| Trading Metrics calculated at close of trading on 26-Nov-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-1999 |
26-Nov-1999 |
Change |
Change % |
Previous Week |
| Open |
3,003.02 |
3,109.35 |
106.33 |
3.5% |
3,028.51 |
| High |
3,108.96 |
3,151.77 |
42.81 |
1.4% |
3,151.77 |
| Low |
2,982.02 |
3,108.49 |
126.47 |
4.2% |
2,975.71 |
| Close |
3,108.52 |
3,116.62 |
8.10 |
0.3% |
3,116.62 |
| Range |
126.94 |
43.28 |
-83.66 |
-65.9% |
176.06 |
| ATR |
70.46 |
68.52 |
-1.94 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,255.47 |
3,229.32 |
3,140.42 |
|
| R3 |
3,212.19 |
3,186.04 |
3,128.52 |
|
| R2 |
3,168.91 |
3,168.91 |
3,124.55 |
|
| R1 |
3,142.76 |
3,142.76 |
3,120.59 |
3,155.84 |
| PP |
3,125.63 |
3,125.63 |
3,125.63 |
3,132.16 |
| S1 |
3,099.48 |
3,099.48 |
3,112.65 |
3,112.56 |
| S2 |
3,082.35 |
3,082.35 |
3,108.69 |
|
| S3 |
3,039.07 |
3,056.20 |
3,104.72 |
|
| S4 |
2,995.79 |
3,012.92 |
3,092.82 |
|
|
| Weekly Pivots for week ending 26-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,609.55 |
3,539.14 |
3,213.45 |
|
| R3 |
3,433.49 |
3,363.08 |
3,165.04 |
|
| R2 |
3,257.43 |
3,257.43 |
3,148.90 |
|
| R1 |
3,187.02 |
3,187.02 |
3,132.76 |
3,222.23 |
| PP |
3,081.37 |
3,081.37 |
3,081.37 |
3,098.97 |
| S1 |
3,010.96 |
3,010.96 |
3,100.48 |
3,046.17 |
| S2 |
2,905.31 |
2,905.31 |
3,084.34 |
|
| S3 |
2,729.25 |
2,834.90 |
3,068.20 |
|
| S4 |
2,553.19 |
2,658.84 |
3,019.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,151.77 |
2,975.71 |
176.06 |
5.6% |
71.65 |
2.3% |
80% |
True |
False |
|
| 10 |
3,151.77 |
2,775.96 |
375.81 |
12.1% |
71.74 |
2.3% |
91% |
True |
False |
|
| 20 |
3,151.77 |
2,539.93 |
611.84 |
19.6% |
66.95 |
2.1% |
94% |
True |
False |
|
| 40 |
3,151.77 |
2,299.95 |
851.82 |
27.3% |
65.52 |
2.1% |
96% |
True |
False |
|
| 60 |
3,151.77 |
2,299.95 |
851.82 |
27.3% |
64.58 |
2.1% |
96% |
True |
False |
|
| 80 |
3,151.77 |
2,120.26 |
1,031.51 |
33.1% |
62.79 |
2.0% |
97% |
True |
False |
|
| 100 |
3,151.77 |
2,120.26 |
1,031.51 |
33.1% |
61.19 |
2.0% |
97% |
True |
False |
|
| 120 |
3,151.77 |
2,020.38 |
1,131.39 |
36.3% |
60.73 |
1.9% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,335.71 |
|
2.618 |
3,265.08 |
|
1.618 |
3,221.80 |
|
1.000 |
3,195.05 |
|
0.618 |
3,178.52 |
|
HIGH |
3,151.77 |
|
0.618 |
3,135.24 |
|
0.500 |
3,130.13 |
|
0.382 |
3,125.02 |
|
LOW |
3,108.49 |
|
0.618 |
3,081.74 |
|
1.000 |
3,065.21 |
|
1.618 |
3,038.46 |
|
2.618 |
2,995.18 |
|
4.250 |
2,924.55 |
|
|
| Fisher Pivots for day following 26-Nov-1999 |
| Pivot |
1 day |
3 day |
| R1 |
3,130.13 |
3,098.99 |
| PP |
3,125.63 |
3,081.37 |
| S1 |
3,121.12 |
3,063.74 |
|