| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2000 |
13-Dec-2000 |
Change |
Change % |
Previous Week |
| Open |
1,380.20 |
1,371.18 |
-9.02 |
-0.7% |
1,315.18 |
| High |
1,380.27 |
1,385.82 |
5.55 |
0.4% |
1,380.33 |
| Low |
1,370.27 |
1,358.48 |
-11.79 |
-0.9% |
1,310.23 |
| Close |
1,371.18 |
1,359.99 |
-11.19 |
-0.8% |
1,369.89 |
| Range |
10.00 |
27.34 |
17.34 |
173.4% |
70.10 |
| ATR |
26.82 |
26.86 |
0.04 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,450.12 |
1,432.39 |
1,375.03 |
|
| R3 |
1,422.78 |
1,405.05 |
1,367.51 |
|
| R2 |
1,395.44 |
1,395.44 |
1,365.00 |
|
| R1 |
1,377.71 |
1,377.71 |
1,362.50 |
1,372.91 |
| PP |
1,368.10 |
1,368.10 |
1,368.10 |
1,365.69 |
| S1 |
1,350.37 |
1,350.37 |
1,357.48 |
1,345.57 |
| S2 |
1,340.76 |
1,340.76 |
1,354.98 |
|
| S3 |
1,313.42 |
1,323.03 |
1,352.47 |
|
| S4 |
1,286.08 |
1,295.69 |
1,344.95 |
|
|
| Weekly Pivots for week ending 08-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,563.78 |
1,536.94 |
1,408.45 |
|
| R3 |
1,493.68 |
1,466.84 |
1,389.17 |
|
| R2 |
1,423.58 |
1,423.58 |
1,382.74 |
|
| R1 |
1,396.74 |
1,396.74 |
1,376.32 |
1,410.16 |
| PP |
1,353.48 |
1,353.48 |
1,353.48 |
1,360.20 |
| S1 |
1,326.64 |
1,326.64 |
1,363.46 |
1,340.06 |
| S2 |
1,283.38 |
1,283.38 |
1,357.04 |
|
| S3 |
1,213.28 |
1,256.54 |
1,350.61 |
|
| S4 |
1,143.18 |
1,186.44 |
1,331.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,389.05 |
1,339.26 |
49.79 |
3.7% |
22.65 |
1.7% |
42% |
False |
False |
|
| 10 |
1,389.05 |
1,294.90 |
94.15 |
6.9% |
29.17 |
2.1% |
69% |
False |
False |
|
| 20 |
1,395.96 |
1,294.90 |
101.06 |
7.4% |
26.47 |
1.9% |
64% |
False |
False |
|
| 40 |
1,438.46 |
1,294.90 |
143.56 |
10.6% |
27.56 |
2.0% |
45% |
False |
False |
|
| 60 |
1,461.69 |
1,294.90 |
166.79 |
12.3% |
27.51 |
2.0% |
39% |
False |
False |
|
| 80 |
1,530.09 |
1,294.90 |
235.19 |
17.3% |
24.63 |
1.8% |
28% |
False |
False |
|
| 100 |
1,530.09 |
1,294.90 |
235.19 |
17.3% |
23.44 |
1.7% |
28% |
False |
False |
|
| 120 |
1,530.09 |
1,294.90 |
235.19 |
17.3% |
22.54 |
1.7% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,502.02 |
|
2.618 |
1,457.40 |
|
1.618 |
1,430.06 |
|
1.000 |
1,413.16 |
|
0.618 |
1,402.72 |
|
HIGH |
1,385.82 |
|
0.618 |
1,375.38 |
|
0.500 |
1,372.15 |
|
0.382 |
1,368.92 |
|
LOW |
1,358.48 |
|
0.618 |
1,341.58 |
|
1.000 |
1,331.14 |
|
1.618 |
1,314.24 |
|
2.618 |
1,286.90 |
|
4.250 |
1,242.29 |
|
|