Trading Metrics calculated at close of trading on 11-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2000 |
11-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
10,692.40 |
10,723.90 |
31.50 |
0.3% |
10,353.80 |
High |
10,803.50 |
10,792.20 |
-11.30 |
-0.1% |
10,917.30 |
Low |
10,631.90 |
10,670.10 |
38.20 |
0.4% |
10,319.30 |
Close |
10,712.90 |
10,725.80 |
12.90 |
0.1% |
10,712.90 |
Range |
171.60 |
122.10 |
-49.50 |
-28.8% |
598.00 |
ATR |
195.41 |
190.18 |
-5.24 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,095.67 |
11,032.83 |
10,792.96 |
|
R3 |
10,973.57 |
10,910.73 |
10,759.38 |
|
R2 |
10,851.47 |
10,851.47 |
10,748.19 |
|
R1 |
10,788.63 |
10,788.63 |
10,736.99 |
10,820.05 |
PP |
10,729.37 |
10,729.37 |
10,729.37 |
10,745.08 |
S1 |
10,666.53 |
10,666.53 |
10,714.61 |
10,697.95 |
S2 |
10,607.27 |
10,607.27 |
10,703.42 |
|
S3 |
10,485.17 |
10,544.43 |
10,692.22 |
|
S4 |
10,363.07 |
10,422.33 |
10,658.65 |
|
|
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 |
10,576.80 |
340.50 |
3.2% |
203.04 |
1.9% |
44% |
False |
False |
|
10 |
10,917.30 |
10,292.40 |
624.90 |
5.8% |
208.40 |
1.9% |
69% |
False |
False |
|
20 |
10,917.30 |
10,292.40 |
624.90 |
5.8% |
184.89 |
1.7% |
69% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.6% |
183.50 |
1.7% |
79% |
False |
False |
|
60 |
11,006.50 |
9,654.64 |
1,351.86 |
12.6% |
180.30 |
1.7% |
79% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.3% |
163.47 |
1.5% |
61% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.3% |
155.96 |
1.5% |
61% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.3% |
150.78 |
1.4% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,311.13 |
2.618 |
11,111.86 |
1.618 |
10,989.76 |
1.000 |
10,914.30 |
0.618 |
10,867.66 |
HIGH |
10,792.20 |
0.618 |
10,745.56 |
0.500 |
10,731.15 |
0.382 |
10,716.74 |
LOW |
10,670.10 |
0.618 |
10,594.64 |
1.000 |
10,548.00 |
1.618 |
10,472.54 |
2.618 |
10,350.44 |
4.250 |
10,151.18 |
|
|
Fisher Pivots for day following 11-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
10,731.15 |
10,714.98 |
PP |
10,729.37 |
10,704.17 |
S1 |
10,727.58 |
10,693.35 |
|