Trading Metrics calculated at close of trading on 12-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2000 |
12-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
10,723.90 |
10,711.00 |
-12.90 |
-0.1% |
10,353.80 |
High |
10,792.20 |
10,856.30 |
64.10 |
0.6% |
10,917.30 |
Low |
10,670.10 |
10,703.80 |
33.70 |
0.3% |
10,319.30 |
Close |
10,725.80 |
10,768.30 |
42.50 |
0.4% |
10,712.90 |
Range |
122.10 |
152.50 |
30.40 |
24.9% |
598.00 |
ATR |
190.18 |
187.49 |
-2.69 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,233.63 |
11,153.47 |
10,852.18 |
|
R3 |
11,081.13 |
11,000.97 |
10,810.24 |
|
R2 |
10,928.63 |
10,928.63 |
10,796.26 |
|
R1 |
10,848.47 |
10,848.47 |
10,782.28 |
10,888.55 |
PP |
10,776.13 |
10,776.13 |
10,776.13 |
10,796.18 |
S1 |
10,695.97 |
10,695.97 |
10,754.32 |
10,736.05 |
S2 |
10,623.63 |
10,623.63 |
10,740.34 |
|
S3 |
10,471.13 |
10,543.47 |
10,726.36 |
|
S4 |
10,318.63 |
10,390.97 |
10,684.43 |
|
|
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 |
10,896.10 |
10,583.20 |
312.90 |
2.9% |
165.44 |
1.5% |
59% |
False |
False |
|
10 |
10,917.30 |
10,292.40 |
624.90 |
5.8% |
211.22 |
2.0% |
76% |
False |
False |
|
20 |
10,917.30 |
10,292.40 |
624.90 |
5.8% |
181.22 |
1.7% |
76% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.6% |
184.96 |
1.7% |
82% |
False |
False |
|
60 |
11,006.50 |
9,654.64 |
1,351.86 |
12.6% |
180.55 |
1.7% |
82% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.2% |
164.43 |
1.5% |
64% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.2% |
156.13 |
1.4% |
64% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.2% |
150.72 |
1.4% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,504.43 |
2.618 |
11,255.55 |
1.618 |
11,103.05 |
1.000 |
11,008.80 |
0.618 |
10,950.55 |
HIGH |
10,856.30 |
0.618 |
10,798.05 |
0.500 |
10,780.05 |
0.382 |
10,762.06 |
LOW |
10,703.80 |
0.618 |
10,609.56 |
1.000 |
10,551.30 |
1.618 |
10,457.06 |
2.618 |
10,304.56 |
4.250 |
10,055.68 |
|
|
Fisher Pivots for day following 12-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
10,780.05 |
10,760.23 |
PP |
10,776.13 |
10,752.17 |
S1 |
10,772.22 |
10,744.10 |
|