Trading Metrics calculated at close of trading on 19-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2000 |
19-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
10,530.90 |
10,588.50 |
57.60 |
0.5% |
10,723.90 |
High |
10,679.90 |
10,784.60 |
104.70 |
1.0% |
10,915.40 |
Low |
10,433.30 |
10,582.90 |
149.60 |
1.4% |
10,434.60 |
Close |
10,645.40 |
10,584.40 |
-61.00 |
-0.6% |
10,435.00 |
Range |
246.60 |
201.70 |
-44.90 |
-18.2% |
480.80 |
ATR |
192.64 |
193.29 |
0.65 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,255.73 |
11,121.77 |
10,695.34 |
|
R3 |
11,054.03 |
10,920.07 |
10,639.87 |
|
R2 |
10,852.33 |
10,852.33 |
10,621.38 |
|
R1 |
10,718.37 |
10,718.37 |
10,602.89 |
10,684.50 |
PP |
10,650.63 |
10,650.63 |
10,650.63 |
10,633.70 |
S1 |
10,516.67 |
10,516.67 |
10,565.91 |
10,482.80 |
S2 |
10,448.93 |
10,448.93 |
10,547.42 |
|
S3 |
10,247.23 |
10,314.97 |
10,528.93 |
|
S4 |
10,045.53 |
10,113.27 |
10,473.47 |
|
|
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 |
4.6% |
198.64 |
1.9% |
31% |
False |
False |
|
10 |
10,915.40 |
10,433.30 |
482.10 |
4.6% |
182.04 |
1.7% |
31% |
False |
False |
|
20 |
10,917.30 |
10,292.40 |
624.90 |
5.9% |
188.19 |
1.8% |
47% |
False |
False |
|
40 |
11,006.50 |
10,265.10 |
741.40 |
7.0% |
181.43 |
1.7% |
43% |
False |
False |
|
60 |
11,006.50 |
9,654.64 |
1,351.86 |
12.8% |
183.64 |
1.7% |
69% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
171.43 |
1.6% |
53% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
159.55 |
1.5% |
53% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
153.53 |
1.5% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,641.83 |
2.618 |
11,312.65 |
1.618 |
11,110.95 |
1.000 |
10,986.30 |
0.618 |
10,909.25 |
HIGH |
10,784.60 |
0.618 |
10,707.55 |
0.500 |
10,683.75 |
0.382 |
10,659.95 |
LOW |
10,582.90 |
0.618 |
10,458.25 |
1.000 |
10,381.20 |
1.618 |
10,256.55 |
2.618 |
10,054.85 |
4.250 |
9,725.68 |
|
|
Fisher Pivots for day following 19-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
10,683.75 |
10,608.95 |
PP |
10,650.63 |
10,600.77 |
S1 |
10,617.52 |
10,592.58 |
|