| Trading Metrics calculated at close of trading on 15-Dec-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2000 |
15-Dec-2000 |
Change |
Change % |
Previous Week |
| Open |
2,744.26 |
2,590.84 |
-153.42 |
-5.6% |
2,900.28 |
| High |
2,788.81 |
2,624.56 |
-164.25 |
-5.9% |
2,990.83 |
| Low |
2,638.11 |
2,511.35 |
-126.76 |
-4.8% |
2,511.35 |
| Close |
2,639.26 |
2,549.48 |
-89.78 |
-3.4% |
2,549.48 |
| Range |
150.70 |
113.21 |
-37.49 |
-24.9% |
479.48 |
| ATR |
163.16 |
160.64 |
-2.52 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.43 |
2,838.66 |
2,611.75 |
|
| R3 |
2,788.22 |
2,725.45 |
2,580.61 |
|
| R2 |
2,675.01 |
2,675.01 |
2,570.24 |
|
| R1 |
2,612.24 |
2,612.24 |
2,559.86 |
2,587.02 |
| PP |
2,561.80 |
2,561.80 |
2,561.80 |
2,549.19 |
| S1 |
2,499.03 |
2,499.03 |
2,539.10 |
2,473.81 |
| S2 |
2,448.59 |
2,448.59 |
2,528.72 |
|
| S3 |
2,335.38 |
2,385.82 |
2,518.35 |
|
| S4 |
2,222.17 |
2,272.61 |
2,487.21 |
|
|
| Weekly Pivots for week ending 15-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,122.33 |
3,815.38 |
2,813.19 |
|
| R3 |
3,642.85 |
3,335.90 |
2,681.34 |
|
| R2 |
3,163.37 |
3,163.37 |
2,637.38 |
|
| R1 |
2,856.42 |
2,856.42 |
2,593.43 |
2,770.16 |
| PP |
2,683.89 |
2,683.89 |
2,683.89 |
2,640.75 |
| S1 |
2,376.94 |
2,376.94 |
2,505.53 |
2,290.68 |
| S2 |
2,204.41 |
2,204.41 |
2,461.58 |
|
| S3 |
1,724.93 |
1,897.46 |
2,417.62 |
|
| S4 |
1,245.45 |
1,417.98 |
2,285.77 |
|
|
| 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 |
2,511.35 |
479.48 |
18.8% |
140.39 |
5.5% |
8% |
False |
True |
|
| 10 |
2,990.83 |
2,475.63 |
515.20 |
20.2% |
145.50 |
5.7% |
14% |
False |
False |
|
| 20 |
3,000.92 |
2,426.41 |
574.51 |
22.5% |
142.08 |
5.6% |
21% |
False |
False |
|
| 40 |
3,514.96 |
2,426.41 |
1,088.55 |
42.7% |
144.73 |
5.7% |
11% |
False |
False |
|
| 60 |
3,774.78 |
2,426.41 |
1,348.37 |
52.9% |
153.88 |
6.0% |
9% |
False |
False |
|
| 80 |
4,147.19 |
2,426.41 |
1,720.78 |
67.5% |
143.89 |
5.6% |
7% |
False |
False |
|
| 100 |
4,147.19 |
2,426.41 |
1,720.78 |
67.5% |
139.72 |
5.5% |
7% |
False |
False |
|
| 120 |
4,147.19 |
2,426.41 |
1,720.78 |
67.5% |
135.86 |
5.3% |
7% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,105.70 |
|
2.618 |
2,920.94 |
|
1.618 |
2,807.73 |
|
1.000 |
2,737.77 |
|
0.618 |
2,694.52 |
|
HIGH |
2,624.56 |
|
0.618 |
2,581.31 |
|
0.500 |
2,567.96 |
|
0.382 |
2,554.60 |
|
LOW |
2,511.35 |
|
0.618 |
2,441.39 |
|
1.000 |
2,398.14 |
|
1.618 |
2,328.18 |
|
2.618 |
2,214.97 |
|
4.250 |
2,030.21 |
|
|
| Fisher Pivots for day following 15-Dec-2000 |
| Pivot |
1 day |
3 day |
| R1 |
2,567.96 |
2,726.35 |
| PP |
2,561.80 |
2,667.39 |
| S1 |
2,555.64 |
2,608.44 |
|