Trading Metrics calculated at close of trading on 08-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2000 |
08-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
10,606.40 |
10,692.40 |
86.00 |
0.8% |
10,353.80 |
High |
10,689.00 |
10,803.50 |
114.50 |
1.1% |
10,917.30 |
Low |
10,583.20 |
10,631.90 |
48.70 |
0.5% |
10,319.30 |
Close |
10,618.50 |
10,712.90 |
94.40 |
0.9% |
10,712.90 |
Range |
105.80 |
171.60 |
65.80 |
62.2% |
598.00 |
ATR |
196.21 |
195.41 |
-0.80 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,230.90 |
11,143.50 |
10,807.28 |
|
R3 |
11,059.30 |
10,971.90 |
10,760.09 |
|
R2 |
10,887.70 |
10,887.70 |
10,744.36 |
|
R1 |
10,800.30 |
10,800.30 |
10,728.63 |
10,844.00 |
PP |
10,716.10 |
10,716.10 |
10,716.10 |
10,737.95 |
S1 |
10,628.70 |
10,628.70 |
10,697.17 |
10,672.40 |
S2 |
10,544.50 |
10,544.50 |
10,681.44 |
|
S3 |
10,372.90 |
10,457.10 |
10,665.71 |
|
S4 |
10,201.30 |
10,285.50 |
10,618.52 |
|
|
Weekly Pivots for week ending 08-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,443.83 |
12,176.37 |
11,041.80 |
|
R3 |
11,845.83 |
11,578.37 |
10,877.35 |
|
R2 |
11,247.83 |
11,247.83 |
10,822.53 |
|
R1 |
10,980.37 |
10,980.37 |
10,767.72 |
11,114.10 |
PP |
10,649.83 |
10,649.83 |
10,649.83 |
10,716.70 |
S1 |
10,382.37 |
10,382.37 |
10,658.08 |
10,516.10 |
S2 |
10,051.83 |
10,051.83 |
10,603.27 |
|
S3 |
9,453.83 |
9,784.37 |
10,548.45 |
|
S4 |
8,855.83 |
9,186.37 |
10,384.00 |
|
|
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% |
235.66 |
2.2% |
66% |
False |
False |
|
10 |
10,917.30 |
10,292.40 |
624.90 |
5.8% |
210.94 |
2.0% |
67% |
False |
False |
|
20 |
10,917.30 |
10,292.40 |
624.90 |
5.8% |
189.35 |
1.8% |
67% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.6% |
185.30 |
1.7% |
78% |
False |
False |
|
60 |
11,110.00 |
9,654.64 |
1,455.36 |
13.6% |
181.48 |
1.7% |
73% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.3% |
163.29 |
1.5% |
61% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.3% |
156.48 |
1.5% |
61% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.3% |
150.69 |
1.4% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,532.80 |
2.618 |
11,252.75 |
1.618 |
11,081.15 |
1.000 |
10,975.10 |
0.618 |
10,909.55 |
HIGH |
10,803.50 |
0.618 |
10,737.95 |
0.500 |
10,717.70 |
0.382 |
10,697.45 |
LOW |
10,631.90 |
0.618 |
10,525.85 |
1.000 |
10,460.30 |
1.618 |
10,354.25 |
2.618 |
10,182.65 |
4.250 |
9,902.60 |
|
|
Fisher Pivots for day following 08-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
10,717.70 |
10,739.65 |
PP |
10,716.10 |
10,730.73 |
S1 |
10,714.50 |
10,721.82 |
|