| Trading Metrics calculated at close of trading on 04-Dec-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2000 |
04-Dec-2000 |
Change |
Change % |
Previous Week |
| Open |
2,566.68 |
2,572.88 |
6.20 |
0.2% |
2,910.57 |
| High |
2,674.42 |
2,614.85 |
-59.57 |
-2.2% |
2,913.76 |
| Low |
2,499.39 |
2,475.63 |
-23.76 |
-1.0% |
2,426.41 |
| Close |
2,549.74 |
2,554.40 |
4.66 |
0.2% |
2,549.74 |
| Range |
175.03 |
139.22 |
-35.81 |
-20.5% |
487.35 |
| ATR |
160.36 |
158.85 |
-1.51 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,965.95 |
2,899.40 |
2,630.97 |
|
| R3 |
2,826.73 |
2,760.18 |
2,592.69 |
|
| R2 |
2,687.51 |
2,687.51 |
2,579.92 |
|
| R1 |
2,620.96 |
2,620.96 |
2,567.16 |
2,584.63 |
| PP |
2,548.29 |
2,548.29 |
2,548.29 |
2,530.13 |
| S1 |
2,481.74 |
2,481.74 |
2,541.64 |
2,445.41 |
| S2 |
2,409.07 |
2,409.07 |
2,528.88 |
|
| S3 |
2,269.85 |
2,342.52 |
2,516.11 |
|
| S4 |
2,130.63 |
2,203.30 |
2,477.83 |
|
|
| 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 |
2,795.15 |
2,426.41 |
368.74 |
14.4% |
157.40 |
6.2% |
35% |
False |
False |
|
| 10 |
2,913.76 |
2,426.41 |
487.35 |
19.1% |
137.51 |
5.4% |
26% |
False |
False |
|
| 20 |
3,369.47 |
2,426.41 |
943.06 |
36.9% |
142.11 |
5.6% |
14% |
False |
False |
|
| 40 |
3,514.96 |
2,426.41 |
1,088.55 |
42.6% |
153.57 |
6.0% |
12% |
False |
False |
|
| 60 |
3,852.45 |
2,426.41 |
1,426.04 |
55.8% |
153.12 |
6.0% |
9% |
False |
False |
|
| 80 |
4,147.19 |
2,426.41 |
1,720.78 |
67.4% |
138.46 |
5.4% |
7% |
False |
False |
|
| 100 |
4,147.19 |
2,426.41 |
1,720.78 |
67.4% |
137.32 |
5.4% |
7% |
False |
False |
|
| 120 |
4,147.19 |
2,426.41 |
1,720.78 |
67.4% |
134.29 |
5.3% |
7% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,206.54 |
|
2.618 |
2,979.33 |
|
1.618 |
2,840.11 |
|
1.000 |
2,754.07 |
|
0.618 |
2,700.89 |
|
HIGH |
2,614.85 |
|
0.618 |
2,561.67 |
|
0.500 |
2,545.24 |
|
0.382 |
2,528.81 |
|
LOW |
2,475.63 |
|
0.618 |
2,389.59 |
|
1.000 |
2,336.41 |
|
1.618 |
2,250.37 |
|
2.618 |
2,111.15 |
|
4.250 |
1,883.95 |
|
|
| Fisher Pivots for day following 04-Dec-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,551.35 |
2,553.07 |
| PP |
2,548.29 |
2,551.74 |
| S1 |
2,545.24 |
2,550.42 |
|