Trading Metrics calculated at close of trading on 05-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2000 |
05-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
10,353.80 |
10,671.60 |
317.80 |
3.1% |
10,581.00 |
High |
10,604.50 |
10,917.30 |
312.80 |
2.9% |
10,646.20 |
Low |
10,319.30 |
10,576.80 |
257.50 |
2.5% |
10,292.40 |
Close |
10,561.00 |
10,898.70 |
337.70 |
3.2% |
10,373.50 |
Range |
285.20 |
340.50 |
55.30 |
19.4% |
353.80 |
ATR |
185.21 |
197.43 |
12.22 |
6.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,819.10 |
11,699.40 |
11,085.98 |
|
R3 |
11,478.60 |
11,358.90 |
10,992.34 |
|
R2 |
11,138.10 |
11,138.10 |
10,961.13 |
|
R1 |
11,018.40 |
11,018.40 |
10,929.91 |
11,078.25 |
PP |
10,797.60 |
10,797.60 |
10,797.60 |
10,827.53 |
S1 |
10,677.90 |
10,677.90 |
10,867.49 |
10,737.75 |
S2 |
10,457.10 |
10,457.10 |
10,836.28 |
|
S3 |
10,116.60 |
10,337.40 |
10,805.06 |
|
S4 |
9,776.10 |
9,996.90 |
10,711.43 |
|
|
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 |
10,917.30 |
10,292.40 |
624.90 |
5.7% |
257.00 |
2.4% |
97% |
True |
False |
|
10 |
10,917.30 |
10,292.40 |
624.90 |
5.7% |
194.34 |
1.8% |
97% |
True |
False |
|
20 |
11,002.20 |
10,292.40 |
709.80 |
6.5% |
184.37 |
1.7% |
85% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.4% |
191.16 |
1.8% |
92% |
False |
False |
|
60 |
11,255.80 |
9,654.64 |
1,601.16 |
14.7% |
178.46 |
1.6% |
78% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
161.73 |
1.5% |
71% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
153.94 |
1.4% |
71% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
150.97 |
1.4% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,364.43 |
2.618 |
11,808.73 |
1.618 |
11,468.23 |
1.000 |
11,257.80 |
0.618 |
11,127.73 |
HIGH |
10,917.30 |
0.618 |
10,787.23 |
0.500 |
10,747.05 |
0.382 |
10,706.87 |
LOW |
10,576.80 |
0.618 |
10,366.37 |
1.000 |
10,236.30 |
1.618 |
10,025.87 |
2.618 |
9,685.37 |
4.250 |
9,129.68 |
|
|
Fisher Pivots for day following 05-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
10,848.15 |
10,805.23 |
PP |
10,797.60 |
10,711.77 |
S1 |
10,747.05 |
10,618.30 |
|