| Trading Metrics calculated at close of trading on 30-Nov-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-1999 |
30-Nov-1999 |
Change |
Change % |
Previous Week |
| Open |
3,114.88 |
3,061.68 |
-53.20 |
-1.7% |
3,028.51 |
| High |
3,127.05 |
3,067.09 |
-59.96 |
-1.9% |
3,151.77 |
| Low |
3,063.23 |
2,964.11 |
-99.12 |
-3.2% |
2,975.71 |
| Close |
3,063.23 |
2,966.71 |
-96.52 |
-3.2% |
3,116.62 |
| Range |
63.82 |
102.98 |
39.16 |
61.4% |
176.06 |
| ATR |
68.18 |
70.67 |
2.49 |
3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,308.24 |
3,240.46 |
3,023.35 |
|
| R3 |
3,205.26 |
3,137.48 |
2,995.03 |
|
| R2 |
3,102.28 |
3,102.28 |
2,985.59 |
|
| R1 |
3,034.50 |
3,034.50 |
2,976.15 |
3,016.90 |
| PP |
2,999.30 |
2,999.30 |
2,999.30 |
2,990.51 |
| S1 |
2,931.52 |
2,931.52 |
2,957.27 |
2,913.92 |
| S2 |
2,896.32 |
2,896.32 |
2,947.83 |
|
| S3 |
2,793.34 |
2,828.54 |
2,938.39 |
|
| S4 |
2,690.36 |
2,725.56 |
2,910.07 |
|
|
| 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 |
2,964.11 |
187.66 |
6.3% |
85.55 |
2.9% |
1% |
False |
True |
|
| 10 |
3,151.77 |
2,875.87 |
275.90 |
9.3% |
73.88 |
2.5% |
33% |
False |
False |
|
| 20 |
3,151.77 |
2,612.39 |
539.38 |
18.2% |
67.49 |
2.3% |
66% |
False |
False |
|
| 40 |
3,151.77 |
2,299.95 |
851.82 |
28.7% |
66.91 |
2.3% |
78% |
False |
False |
|
| 60 |
3,151.77 |
2,299.95 |
851.82 |
28.7% |
64.62 |
2.2% |
78% |
False |
False |
|
| 80 |
3,151.77 |
2,120.26 |
1,031.51 |
34.8% |
63.10 |
2.1% |
82% |
False |
False |
|
| 100 |
3,151.77 |
2,120.26 |
1,031.51 |
34.8% |
62.07 |
2.1% |
82% |
False |
False |
|
| 120 |
3,151.77 |
2,020.38 |
1,131.39 |
38.1% |
61.27 |
2.1% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,504.76 |
|
2.618 |
3,336.69 |
|
1.618 |
3,233.71 |
|
1.000 |
3,170.07 |
|
0.618 |
3,130.73 |
|
HIGH |
3,067.09 |
|
0.618 |
3,027.75 |
|
0.500 |
3,015.60 |
|
0.382 |
3,003.45 |
|
LOW |
2,964.11 |
|
0.618 |
2,900.47 |
|
1.000 |
2,861.13 |
|
1.618 |
2,797.49 |
|
2.618 |
2,694.51 |
|
4.250 |
2,526.45 |
|
|
| Fisher Pivots for day following 30-Nov-1999 |
| Pivot |
1 day |
3 day |
| R1 |
3,015.60 |
3,057.94 |
| PP |
2,999.30 |
3,027.53 |
| S1 |
2,983.01 |
2,997.12 |
|