Trading Metrics calculated at close of trading on 04-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2000 |
04-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
10,448.60 |
10,353.80 |
-94.80 |
-0.9% |
10,581.00 |
High |
10,524.50 |
10,604.50 |
80.00 |
0.8% |
10,646.20 |
Low |
10,348.70 |
10,319.30 |
-29.40 |
-0.3% |
10,292.40 |
Close |
10,373.50 |
10,561.00 |
187.50 |
1.8% |
10,373.50 |
Range |
175.80 |
285.20 |
109.40 |
62.2% |
353.80 |
ATR |
177.52 |
185.21 |
7.69 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,350.53 |
11,240.97 |
10,717.86 |
|
R3 |
11,065.33 |
10,955.77 |
10,639.43 |
|
R2 |
10,780.13 |
10,780.13 |
10,613.29 |
|
R1 |
10,670.57 |
10,670.57 |
10,587.14 |
10,725.35 |
PP |
10,494.93 |
10,494.93 |
10,494.93 |
10,522.33 |
S1 |
10,385.37 |
10,385.37 |
10,534.86 |
10,440.15 |
S2 |
10,209.73 |
10,209.73 |
10,508.71 |
|
S3 |
9,924.53 |
10,100.17 |
10,482.57 |
|
S4 |
9,639.33 |
9,814.97 |
10,404.14 |
|
|
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% |
213.76 |
2.0% |
76% |
False |
False |
|
10 |
10,646.20 |
10,292.40 |
353.80 |
3.4% |
177.79 |
1.7% |
76% |
False |
False |
|
20 |
11,006.50 |
10,292.40 |
714.10 |
6.8% |
177.17 |
1.7% |
38% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.8% |
185.03 |
1.8% |
67% |
False |
False |
|
60 |
11,286.10 |
9,654.64 |
1,631.46 |
15.4% |
175.23 |
1.7% |
56% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
159.54 |
1.5% |
52% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
151.22 |
1.4% |
52% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
148.92 |
1.4% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,816.60 |
2.618 |
11,351.15 |
1.618 |
11,065.95 |
1.000 |
10,889.70 |
0.618 |
10,780.75 |
HIGH |
10,604.50 |
0.618 |
10,495.55 |
0.500 |
10,461.90 |
0.382 |
10,428.25 |
LOW |
10,319.30 |
0.618 |
10,143.05 |
1.000 |
10,034.10 |
1.618 |
9,857.85 |
2.618 |
9,572.65 |
4.250 |
9,107.20 |
|
|
Fisher Pivots for day following 04-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
10,527.97 |
10,524.48 |
PP |
10,494.93 |
10,487.97 |
S1 |
10,461.90 |
10,451.45 |
|