Trading Metrics calculated at close of trading on 28-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2000 |
28-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
10,654.90 |
10,805.40 |
150.50 |
1.4% |
10,530.90 |
High |
10,828.90 |
10,901.40 |
72.50 |
0.7% |
10,784.60 |
Low |
10,645.00 |
10,774.70 |
129.70 |
1.2% |
10,299.20 |
Close |
10,803.20 |
10,868.80 |
65.60 |
0.6% |
10,635.60 |
Range |
183.90 |
126.70 |
-57.20 |
-31.1% |
485.40 |
ATR |
190.40 |
185.85 |
-4.55 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,228.40 |
11,175.30 |
10,938.49 |
|
R3 |
11,101.70 |
11,048.60 |
10,903.64 |
|
R2 |
10,975.00 |
10,975.00 |
10,892.03 |
|
R1 |
10,921.90 |
10,921.90 |
10,880.41 |
10,948.45 |
PP |
10,848.30 |
10,848.30 |
10,848.30 |
10,861.58 |
S1 |
10,795.20 |
10,795.20 |
10,857.19 |
10,821.75 |
S2 |
10,721.60 |
10,721.60 |
10,845.57 |
|
S3 |
10,594.90 |
10,668.50 |
10,833.96 |
|
S4 |
10,468.20 |
10,541.80 |
10,799.12 |
|
|
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 |
10,901.40 |
10,299.20 |
602.20 |
5.5% |
160.20 |
1.5% |
95% |
True |
False |
|
10 |
10,901.40 |
10,299.20 |
602.20 |
5.5% |
191.34 |
1.8% |
95% |
True |
False |
|
20 |
10,917.30 |
10,292.40 |
624.90 |
5.7% |
200.16 |
1.8% |
92% |
False |
False |
|
40 |
11,006.50 |
10,292.40 |
714.10 |
6.6% |
178.14 |
1.6% |
81% |
False |
False |
|
60 |
11,006.50 |
9,654.64 |
1,351.86 |
12.4% |
185.72 |
1.7% |
90% |
False |
False |
|
80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.1% |
175.71 |
1.6% |
70% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.1% |
162.84 |
1.5% |
70% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.1% |
155.95 |
1.4% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,439.88 |
2.618 |
11,233.10 |
1.618 |
11,106.40 |
1.000 |
11,028.10 |
0.618 |
10,979.70 |
HIGH |
10,901.40 |
0.618 |
10,853.00 |
0.500 |
10,838.05 |
0.382 |
10,823.10 |
LOW |
10,774.70 |
0.618 |
10,696.40 |
1.000 |
10,648.00 |
1.618 |
10,569.70 |
2.618 |
10,443.00 |
4.250 |
10,236.23 |
|
|
Fisher Pivots for day following 28-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
10,858.55 |
10,829.03 |
PP |
10,848.30 |
10,789.27 |
S1 |
10,838.05 |
10,749.50 |
|