Trading Metrics calculated at close of trading on 13-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2000 |
13-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
10,711.00 |
10,852.80 |
141.80 |
1.3% |
10,353.80 |
High |
10,856.30 |
10,915.40 |
59.10 |
0.5% |
10,917.30 |
Low |
10,703.80 |
10,772.50 |
68.70 |
0.6% |
10,319.30 |
Close |
10,768.30 |
10,794.40 |
26.10 |
0.2% |
10,712.90 |
Range |
152.50 |
142.90 |
-9.60 |
-6.3% |
598.00 |
ATR |
187.49 |
184.60 |
-2.88 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,256.13 |
11,168.17 |
10,873.00 |
|
R3 |
11,113.23 |
11,025.27 |
10,833.70 |
|
R2 |
10,970.33 |
10,970.33 |
10,820.60 |
|
R1 |
10,882.37 |
10,882.37 |
10,807.50 |
10,854.90 |
PP |
10,827.43 |
10,827.43 |
10,827.43 |
10,813.70 |
S1 |
10,739.47 |
10,739.47 |
10,781.30 |
10,712.00 |
S2 |
10,684.53 |
10,684.53 |
10,768.20 |
|
S3 |
10,541.63 |
10,596.57 |
10,755.10 |
|
S4 |
10,398.73 |
10,453.67 |
10,715.81 |
|
|
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 |
10,915.40 |
10,583.20 |
332.20 |
3.1% |
138.98 |
1.3% |
64% |
True |
False |
|
10 |
10,917.30 |
10,292.40 |
624.90 |
5.8% |
208.97 |
1.9% |
80% |
False |
False |
|
20 |
10,917.30 |
10,292.40 |
624.90 |
5.8% |
178.36 |
1.7% |
80% |
False |
False |
|
40 |
11,006.50 |
9,654.64 |
1,351.86 |
12.5% |
181.85 |
1.7% |
84% |
False |
False |
|
60 |
11,006.50 |
9,654.64 |
1,351.86 |
12.5% |
181.64 |
1.7% |
84% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.2% |
165.22 |
1.5% |
65% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.2% |
156.56 |
1.5% |
65% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.2% |
151.05 |
1.4% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,522.73 |
2.618 |
11,289.51 |
1.618 |
11,146.61 |
1.000 |
11,058.30 |
0.618 |
11,003.71 |
HIGH |
10,915.40 |
0.618 |
10,860.81 |
0.500 |
10,843.95 |
0.382 |
10,827.09 |
LOW |
10,772.50 |
0.618 |
10,684.19 |
1.000 |
10,629.60 |
1.618 |
10,541.29 |
2.618 |
10,398.39 |
4.250 |
10,165.18 |
|
|
Fisher Pivots for day following 13-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
10,843.95 |
10,793.85 |
PP |
10,827.43 |
10,793.30 |
S1 |
10,810.92 |
10,792.75 |
|