| 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 |
10,672.30 |
10,523.60 |
-148.70 |
-1.4% |
10,723.90 |
| High |
10,799.00 |
10,653.40 |
-145.60 |
-1.3% |
10,915.40 |
| Low |
10,615.80 |
10,434.60 |
-181.20 |
-1.7% |
10,434.60 |
| Close |
10,675.00 |
10,435.00 |
-240.00 |
-2.2% |
10,435.00 |
| Range |
183.20 |
218.80 |
35.60 |
19.4% |
480.80 |
| ATR |
184.50 |
188.49 |
3.99 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,164.07 |
11,018.33 |
10,555.34 |
|
| R3 |
10,945.27 |
10,799.53 |
10,495.17 |
|
| R2 |
10,726.47 |
10,726.47 |
10,475.11 |
|
| R1 |
10,580.73 |
10,580.73 |
10,455.06 |
10,544.20 |
| PP |
10,507.67 |
10,507.67 |
10,507.67 |
10,489.40 |
| S1 |
10,361.93 |
10,361.93 |
10,414.94 |
10,325.40 |
| S2 |
10,288.87 |
10,288.87 |
10,394.89 |
|
| S3 |
10,070.07 |
10,143.13 |
10,374.83 |
|
| S4 |
9,851.27 |
9,924.33 |
10,314.66 |
|
|
| Weekly Pivots for week ending 15-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,037.40 |
11,717.00 |
10,699.44 |
|
| R3 |
11,556.60 |
11,236.20 |
10,567.22 |
|
| R2 |
11,075.80 |
11,075.80 |
10,523.15 |
|
| R1 |
10,755.40 |
10,755.40 |
10,479.07 |
10,675.20 |
| PP |
10,595.00 |
10,595.00 |
10,595.00 |
10,554.90 |
| S1 |
10,274.60 |
10,274.60 |
10,390.93 |
10,194.40 |
| S2 |
10,114.20 |
10,114.20 |
10,346.85 |
|
| S3 |
9,633.40 |
9,793.80 |
10,302.78 |
|
| S4 |
9,152.60 |
9,313.00 |
10,170.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,915.40 |
10,434.60 |
480.80 |
4.6% |
163.90 |
1.6% |
0% |
False |
True |
|
| 10 |
10,917.30 |
10,319.30 |
598.00 |
5.7% |
199.78 |
1.9% |
19% |
False |
False |
|
| 20 |
10,917.30 |
10,292.40 |
624.90 |
6.0% |
184.37 |
1.8% |
23% |
False |
False |
|
| 40 |
11,006.50 |
10,067.50 |
939.00 |
9.0% |
177.90 |
1.7% |
39% |
False |
False |
|
| 60 |
11,006.50 |
9,654.64 |
1,351.86 |
13.0% |
182.01 |
1.7% |
58% |
False |
False |
|
| 80 |
11,401.20 |
9,654.64 |
1,746.56 |
16.7% |
167.49 |
1.6% |
45% |
False |
False |
|
| 100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.7% |
158.18 |
1.5% |
45% |
False |
False |
|
| 120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.7% |
152.12 |
1.5% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,583.30 |
|
2.618 |
11,226.22 |
|
1.618 |
11,007.42 |
|
1.000 |
10,872.20 |
|
0.618 |
10,788.62 |
|
HIGH |
10,653.40 |
|
0.618 |
10,569.82 |
|
0.500 |
10,544.00 |
|
0.382 |
10,518.18 |
|
LOW |
10,434.60 |
|
0.618 |
10,299.38 |
|
1.000 |
10,215.80 |
|
1.618 |
10,080.58 |
|
2.618 |
9,861.78 |
|
4.250 |
9,504.70 |
|
|
| Fisher Pivots for day following 15-Dec-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,544.00 |
10,675.00 |
| PP |
10,507.67 |
10,595.00 |
| S1 |
10,471.33 |
10,515.00 |
|