Trading Metrics calculated at close of trading on 22-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2000 |
22-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
10,297.70 |
10,523.30 |
225.60 |
2.2% |
10,530.90 |
High |
10,520.50 |
10,640.90 |
120.40 |
1.1% |
10,784.60 |
Low |
10,299.20 |
10,475.40 |
176.20 |
1.7% |
10,299.20 |
Close |
10,487.30 |
10,635.60 |
148.30 |
1.4% |
10,635.60 |
Range |
221.30 |
165.50 |
-55.80 |
-25.2% |
485.40 |
ATR |
200.08 |
197.61 |
-2.47 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,080.47 |
11,023.53 |
10,726.63 |
|
R3 |
10,914.97 |
10,858.03 |
10,681.11 |
|
R2 |
10,749.47 |
10,749.47 |
10,665.94 |
|
R1 |
10,692.53 |
10,692.53 |
10,650.77 |
10,721.00 |
PP |
10,583.97 |
10,583.97 |
10,583.97 |
10,598.20 |
S1 |
10,527.03 |
10,527.03 |
10,620.43 |
10,555.50 |
S2 |
10,418.47 |
10,418.47 |
10,605.26 |
|
S3 |
10,252.97 |
10,361.53 |
10,590.09 |
|
S4 |
10,087.47 |
10,196.03 |
10,544.58 |
|
|
Weekly Pivots for week ending 22-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,029.33 |
11,817.87 |
10,902.57 |
|
R3 |
11,543.93 |
11,332.47 |
10,769.09 |
|
R2 |
11,058.53 |
11,058.53 |
10,724.59 |
|
R1 |
10,847.07 |
10,847.07 |
10,680.10 |
10,952.80 |
PP |
10,573.13 |
10,573.13 |
10,573.13 |
10,626.00 |
S1 |
10,361.67 |
10,361.67 |
10,591.11 |
10,467.40 |
S2 |
10,087.73 |
10,087.73 |
10,546.61 |
|
S3 |
9,602.33 |
9,876.27 |
10,502.12 |
|
S4 |
9,116.93 |
9,390.87 |
10,368.63 |
|
|
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% |
219.44 |
2.1% |
69% |
False |
False |
|
10 |
10,915.40 |
10,299.20 |
616.20 |
5.8% |
191.67 |
1.8% |
55% |
False |
False |
|
20 |
10,917.30 |
10,292.40 |
624.90 |
5.9% |
201.31 |
1.9% |
55% |
False |
False |
|
40 |
11,006.50 |
10,292.40 |
714.10 |
6.7% |
184.88 |
1.7% |
48% |
False |
False |
|
60 |
11,006.50 |
9,654.64 |
1,351.86 |
12.7% |
185.63 |
1.7% |
73% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
175.74 |
1.7% |
56% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
162.51 |
1.5% |
56% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
155.90 |
1.5% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,344.28 |
2.618 |
11,074.18 |
1.618 |
10,908.68 |
1.000 |
10,806.40 |
0.618 |
10,743.18 |
HIGH |
10,640.90 |
0.618 |
10,577.68 |
0.500 |
10,558.15 |
0.382 |
10,538.62 |
LOW |
10,475.40 |
0.618 |
10,373.12 |
1.000 |
10,309.90 |
1.618 |
10,207.62 |
2.618 |
10,042.12 |
4.250 |
9,772.03 |
|
|
Fisher Pivots for day following 22-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
10,609.78 |
10,580.42 |
PP |
10,583.97 |
10,525.23 |
S1 |
10,558.15 |
10,470.05 |
|