Trading Metrics calculated at close of trading on 29-Dec-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2000 |
29-Dec-2000 |
Change |
Change % |
Previous Week |
Open |
10,805.40 |
10,870.70 |
65.30 |
0.6% |
10,640.10 |
High |
10,901.40 |
10,917.70 |
16.30 |
0.1% |
10,917.70 |
Low |
10,774.70 |
10,758.30 |
-16.40 |
-0.2% |
10,597.60 |
Close |
10,868.80 |
10,788.00 |
-80.80 |
-0.7% |
10,788.00 |
Range |
126.70 |
159.40 |
32.70 |
25.8% |
320.10 |
ATR |
185.85 |
183.96 |
-1.89 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,299.53 |
11,203.17 |
10,875.67 |
|
R3 |
11,140.13 |
11,043.77 |
10,831.84 |
|
R2 |
10,980.73 |
10,980.73 |
10,817.22 |
|
R1 |
10,884.37 |
10,884.37 |
10,802.61 |
10,852.85 |
PP |
10,821.33 |
10,821.33 |
10,821.33 |
10,805.58 |
S1 |
10,724.97 |
10,724.97 |
10,773.39 |
10,693.45 |
S2 |
10,661.93 |
10,661.93 |
10,758.78 |
|
S3 |
10,502.53 |
10,565.57 |
10,744.17 |
|
S4 |
10,343.13 |
10,406.17 |
10,700.33 |
|
|
Weekly Pivots for week ending 29-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,728.07 |
11,578.13 |
10,964.06 |
|
R3 |
11,407.97 |
11,258.03 |
10,876.03 |
|
R2 |
11,087.87 |
11,087.87 |
10,846.69 |
|
R1 |
10,937.93 |
10,937.93 |
10,817.34 |
11,012.90 |
PP |
10,767.77 |
10,767.77 |
10,767.77 |
10,805.25 |
S1 |
10,617.83 |
10,617.83 |
10,758.66 |
10,692.80 |
S2 |
10,447.67 |
10,447.67 |
10,729.32 |
|
S3 |
10,127.57 |
10,297.73 |
10,699.97 |
|
S4 |
9,807.47 |
9,977.63 |
10,611.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,917.70 |
10,475.40 |
442.30 |
4.1% |
147.82 |
1.4% |
71% |
True |
False |
|
10 |
10,917.70 |
10,299.20 |
618.50 |
5.7% |
188.96 |
1.8% |
79% |
True |
False |
|
20 |
10,917.70 |
10,299.20 |
618.50 |
5.7% |
192.22 |
1.8% |
79% |
True |
False |
|
40 |
11,006.50 |
10,292.40 |
714.10 |
6.6% |
178.24 |
1.7% |
69% |
False |
False |
|
60 |
11,006.50 |
9,654.64 |
1,351.86 |
12.5% |
186.10 |
1.7% |
84% |
False |
False |
|
80 |
11,323.90 |
9,654.64 |
1,669.26 |
15.5% |
175.86 |
1.6% |
68% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.2% |
162.92 |
1.5% |
65% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.2% |
155.77 |
1.4% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,595.15 |
2.618 |
11,335.01 |
1.618 |
11,175.61 |
1.000 |
11,077.10 |
0.618 |
11,016.21 |
HIGH |
10,917.70 |
0.618 |
10,856.81 |
0.500 |
10,838.00 |
0.382 |
10,819.19 |
LOW |
10,758.30 |
0.618 |
10,659.79 |
1.000 |
10,598.90 |
1.618 |
10,500.39 |
2.618 |
10,340.99 |
4.250 |
10,080.85 |
|
|
Fisher Pivots for day following 29-Dec-2000 |
Pivot |
1 day |
3 day |
R1 |
10,838.00 |
10,785.78 |
PP |
10,821.33 |
10,783.57 |
S1 |
10,804.67 |
10,781.35 |
|