Trading Metrics calculated at close of trading on 21-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2000 |
21-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
10,421.30 |
10,297.70 |
-123.60 |
-1.2% |
10,723.90 |
High |
10,581.00 |
10,520.50 |
-60.50 |
-0.6% |
10,915.40 |
Low |
10,318.90 |
10,299.20 |
-19.70 |
-0.2% |
10,434.60 |
Close |
10,318.90 |
10,487.30 |
168.40 |
1.6% |
10,435.00 |
Range |
262.10 |
221.30 |
-40.80 |
-15.6% |
480.80 |
ATR |
198.45 |
200.08 |
1.63 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,099.57 |
11,014.73 |
10,609.02 |
|
R3 |
10,878.27 |
10,793.43 |
10,548.16 |
|
R2 |
10,656.97 |
10,656.97 |
10,527.87 |
|
R1 |
10,572.13 |
10,572.13 |
10,507.59 |
10,614.55 |
PP |
10,435.67 |
10,435.67 |
10,435.67 |
10,456.88 |
S1 |
10,350.83 |
10,350.83 |
10,467.01 |
10,393.25 |
S2 |
10,214.37 |
10,214.37 |
10,446.73 |
|
S3 |
9,993.07 |
10,129.53 |
10,426.44 |
|
S4 |
9,771.77 |
9,908.23 |
10,365.59 |
|
|
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 |
10,784.60 |
10,299.20 |
485.40 |
4.6% |
230.10 |
2.2% |
39% |
False |
True |
|
10 |
10,915.40 |
10,299.20 |
616.20 |
5.9% |
192.28 |
1.8% |
31% |
False |
True |
|
20 |
10,917.30 |
10,292.40 |
624.90 |
6.0% |
198.59 |
1.9% |
31% |
False |
False |
|
40 |
11,006.50 |
10,265.10 |
741.40 |
7.1% |
185.49 |
1.8% |
30% |
False |
False |
|
60 |
11,006.50 |
9,654.64 |
1,351.86 |
12.9% |
186.75 |
1.8% |
62% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.7% |
175.10 |
1.7% |
48% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.7% |
162.23 |
1.5% |
48% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.7% |
155.43 |
1.5% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,461.03 |
2.618 |
11,099.86 |
1.618 |
10,878.56 |
1.000 |
10,741.80 |
0.618 |
10,657.26 |
HIGH |
10,520.50 |
0.618 |
10,435.96 |
0.500 |
10,409.85 |
0.382 |
10,383.74 |
LOW |
10,299.20 |
0.618 |
10,162.44 |
1.000 |
10,077.90 |
1.618 |
9,941.14 |
2.618 |
9,719.84 |
4.250 |
9,358.68 |
|
|
Fisher Pivots for day following 21-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
10,461.48 |
10,541.90 |
PP |
10,435.67 |
10,523.70 |
S1 |
10,409.85 |
10,505.50 |
|