Trading Metrics calculated at close of trading on 20-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2000 |
20-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
10,588.50 |
10,421.30 |
-167.20 |
-1.6% |
10,723.90 |
High |
10,784.60 |
10,581.00 |
-203.60 |
-1.9% |
10,915.40 |
Low |
10,582.90 |
10,318.90 |
-264.00 |
-2.5% |
10,434.60 |
Close |
10,584.40 |
10,318.90 |
-265.50 |
-2.5% |
10,435.00 |
Range |
201.70 |
262.10 |
60.40 |
29.9% |
480.80 |
ATR |
193.29 |
198.45 |
5.16 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,192.57 |
11,017.83 |
10,463.06 |
|
R3 |
10,930.47 |
10,755.73 |
10,390.98 |
|
R2 |
10,668.37 |
10,668.37 |
10,366.95 |
|
R1 |
10,493.63 |
10,493.63 |
10,342.93 |
10,449.95 |
PP |
10,406.27 |
10,406.27 |
10,406.27 |
10,384.43 |
S1 |
10,231.53 |
10,231.53 |
10,294.87 |
10,187.85 |
S2 |
10,144.17 |
10,144.17 |
10,270.85 |
|
S3 |
9,882.07 |
9,969.43 |
10,246.82 |
|
S4 |
9,619.97 |
9,707.33 |
10,174.75 |
|
|
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 |
10,799.00 |
10,318.90 |
480.10 |
4.7% |
222.48 |
2.2% |
0% |
False |
True |
|
10 |
10,915.40 |
10,318.90 |
596.50 |
5.8% |
180.73 |
1.8% |
0% |
False |
True |
|
20 |
10,917.30 |
10,292.40 |
624.90 |
6.1% |
193.61 |
1.9% |
4% |
False |
False |
|
40 |
11,006.50 |
10,265.10 |
741.40 |
7.2% |
183.84 |
1.8% |
7% |
False |
False |
|
60 |
11,006.50 |
9,654.64 |
1,351.86 |
13.1% |
184.72 |
1.8% |
49% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.9% |
173.08 |
1.7% |
38% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.9% |
161.12 |
1.6% |
38% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.9% |
154.79 |
1.5% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,694.93 |
2.618 |
11,267.18 |
1.618 |
11,005.08 |
1.000 |
10,843.10 |
0.618 |
10,742.98 |
HIGH |
10,581.00 |
0.618 |
10,480.88 |
0.500 |
10,449.95 |
0.382 |
10,419.02 |
LOW |
10,318.90 |
0.618 |
10,156.92 |
1.000 |
10,056.80 |
1.618 |
9,894.82 |
2.618 |
9,632.72 |
4.250 |
9,204.98 |
|
|
Fisher Pivots for day following 20-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
10,449.95 |
10,551.75 |
PP |
10,406.27 |
10,474.13 |
S1 |
10,362.58 |
10,396.52 |
|