Trading Metrics calculated at close of trading on 27-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2000 |
27-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
10,640.10 |
10,654.90 |
14.80 |
0.1% |
10,530.90 |
High |
10,701.20 |
10,828.90 |
127.70 |
1.2% |
10,784.60 |
Low |
10,597.60 |
10,645.00 |
47.40 |
0.4% |
10,299.20 |
Close |
10,692.40 |
10,803.20 |
110.80 |
1.0% |
10,635.60 |
Range |
103.60 |
183.90 |
80.30 |
77.5% |
485.40 |
ATR |
190.90 |
190.40 |
-0.50 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,310.73 |
11,240.87 |
10,904.35 |
|
R3 |
11,126.83 |
11,056.97 |
10,853.77 |
|
R2 |
10,942.93 |
10,942.93 |
10,836.92 |
|
R1 |
10,873.07 |
10,873.07 |
10,820.06 |
10,908.00 |
PP |
10,759.03 |
10,759.03 |
10,759.03 |
10,776.50 |
S1 |
10,689.17 |
10,689.17 |
10,786.34 |
10,724.10 |
S2 |
10,575.13 |
10,575.13 |
10,769.49 |
|
S3 |
10,391.23 |
10,505.27 |
10,752.63 |
|
S4 |
10,207.33 |
10,321.37 |
10,702.06 |
|
|
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 |
10,828.90 |
10,299.20 |
529.70 |
4.9% |
187.28 |
1.7% |
95% |
True |
False |
|
10 |
10,915.40 |
10,299.20 |
616.20 |
5.7% |
192.96 |
1.8% |
82% |
False |
False |
|
20 |
10,917.30 |
10,292.40 |
624.90 |
5.8% |
202.09 |
1.9% |
82% |
False |
False |
|
40 |
11,006.50 |
10,292.40 |
714.10 |
6.6% |
179.55 |
1.7% |
72% |
False |
False |
|
60 |
11,006.50 |
9,654.64 |
1,351.86 |
12.5% |
186.07 |
1.7% |
85% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.2% |
175.59 |
1.6% |
66% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.2% |
163.13 |
1.5% |
66% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.2% |
155.72 |
1.4% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,610.48 |
2.618 |
11,310.35 |
1.618 |
11,126.45 |
1.000 |
11,012.80 |
0.618 |
10,942.55 |
HIGH |
10,828.90 |
0.618 |
10,758.65 |
0.500 |
10,736.95 |
0.382 |
10,715.25 |
LOW |
10,645.00 |
0.618 |
10,531.35 |
1.000 |
10,461.10 |
1.618 |
10,347.45 |
2.618 |
10,163.55 |
4.250 |
9,863.43 |
|
|
Fisher Pivots for day following 27-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
10,781.12 |
10,752.85 |
PP |
10,759.03 |
10,702.50 |
S1 |
10,736.95 |
10,652.15 |
|