| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-1999 |
14-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
1,417.04 |
1,415.22 |
-1.82 |
-0.1% |
1,433.30 |
| High |
1,421.58 |
1,418.30 |
-3.28 |
-0.2% |
1,434.15 |
| Low |
1,410.10 |
1,401.59 |
-8.51 |
-0.6% |
1,391.50 |
| Close |
1,415.22 |
1,403.17 |
-12.05 |
-0.9% |
1,417.04 |
| Range |
11.48 |
16.71 |
5.23 |
45.6% |
42.65 |
| ATR |
18.06 |
17.96 |
-0.10 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,457.82 |
1,447.20 |
1,412.36 |
|
| R3 |
1,441.11 |
1,430.49 |
1,407.77 |
|
| R2 |
1,424.40 |
1,424.40 |
1,406.23 |
|
| R1 |
1,413.78 |
1,413.78 |
1,404.70 |
1,410.74 |
| PP |
1,407.69 |
1,407.69 |
1,407.69 |
1,406.16 |
| S1 |
1,397.07 |
1,397.07 |
1,401.64 |
1,394.03 |
| S2 |
1,390.98 |
1,390.98 |
1,400.11 |
|
| S3 |
1,374.27 |
1,380.36 |
1,398.57 |
|
| S4 |
1,357.56 |
1,363.65 |
1,393.98 |
|
|
| 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 |
1,421.58 |
1,391.50 |
30.08 |
2.1% |
16.57 |
1.2% |
39% |
False |
False |
|
| 10 |
1,447.42 |
1,387.38 |
60.04 |
4.3% |
17.88 |
1.3% |
26% |
False |
False |
|
| 20 |
1,447.42 |
1,386.95 |
60.47 |
4.3% |
17.00 |
1.2% |
27% |
False |
False |
|
| 40 |
1,447.42 |
1,254.13 |
193.29 |
13.8% |
19.17 |
1.4% |
77% |
False |
False |
|
| 60 |
1,447.42 |
1,233.66 |
213.76 |
15.2% |
20.86 |
1.5% |
79% |
False |
False |
|
| 80 |
1,447.42 |
1,233.66 |
213.76 |
15.2% |
20.55 |
1.5% |
79% |
False |
False |
|
| 100 |
1,447.42 |
1,233.66 |
213.76 |
15.2% |
20.39 |
1.5% |
79% |
False |
False |
|
| 120 |
1,447.42 |
1,233.66 |
213.76 |
15.2% |
19.93 |
1.4% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,489.32 |
|
2.618 |
1,462.05 |
|
1.618 |
1,445.34 |
|
1.000 |
1,435.01 |
|
0.618 |
1,428.63 |
|
HIGH |
1,418.30 |
|
0.618 |
1,411.92 |
|
0.500 |
1,409.95 |
|
0.382 |
1,407.97 |
|
LOW |
1,401.59 |
|
0.618 |
1,391.26 |
|
1.000 |
1,384.88 |
|
1.618 |
1,374.55 |
|
2.618 |
1,357.84 |
|
4.250 |
1,330.57 |
|
|