| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-1999 |
13-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
1,408.11 |
1,417.04 |
8.93 |
0.6% |
1,433.30 |
| High |
1,421.58 |
1,421.58 |
0.00 |
0.0% |
1,434.15 |
| Low |
1,405.65 |
1,410.10 |
4.45 |
0.3% |
1,391.50 |
| Close |
1,417.04 |
1,415.22 |
-1.82 |
-0.1% |
1,417.04 |
| Range |
15.93 |
11.48 |
-4.45 |
-27.9% |
42.65 |
| ATR |
18.56 |
18.06 |
-0.51 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,450.07 |
1,444.13 |
1,421.53 |
|
| R3 |
1,438.59 |
1,432.65 |
1,418.38 |
|
| R2 |
1,427.11 |
1,427.11 |
1,417.32 |
|
| R1 |
1,421.17 |
1,421.17 |
1,416.27 |
1,418.40 |
| PP |
1,415.63 |
1,415.63 |
1,415.63 |
1,414.25 |
| S1 |
1,409.69 |
1,409.69 |
1,414.17 |
1,406.92 |
| S2 |
1,404.15 |
1,404.15 |
1,413.12 |
|
| S3 |
1,392.67 |
1,398.21 |
1,412.06 |
|
| S4 |
1,381.19 |
1,386.73 |
1,408.91 |
|
|
| Weekly Pivots for week ending 10-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,542.18 |
1,522.26 |
1,440.50 |
|
| R3 |
1,499.53 |
1,479.61 |
1,428.77 |
|
| R2 |
1,456.88 |
1,456.88 |
1,424.86 |
|
| R1 |
1,436.96 |
1,436.96 |
1,420.95 |
1,425.60 |
| PP |
1,414.23 |
1,414.23 |
1,414.23 |
1,408.55 |
| S1 |
1,394.31 |
1,394.31 |
1,413.13 |
1,382.95 |
| S2 |
1,371.58 |
1,371.58 |
1,409.22 |
|
| S3 |
1,328.93 |
1,351.66 |
1,405.31 |
|
| S4 |
1,286.28 |
1,309.01 |
1,393.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,426.81 |
1,391.50 |
35.31 |
2.5% |
16.76 |
1.2% |
67% |
False |
False |
|
| 10 |
1,447.42 |
1,386.95 |
60.47 |
4.3% |
18.58 |
1.3% |
47% |
False |
False |
|
| 20 |
1,447.42 |
1,386.95 |
60.47 |
4.3% |
16.49 |
1.2% |
47% |
False |
False |
|
| 40 |
1,447.42 |
1,233.66 |
213.76 |
15.1% |
19.26 |
1.4% |
85% |
False |
False |
|
| 60 |
1,447.42 |
1,233.66 |
213.76 |
15.1% |
20.71 |
1.5% |
85% |
False |
False |
|
| 80 |
1,447.42 |
1,233.66 |
213.76 |
15.1% |
20.51 |
1.4% |
85% |
False |
False |
|
| 100 |
1,447.42 |
1,233.66 |
213.76 |
15.1% |
20.40 |
1.4% |
85% |
False |
False |
|
| 120 |
1,447.42 |
1,233.66 |
213.76 |
15.1% |
19.99 |
1.4% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,470.37 |
|
2.618 |
1,451.63 |
|
1.618 |
1,440.15 |
|
1.000 |
1,433.06 |
|
0.618 |
1,428.67 |
|
HIGH |
1,421.58 |
|
0.618 |
1,417.19 |
|
0.500 |
1,415.84 |
|
0.382 |
1,414.49 |
|
LOW |
1,410.10 |
|
0.618 |
1,403.01 |
|
1.000 |
1,398.62 |
|
1.618 |
1,391.53 |
|
2.618 |
1,380.05 |
|
4.250 |
1,361.31 |
|
|