.618 |
2,429.22 |
|
0.500 |
2,410.06 |
|
0.382 |
2,390.89 |
|
LOW |
2,328.86 |
|
0.618 |
2,228.50 |
|
1.000 |
2,166.47 |
|
1.618 |
2,066.11 |
|
2.618 |
1,903.72 |
|
4.250 |
1,638.70 |
|
|
| Fisher Pivots for day following 29-Dec-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,410.06 |
2,417.26 |
| PP |
2,387.27 |
2,392.07 |
| S1 |
2,364.49 |
2,366.89 |
|