Trading Metrics calculated at close of trading on 14-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2000 |
14-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
10,852.80 |
10,672.30 |
-180.50 |
-1.7% |
10,353.80 |
High |
10,915.40 |
10,799.00 |
-116.40 |
-1.1% |
10,917.30 |
Low |
10,772.50 |
10,615.80 |
-156.70 |
-1.5% |
10,319.30 |
Close |
10,794.40 |
10,675.00 |
-119.40 |
-1.1% |
10,712.90 |
Range |
142.90 |
183.20 |
40.30 |
28.2% |
598.00 |
ATR |
184.60 |
184.50 |
-0.10 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,246.20 |
11,143.80 |
10,775.76 |
|
R3 |
11,063.00 |
10,960.60 |
10,725.38 |
|
R2 |
10,879.80 |
10,879.80 |
10,708.59 |
|
R1 |
10,777.40 |
10,777.40 |
10,691.79 |
10,828.60 |
PP |
10,696.60 |
10,696.60 |
10,696.60 |
10,722.20 |
S1 |
10,594.20 |
10,594.20 |
10,658.21 |
10,645.40 |
S2 |
10,513.40 |
10,513.40 |
10,641.41 |
|
S3 |
10,330.20 |
10,411.00 |
10,624.62 |
|
S4 |
10,147.00 |
10,227.80 |
10,574.24 |
|
|
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 |
10,615.80 |
299.60 |
2.8% |
154.46 |
1.4% |
20% |
False |
True |
|
10 |
10,917.30 |
10,319.30 |
598.00 |
5.6% |
195.48 |
1.8% |
59% |
False |
False |
|
20 |
10,917.30 |
10,292.40 |
624.90 |
5.9% |
179.34 |
1.7% |
61% |
False |
False |
|
40 |
11,006.50 |
10,014.60 |
991.90 |
9.3% |
175.64 |
1.6% |
67% |
False |
False |
|
60 |
11,006.50 |
9,654.64 |
1,351.86 |
12.7% |
180.42 |
1.7% |
75% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
166.16 |
1.6% |
58% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
157.75 |
1.5% |
58% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
151.22 |
1.4% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,577.60 |
2.618 |
11,278.62 |
1.618 |
11,095.42 |
1.000 |
10,982.20 |
0.618 |
10,912.22 |
HIGH |
10,799.00 |
0.618 |
10,729.02 |
0.500 |
10,707.40 |
0.382 |
10,685.78 |
LOW |
10,615.80 |
0.618 |
10,502.58 |
1.000 |
10,432.60 |
1.618 |
10,319.38 |
2.618 |
10,136.18 |
4.250 |
9,837.20 |
|
|
Fisher Pivots for day following 14-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
10,707.40 |
10,765.60 |
PP |
10,696.60 |
10,735.40 |
S1 |
10,685.80 |
10,705.20 |
|