| Trading Metrics calculated at close of trading on 01-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-1999 |
01-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
3,061.68 |
2,970.04 |
-91.64 |
-3.0% |
3,028.51 |
| High |
3,067.09 |
3,019.21 |
-47.88 |
-1.6% |
3,151.77 |
| Low |
2,964.11 |
2,956.79 |
-7.32 |
-0.2% |
2,975.71 |
| Close |
2,966.71 |
2,997.28 |
30.57 |
1.0% |
3,116.62 |
| Range |
102.98 |
62.42 |
-40.56 |
-39.4% |
176.06 |
| ATR |
70.67 |
70.08 |
-0.59 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,178.35 |
3,150.24 |
3,031.61 |
|
| R3 |
3,115.93 |
3,087.82 |
3,014.45 |
|
| R2 |
3,053.51 |
3,053.51 |
3,008.72 |
|
| R1 |
3,025.40 |
3,025.40 |
3,003.00 |
3,039.46 |
| PP |
2,991.09 |
2,991.09 |
2,991.09 |
2,998.12 |
| S1 |
2,962.98 |
2,962.98 |
2,991.56 |
2,977.04 |
| S2 |
2,928.67 |
2,928.67 |
2,985.84 |
|
| S3 |
2,866.25 |
2,900.56 |
2,980.11 |
|
| S4 |
2,803.83 |
2,838.14 |
2,962.95 |
|
|
| 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 |
2,956.79 |
194.98 |
6.5% |
79.89 |
2.7% |
21% |
False |
True |
|
| 10 |
3,151.77 |
2,908.03 |
243.74 |
8.1% |
73.65 |
2.5% |
37% |
False |
False |
|
| 20 |
3,151.77 |
2,630.73 |
521.04 |
17.4% |
68.11 |
2.3% |
70% |
False |
False |
|
| 40 |
3,151.77 |
2,299.95 |
851.82 |
28.4% |
66.67 |
2.2% |
82% |
False |
False |
|
| 60 |
3,151.77 |
2,299.95 |
851.82 |
28.4% |
65.11 |
2.2% |
82% |
False |
False |
|
| 80 |
3,151.77 |
2,120.26 |
1,031.51 |
34.4% |
63.34 |
2.1% |
85% |
False |
False |
|
| 100 |
3,151.77 |
2,120.26 |
1,031.51 |
34.4% |
62.29 |
2.1% |
85% |
False |
False |
|
| 120 |
3,151.77 |
2,020.38 |
1,131.39 |
37.7% |
61.26 |
2.0% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,284.50 |
|
2.618 |
3,182.63 |
|
1.618 |
3,120.21 |
|
1.000 |
3,081.63 |
|
0.618 |
3,057.79 |
|
HIGH |
3,019.21 |
|
0.618 |
2,995.37 |
|
0.500 |
2,988.00 |
|
0.382 |
2,980.63 |
|
LOW |
2,956.79 |
|
0.618 |
2,918.21 |
|
1.000 |
2,894.37 |
|
1.618 |
2,855.79 |
|
2.618 |
2,793.37 |
|
4.250 |
2,691.51 |
|
|
| Fisher Pivots for day following 01-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
2,994.19 |
3,041.92 |
| PP |
2,991.09 |
3,027.04 |
| S1 |
2,988.00 |
3,012.16 |
|