| Trading Metrics calculated at close of trading on 06-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-1999 |
06-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
3,120.12 |
3,172.31 |
52.19 |
1.7% |
3,114.88 |
| High |
3,209.93 |
3,223.63 |
13.70 |
0.4% |
3,209.93 |
| Low |
3,120.12 |
3,152.93 |
32.81 |
1.1% |
2,956.79 |
| Close |
3,172.37 |
3,191.09 |
18.72 |
0.6% |
3,172.37 |
| Range |
89.81 |
70.70 |
-19.11 |
-21.3% |
253.14 |
| ATR |
75.05 |
74.74 |
-0.31 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,401.32 |
3,366.90 |
3,229.98 |
|
| R3 |
3,330.62 |
3,296.20 |
3,210.53 |
|
| R2 |
3,259.92 |
3,259.92 |
3,204.05 |
|
| R1 |
3,225.50 |
3,225.50 |
3,197.57 |
3,242.71 |
| PP |
3,189.22 |
3,189.22 |
3,189.22 |
3,197.82 |
| S1 |
3,154.80 |
3,154.80 |
3,184.61 |
3,172.01 |
| S2 |
3,118.52 |
3,118.52 |
3,178.13 |
|
| S3 |
3,047.82 |
3,084.10 |
3,171.65 |
|
| S4 |
2,977.12 |
3,013.40 |
3,152.21 |
|
|
| Weekly Pivots for week ending 03-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,872.45 |
3,775.55 |
3,311.60 |
|
| R3 |
3,619.31 |
3,522.41 |
3,241.98 |
|
| R2 |
3,366.17 |
3,366.17 |
3,218.78 |
|
| R1 |
3,269.27 |
3,269.27 |
3,195.57 |
3,317.72 |
| PP |
3,113.03 |
3,113.03 |
3,113.03 |
3,137.26 |
| S1 |
3,016.13 |
3,016.13 |
3,149.17 |
3,064.58 |
| S2 |
2,859.89 |
2,859.89 |
3,125.96 |
|
| S3 |
2,606.75 |
2,762.99 |
3,102.76 |
|
| S4 |
2,353.61 |
2,509.85 |
3,033.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,223.63 |
2,956.79 |
266.84 |
8.4% |
86.30 |
2.7% |
88% |
True |
False |
|
| 10 |
3,223.63 |
2,956.79 |
266.84 |
8.4% |
80.24 |
2.5% |
88% |
True |
False |
|
| 20 |
3,223.63 |
2,725.20 |
498.43 |
15.6% |
73.61 |
2.3% |
93% |
True |
False |
|
| 40 |
3,223.63 |
2,299.95 |
923.68 |
28.9% |
69.07 |
2.2% |
96% |
True |
False |
|
| 60 |
3,223.63 |
2,299.95 |
923.68 |
28.9% |
67.05 |
2.1% |
96% |
True |
False |
|
| 80 |
3,223.63 |
2,216.15 |
1,007.48 |
31.6% |
64.20 |
2.0% |
97% |
True |
False |
|
| 100 |
3,223.63 |
2,120.26 |
1,103.37 |
34.6% |
63.84 |
2.0% |
97% |
True |
False |
|
| 120 |
3,223.63 |
2,120.26 |
1,103.37 |
34.6% |
61.75 |
1.9% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,524.11 |
|
2.618 |
3,408.72 |
|
1.618 |
3,338.02 |
|
1.000 |
3,294.33 |
|
0.618 |
3,267.32 |
|
HIGH |
3,223.63 |
|
0.618 |
3,196.62 |
|
0.500 |
3,188.28 |
|
0.382 |
3,179.94 |
|
LOW |
3,152.93 |
|
0.618 |
3,109.24 |
|
1.000 |
3,082.23 |
|
1.618 |
3,038.54 |
|
2.618 |
2,967.84 |
|
4.250 |
2,852.46 |
|
|
| Fisher Pivots for day following 06-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
3,190.15 |
3,165.15 |
| PP |
3,189.22 |
3,139.21 |
| S1 |
3,188.28 |
3,113.27 |
|