Trading Metrics calculated at close of trading on 18-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2000 |
18-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
10,523.60 |
10,530.90 |
7.30 |
0.1% |
10,723.90 |
High |
10,653.40 |
10,679.90 |
26.50 |
0.2% |
10,915.40 |
Low |
10,434.60 |
10,433.30 |
-1.30 |
0.0% |
10,434.60 |
Close |
10,435.00 |
10,645.40 |
210.40 |
2.0% |
10,435.00 |
Range |
218.80 |
246.60 |
27.80 |
12.7% |
480.80 |
ATR |
188.49 |
192.64 |
4.15 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,326.00 |
11,232.30 |
10,781.03 |
|
R3 |
11,079.40 |
10,985.70 |
10,713.22 |
|
R2 |
10,832.80 |
10,832.80 |
10,690.61 |
|
R1 |
10,739.10 |
10,739.10 |
10,668.01 |
10,785.95 |
PP |
10,586.20 |
10,586.20 |
10,586.20 |
10,609.63 |
S1 |
10,492.50 |
10,492.50 |
10,622.80 |
10,539.35 |
S2 |
10,339.60 |
10,339.60 |
10,600.19 |
|
S3 |
10,093.00 |
10,245.90 |
10,577.59 |
|
S4 |
9,846.40 |
9,999.30 |
10,509.77 |
|
|
Weekly Pivots for week ending 15-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,037.40 |
11,717.00 |
10,699.44 |
|
R3 |
11,556.60 |
11,236.20 |
10,567.22 |
|
R2 |
11,075.80 |
11,075.80 |
10,523.15 |
|
R1 |
10,755.40 |
10,755.40 |
10,479.07 |
10,675.20 |
PP |
10,595.00 |
10,595.00 |
10,595.00 |
10,554.90 |
S1 |
10,274.60 |
10,274.60 |
10,390.93 |
10,194.40 |
S2 |
10,114.20 |
10,114.20 |
10,346.85 |
|
S3 |
9,633.40 |
9,793.80 |
10,302.78 |
|
S4 |
9,152.60 |
9,313.00 |
10,170.56 |
|
|
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 |
10,433.30 |
482.10 |
4.5% |
188.80 |
1.8% |
44% |
False |
True |
|
10 |
10,917.30 |
10,433.30 |
484.00 |
4.5% |
195.92 |
1.8% |
44% |
False |
True |
|
20 |
10,917.30 |
10,292.40 |
624.90 |
5.9% |
186.86 |
1.8% |
56% |
False |
False |
|
40 |
11,006.50 |
10,216.20 |
790.30 |
7.4% |
180.02 |
1.7% |
54% |
False |
False |
|
60 |
11,006.50 |
9,654.64 |
1,351.86 |
12.7% |
182.18 |
1.7% |
73% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
169.60 |
1.6% |
57% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
159.38 |
1.5% |
57% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
153.22 |
1.4% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,727.95 |
2.618 |
11,325.50 |
1.618 |
11,078.90 |
1.000 |
10,926.50 |
0.618 |
10,832.30 |
HIGH |
10,679.90 |
0.618 |
10,585.70 |
0.500 |
10,556.60 |
0.382 |
10,527.50 |
LOW |
10,433.30 |
0.618 |
10,280.90 |
1.000 |
10,186.70 |
1.618 |
10,034.30 |
2.618 |
9,787.70 |
4.250 |
9,385.25 |
|
|
Fisher Pivots for day following 18-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
10,615.80 |
10,635.65 |
PP |
10,586.20 |
10,625.90 |
S1 |
10,556.60 |
10,616.15 |
|