| Trading Metrics calculated at close of trading on 12-Dec-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2000 |
12-Dec-2000 |
Change |
Change % |
Previous Week |
| Open |
2,900.28 |
2,942.20 |
41.92 |
1.4% |
2,572.88 |
| High |
2,990.83 |
2,958.29 |
-32.54 |
-1.1% |
2,914.97 |
| Low |
2,848.86 |
2,862.17 |
13.31 |
0.5% |
2,475.63 |
| Close |
2,972.91 |
2,863.21 |
-109.70 |
-3.7% |
2,895.39 |
| Range |
141.97 |
96.12 |
-45.85 |
-32.3% |
439.34 |
| ATR |
165.25 |
161.36 |
-3.89 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,182.92 |
3,119.18 |
2,916.08 |
|
| R3 |
3,086.80 |
3,023.06 |
2,889.64 |
|
| R2 |
2,990.68 |
2,990.68 |
2,880.83 |
|
| R1 |
2,926.94 |
2,926.94 |
2,872.02 |
2,910.75 |
| PP |
2,894.56 |
2,894.56 |
2,894.56 |
2,886.46 |
| S1 |
2,830.82 |
2,830.82 |
2,854.40 |
2,814.63 |
| S2 |
2,798.44 |
2,798.44 |
2,845.59 |
|
| S3 |
2,702.32 |
2,734.70 |
2,836.78 |
|
| S4 |
2,606.20 |
2,638.58 |
2,810.34 |
|
|
| Weekly Pivots for week ending 08-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,080.02 |
3,927.04 |
3,137.03 |
|
| R3 |
3,640.68 |
3,487.70 |
3,016.21 |
|
| R2 |
3,201.34 |
3,201.34 |
2,975.94 |
|
| R1 |
3,048.36 |
3,048.36 |
2,935.66 |
3,124.85 |
| PP |
2,762.00 |
2,762.00 |
2,762.00 |
2,800.24 |
| S1 |
2,609.02 |
2,609.02 |
2,855.12 |
2,685.51 |
| S2 |
2,322.66 |
2,322.66 |
2,814.84 |
|
| S3 |
1,883.32 |
2,169.68 |
2,774.57 |
|
| S4 |
1,443.98 |
1,730.34 |
2,653.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,990.83 |
2,648.94 |
341.89 |
11.9% |
126.51 |
4.4% |
63% |
False |
False |
|
| 10 |
2,990.83 |
2,426.41 |
564.42 |
19.7% |
146.32 |
5.1% |
77% |
False |
False |
|
| 20 |
3,128.37 |
2,426.41 |
701.96 |
24.5% |
138.93 |
4.9% |
62% |
False |
False |
|
| 40 |
3,514.96 |
2,426.41 |
1,088.55 |
38.0% |
148.01 |
5.2% |
40% |
False |
False |
|
| 60 |
3,810.30 |
2,426.41 |
1,383.89 |
48.3% |
153.10 |
5.3% |
32% |
False |
False |
|
| 80 |
4,147.19 |
2,426.41 |
1,720.78 |
60.1% |
141.90 |
5.0% |
25% |
False |
False |
|
| 100 |
4,147.19 |
2,426.41 |
1,720.78 |
60.1% |
139.21 |
4.9% |
25% |
False |
False |
|
| 120 |
4,147.19 |
2,426.41 |
1,720.78 |
60.1% |
134.92 |
4.7% |
25% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,366.80 |
|
2.618 |
3,209.93 |
|
1.618 |
3,113.81 |
|
1.000 |
3,054.41 |
|
0.618 |
3,017.69 |
|
HIGH |
2,958.29 |
|
0.618 |
2,921.57 |
|
0.500 |
2,910.23 |
|
0.382 |
2,898.89 |
|
LOW |
2,862.17 |
|
0.618 |
2,802.77 |
|
1.000 |
2,766.05 |
|
1.618 |
2,706.65 |
|
2.618 |
2,610.53 |
|
4.250 |
2,453.66 |
|
|
| Fisher Pivots for day following 12-Dec-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,910.23 |
2,896.93 |
| PP |
2,894.56 |
2,885.69 |
| S1 |
2,878.88 |
2,874.45 |
|