Trading Metrics calculated at close of trading on 01-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2000 |
01-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
10,525.20 |
10,448.60 |
-76.60 |
-0.7% |
10,581.00 |
High |
10,610.50 |
10,524.50 |
-86.00 |
-0.8% |
10,646.20 |
Low |
10,292.40 |
10,348.70 |
56.30 |
0.5% |
10,292.40 |
Close |
10,414.50 |
10,373.50 |
-41.00 |
-0.4% |
10,373.50 |
Range |
318.10 |
175.80 |
-142.30 |
-44.7% |
353.80 |
ATR |
177.65 |
177.52 |
-0.13 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,942.97 |
10,834.03 |
10,470.19 |
|
R3 |
10,767.17 |
10,658.23 |
10,421.85 |
|
R2 |
10,591.37 |
10,591.37 |
10,405.73 |
|
R1 |
10,482.43 |
10,482.43 |
10,389.62 |
10,449.00 |
PP |
10,415.57 |
10,415.57 |
10,415.57 |
10,398.85 |
S1 |
10,306.63 |
10,306.63 |
10,357.39 |
10,273.20 |
S2 |
10,239.77 |
10,239.77 |
10,341.27 |
|
S3 |
10,063.97 |
10,130.83 |
10,325.16 |
|
S4 |
9,888.17 |
9,955.03 |
10,276.81 |
|
|
Weekly Pivots for week ending 01-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,498.77 |
11,289.93 |
10,568.09 |
|
R3 |
11,144.97 |
10,936.13 |
10,470.80 |
|
R2 |
10,791.17 |
10,791.17 |
10,438.36 |
|
R1 |
10,582.33 |
10,582.33 |
10,405.93 |
10,509.85 |
PP |
10,437.37 |
10,437.37 |
10,437.37 |
10,401.13 |
S1 |
10,228.53 |
10,228.53 |
10,341.07 |
10,156.05 |
S2 |
10,083.57 |
10,083.57 |
10,308.64 |
|
S3 |
9,729.77 |
9,874.73 |
10,276.21 |
|
S4 |
9,375.97 |
9,520.93 |
10,178.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,646.20 |
10,292.40 |
353.80 |
3.4% |
186.22 |
1.8% |
23% |
False |
False |
|
10 |
10,762.60 |
10,292.40 |
470.20 |
4.5% |
168.95 |
1.6% |
17% |
False |
False |
|
20 |
11,006.50 |
10,292.40 |
714.10 |
6.9% |
169.22 |
1.6% |
11% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
13.0% |
184.42 |
1.8% |
53% |
False |
False |
|
60 |
11,286.10 |
9,654.64 |
1,631.46 |
15.7% |
171.65 |
1.7% |
44% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
156.72 |
1.5% |
41% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
149.12 |
1.4% |
41% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.8% |
147.49 |
1.4% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,271.65 |
2.618 |
10,984.74 |
1.618 |
10,808.94 |
1.000 |
10,700.30 |
0.618 |
10,633.14 |
HIGH |
10,524.50 |
0.618 |
10,457.34 |
0.500 |
10,436.60 |
0.382 |
10,415.86 |
LOW |
10,348.70 |
0.618 |
10,240.06 |
1.000 |
10,172.90 |
1.618 |
10,064.26 |
2.618 |
9,888.46 |
4.250 |
9,601.55 |
|
|
Fisher Pivots for day following 01-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
10,436.60 |
10,469.30 |
PP |
10,415.57 |
10,437.37 |
S1 |
10,394.53 |
10,405.43 |
|