Trading Metrics calculated at close of trading on 06-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2000 |
06-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
10,671.60 |
10,830.80 |
159.20 |
1.5% |
10,581.00 |
High |
10,917.30 |
10,896.10 |
-21.20 |
-0.2% |
10,646.20 |
Low |
10,576.80 |
10,620.90 |
44.10 |
0.4% |
10,292.40 |
Close |
10,898.70 |
10,664.40 |
-234.30 |
-2.1% |
10,373.50 |
Range |
340.50 |
275.20 |
-65.30 |
-19.2% |
353.80 |
ATR |
197.43 |
203.17 |
5.74 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,552.73 |
11,383.77 |
10,815.76 |
|
R3 |
11,277.53 |
11,108.57 |
10,740.08 |
|
R2 |
11,002.33 |
11,002.33 |
10,714.85 |
|
R1 |
10,833.37 |
10,833.37 |
10,689.63 |
10,780.25 |
PP |
10,727.13 |
10,727.13 |
10,727.13 |
10,700.58 |
S1 |
10,558.17 |
10,558.17 |
10,639.17 |
10,505.05 |
S2 |
10,451.93 |
10,451.93 |
10,613.95 |
|
S3 |
10,176.73 |
10,282.97 |
10,588.72 |
|
S4 |
9,901.53 |
10,007.77 |
10,513.04 |
|
|
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 |
5.9% |
278.96 |
2.6% |
60% |
False |
False |
|
10 |
10,917.30 |
10,292.40 |
624.90 |
5.9% |
206.49 |
1.9% |
60% |
False |
False |
|
20 |
11,002.20 |
10,292.40 |
709.80 |
6.7% |
194.60 |
1.8% |
52% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.7% |
194.68 |
1.8% |
75% |
False |
False |
|
60 |
11,231.00 |
9,654.64 |
1,576.36 |
14.8% |
180.67 |
1.7% |
64% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
163.03 |
1.5% |
58% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
155.72 |
1.5% |
58% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
150.97 |
1.4% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,065.70 |
2.618 |
11,616.57 |
1.618 |
11,341.37 |
1.000 |
11,171.30 |
0.618 |
11,066.17 |
HIGH |
10,896.10 |
0.618 |
10,790.97 |
0.500 |
10,758.50 |
0.382 |
10,726.03 |
LOW |
10,620.90 |
0.618 |
10,450.83 |
1.000 |
10,345.70 |
1.618 |
10,175.63 |
2.618 |
9,900.43 |
4.250 |
9,451.30 |
|
|
Fisher Pivots for day following 06-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
10,758.50 |
10,649.03 |
PP |
10,727.13 |
10,633.67 |
S1 |
10,695.77 |
10,618.30 |
|