| Trading Metrics calculated at close of trading on 02-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-1999 |
02-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
2,970.04 |
3,002.90 |
32.86 |
1.1% |
3,028.51 |
| High |
3,019.21 |
3,108.47 |
89.26 |
3.0% |
3,151.77 |
| Low |
2,956.79 |
3,002.90 |
46.11 |
1.6% |
2,975.71 |
| Close |
2,997.28 |
3,108.47 |
111.19 |
3.7% |
3,116.62 |
| Range |
62.42 |
105.57 |
43.15 |
69.1% |
176.06 |
| ATR |
70.08 |
73.01 |
2.94 |
4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,389.99 |
3,354.80 |
3,166.53 |
|
| R3 |
3,284.42 |
3,249.23 |
3,137.50 |
|
| R2 |
3,178.85 |
3,178.85 |
3,127.82 |
|
| R1 |
3,143.66 |
3,143.66 |
3,118.15 |
3,161.26 |
| PP |
3,073.28 |
3,073.28 |
3,073.28 |
3,082.08 |
| S1 |
3,038.09 |
3,038.09 |
3,098.79 |
3,055.69 |
| S2 |
2,967.71 |
2,967.71 |
3,089.12 |
|
| S3 |
2,862.14 |
2,932.52 |
3,079.44 |
|
| S4 |
2,756.57 |
2,826.95 |
3,050.41 |
|
|
| 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 |
6.3% |
75.61 |
2.4% |
78% |
False |
False |
|
| 10 |
3,151.77 |
2,914.25 |
237.52 |
7.6% |
78.23 |
2.5% |
82% |
False |
False |
|
| 20 |
3,151.77 |
2,677.13 |
474.64 |
15.3% |
70.59 |
2.3% |
91% |
False |
False |
|
| 40 |
3,151.77 |
2,299.95 |
851.82 |
27.4% |
67.98 |
2.2% |
95% |
False |
False |
|
| 60 |
3,151.77 |
2,299.95 |
851.82 |
27.4% |
66.02 |
2.1% |
95% |
False |
False |
|
| 80 |
3,151.77 |
2,164.55 |
987.22 |
31.8% |
63.76 |
2.1% |
96% |
False |
False |
|
| 100 |
3,151.77 |
2,120.26 |
1,031.51 |
33.2% |
63.03 |
2.0% |
96% |
False |
False |
|
| 120 |
3,151.77 |
2,020.38 |
1,131.39 |
36.4% |
61.76 |
2.0% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,557.14 |
|
2.618 |
3,384.85 |
|
1.618 |
3,279.28 |
|
1.000 |
3,214.04 |
|
0.618 |
3,173.71 |
|
HIGH |
3,108.47 |
|
0.618 |
3,068.14 |
|
0.500 |
3,055.69 |
|
0.382 |
3,043.23 |
|
LOW |
3,002.90 |
|
0.618 |
2,937.66 |
|
1.000 |
2,897.33 |
|
1.618 |
2,832.09 |
|
2.618 |
2,726.52 |
|
4.250 |
2,554.23 |
|
|
| Fisher Pivots for day following 02-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
3,090.88 |
3,083.19 |
| PP |
3,073.28 |
3,057.91 |
| S1 |
3,055.69 |
3,032.63 |
|