Trading Metrics calculated at close of trading on 07-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2000 |
07-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
10,830.80 |
10,606.40 |
-224.40 |
-2.1% |
10,581.00 |
High |
10,896.10 |
10,689.00 |
-207.10 |
-1.9% |
10,646.20 |
Low |
10,620.90 |
10,583.20 |
-37.70 |
-0.4% |
10,292.40 |
Close |
10,664.40 |
10,618.50 |
-45.90 |
-0.4% |
10,373.50 |
Range |
275.20 |
105.80 |
-169.40 |
-61.6% |
353.80 |
ATR |
203.17 |
196.21 |
-6.95 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,947.63 |
10,888.87 |
10,676.69 |
|
R3 |
10,841.83 |
10,783.07 |
10,647.60 |
|
R2 |
10,736.03 |
10,736.03 |
10,637.90 |
|
R1 |
10,677.27 |
10,677.27 |
10,628.20 |
10,706.65 |
PP |
10,630.23 |
10,630.23 |
10,630.23 |
10,644.93 |
S1 |
10,571.47 |
10,571.47 |
10,608.80 |
10,600.85 |
S2 |
10,524.43 |
10,524.43 |
10,599.10 |
|
S3 |
10,418.63 |
10,465.67 |
10,589.41 |
|
S4 |
10,312.83 |
10,359.87 |
10,560.31 |
|
|
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 |
10,319.30 |
598.00 |
5.6% |
236.50 |
2.2% |
50% |
False |
False |
|
10 |
10,917.30 |
10,292.40 |
624.90 |
5.9% |
204.90 |
1.9% |
52% |
False |
False |
|
20 |
10,917.30 |
10,292.40 |
624.90 |
5.9% |
194.95 |
1.8% |
52% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.7% |
191.93 |
1.8% |
71% |
False |
False |
|
60 |
11,208.10 |
9,654.64 |
1,553.46 |
14.6% |
180.93 |
1.7% |
62% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
162.74 |
1.5% |
55% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
155.81 |
1.5% |
55% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
150.54 |
1.4% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,138.65 |
2.618 |
10,965.98 |
1.618 |
10,860.18 |
1.000 |
10,794.80 |
0.618 |
10,754.38 |
HIGH |
10,689.00 |
0.618 |
10,648.58 |
0.500 |
10,636.10 |
0.382 |
10,623.62 |
LOW |
10,583.20 |
0.618 |
10,517.82 |
1.000 |
10,477.40 |
1.618 |
10,412.02 |
2.618 |
10,306.22 |
4.250 |
10,133.55 |
|
|
Fisher Pivots for day following 07-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
10,636.10 |
10,747.05 |
PP |
10,630.23 |
10,704.20 |
S1 |
10,624.37 |
10,661.35 |
|