| Trading Metrics calculated at close of trading on 01-Dec-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2000 |
01-Dec-2000 |
Change |
Change % |
Previous Week |
| Open |
2,470.66 |
2,566.68 |
96.02 |
3.9% |
2,910.57 |
| High |
2,573.11 |
2,674.42 |
101.31 |
3.9% |
2,913.76 |
| Low |
2,426.41 |
2,499.39 |
72.98 |
3.0% |
2,426.41 |
| Close |
2,506.54 |
2,549.74 |
43.20 |
1.7% |
2,549.74 |
| Range |
146.70 |
175.03 |
28.33 |
19.3% |
487.35 |
| ATR |
159.24 |
160.36 |
1.13 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,099.61 |
2,999.70 |
2,646.01 |
|
| R3 |
2,924.58 |
2,824.67 |
2,597.87 |
|
| R2 |
2,749.55 |
2,749.55 |
2,581.83 |
|
| R1 |
2,649.64 |
2,649.64 |
2,565.78 |
2,612.08 |
| PP |
2,574.52 |
2,574.52 |
2,574.52 |
2,555.74 |
| S1 |
2,474.61 |
2,474.61 |
2,533.70 |
2,437.05 |
| S2 |
2,399.49 |
2,399.49 |
2,517.65 |
|
| S3 |
2,224.46 |
2,299.58 |
2,501.61 |
|
| S4 |
2,049.43 |
2,124.55 |
2,453.47 |
|
|
| Weekly Pivots for week ending 01-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,092.02 |
3,808.23 |
2,817.78 |
|
| R3 |
3,604.67 |
3,320.88 |
2,683.76 |
|
| R2 |
3,117.32 |
3,117.32 |
2,639.09 |
|
| R1 |
2,833.53 |
2,833.53 |
2,594.41 |
2,731.75 |
| PP |
2,629.97 |
2,629.97 |
2,629.97 |
2,579.08 |
| S1 |
2,346.18 |
2,346.18 |
2,505.07 |
2,244.40 |
| S2 |
2,142.62 |
2,142.62 |
2,460.39 |
|
| S3 |
1,655.27 |
1,858.83 |
2,415.72 |
|
| S4 |
1,167.92 |
1,371.48 |
2,281.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,913.76 |
2,426.41 |
487.35 |
19.1% |
160.31 |
6.3% |
25% |
False |
False |
|
| 10 |
3,000.92 |
2,426.41 |
574.51 |
22.5% |
138.66 |
5.4% |
21% |
False |
False |
|
| 20 |
3,369.47 |
2,426.41 |
943.06 |
37.0% |
139.40 |
5.5% |
13% |
False |
False |
|
| 40 |
3,514.96 |
2,426.41 |
1,088.55 |
42.7% |
155.23 |
6.1% |
11% |
False |
False |
|
| 60 |
3,949.15 |
2,426.41 |
1,522.74 |
59.7% |
153.09 |
6.0% |
8% |
False |
False |
|
| 80 |
4,147.19 |
2,426.41 |
1,720.78 |
67.5% |
137.92 |
5.4% |
7% |
False |
False |
|
| 100 |
4,147.19 |
2,426.41 |
1,720.78 |
67.5% |
136.84 |
5.4% |
7% |
False |
False |
|
| 120 |
4,147.19 |
2,426.41 |
1,720.78 |
67.5% |
134.16 |
5.3% |
7% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,418.30 |
|
2.618 |
3,132.65 |
|
1.618 |
2,957.62 |
|
1.000 |
2,849.45 |
|
0.618 |
2,782.59 |
|
HIGH |
2,674.42 |
|
0.618 |
2,607.56 |
|
0.500 |
2,586.91 |
|
0.382 |
2,566.25 |
|
LOW |
2,499.39 |
|
0.618 |
2,391.22 |
|
1.000 |
2,324.36 |
|
1.618 |
2,216.19 |
|
2.618 |
2,041.16 |
|
4.250 |
1,755.51 |
|
|
| Fisher Pivots for day following 01-Dec-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,586.91 |
2,550.42 |
| PP |
2,574.52 |
2,550.19 |
| S1 |
2,562.13 |
2,549.97 |
|