Trading Metrics calculated at close of trading on 26-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2000 |
26-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
10,523.30 |
10,640.10 |
116.80 |
1.1% |
10,530.90 |
High |
10,640.90 |
10,701.20 |
60.30 |
0.6% |
10,784.60 |
Low |
10,475.40 |
10,597.60 |
122.20 |
1.2% |
10,299.20 |
Close |
10,635.60 |
10,692.40 |
56.80 |
0.5% |
10,635.60 |
Range |
165.50 |
103.60 |
-61.90 |
-37.4% |
485.40 |
ATR |
197.61 |
190.90 |
-6.72 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,974.53 |
10,937.07 |
10,749.38 |
|
R3 |
10,870.93 |
10,833.47 |
10,720.89 |
|
R2 |
10,767.33 |
10,767.33 |
10,711.39 |
|
R1 |
10,729.87 |
10,729.87 |
10,701.90 |
10,748.60 |
PP |
10,663.73 |
10,663.73 |
10,663.73 |
10,673.10 |
S1 |
10,626.27 |
10,626.27 |
10,682.90 |
10,645.00 |
S2 |
10,560.13 |
10,560.13 |
10,673.41 |
|
S3 |
10,456.53 |
10,522.67 |
10,663.91 |
|
S4 |
10,352.93 |
10,419.07 |
10,635.42 |
|
|
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 |
4.5% |
190.84 |
1.8% |
81% |
False |
False |
|
10 |
10,915.40 |
10,299.20 |
616.20 |
5.8% |
189.82 |
1.8% |
64% |
False |
False |
|
20 |
10,917.30 |
10,292.40 |
624.90 |
5.8% |
199.11 |
1.9% |
64% |
False |
False |
|
40 |
11,006.50 |
10,292.40 |
714.10 |
6.7% |
182.23 |
1.7% |
56% |
False |
False |
|
60 |
11,006.50 |
9,654.64 |
1,351.86 |
12.6% |
184.51 |
1.7% |
77% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.3% |
174.47 |
1.6% |
59% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.3% |
162.34 |
1.5% |
59% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.3% |
155.64 |
1.5% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,141.50 |
2.618 |
10,972.42 |
1.618 |
10,868.82 |
1.000 |
10,804.80 |
0.618 |
10,765.22 |
HIGH |
10,701.20 |
0.618 |
10,661.62 |
0.500 |
10,649.40 |
0.382 |
10,637.18 |
LOW |
10,597.60 |
0.618 |
10,533.58 |
1.000 |
10,494.00 |
1.618 |
10,429.98 |
2.618 |
10,326.38 |
4.250 |
10,157.30 |
|
|
Fisher Pivots for day following 26-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
10,678.07 |
10,628.33 |
PP |
10,663.73 |
10,564.27 |
S1 |
10,649.40 |
10,500.20 |
|