| Trading Metrics calculated at close of trading on 13-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-1999 |
13-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
3,172.38 |
3,198.35 |
25.97 |
0.8% |
3,172.31 |
| High |
3,208.93 |
3,252.92 |
43.99 |
1.4% |
3,223.63 |
| Low |
3,129.95 |
3,173.27 |
43.32 |
1.4% |
3,093.98 |
| Close |
3,203.28 |
3,242.37 |
39.09 |
1.2% |
3,203.28 |
| Range |
78.98 |
79.65 |
0.67 |
0.8% |
129.65 |
| ATR |
76.54 |
76.76 |
0.22 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,461.80 |
3,431.74 |
3,286.18 |
|
| R3 |
3,382.15 |
3,352.09 |
3,264.27 |
|
| R2 |
3,302.50 |
3,302.50 |
3,256.97 |
|
| R1 |
3,272.44 |
3,272.44 |
3,249.67 |
3,287.47 |
| PP |
3,222.85 |
3,222.85 |
3,222.85 |
3,230.37 |
| S1 |
3,192.79 |
3,192.79 |
3,235.07 |
3,207.82 |
| S2 |
3,143.20 |
3,143.20 |
3,227.77 |
|
| S3 |
3,063.55 |
3,113.14 |
3,220.47 |
|
| S4 |
2,983.90 |
3,033.49 |
3,198.56 |
|
|
| Weekly Pivots for week ending 10-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,562.58 |
3,512.58 |
3,274.59 |
|
| R3 |
3,432.93 |
3,382.93 |
3,238.93 |
|
| R2 |
3,303.28 |
3,303.28 |
3,227.05 |
|
| R1 |
3,253.28 |
3,253.28 |
3,215.16 |
3,278.28 |
| PP |
3,173.63 |
3,173.63 |
3,173.63 |
3,186.13 |
| S1 |
3,123.63 |
3,123.63 |
3,191.40 |
3,148.63 |
| S2 |
3,043.98 |
3,043.98 |
3,179.51 |
|
| S3 |
2,914.33 |
2,993.98 |
3,167.63 |
|
| S4 |
2,784.68 |
2,864.33 |
3,131.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,252.92 |
3,093.98 |
158.94 |
4.9% |
80.36 |
2.5% |
93% |
True |
False |
|
| 10 |
3,252.92 |
2,956.79 |
296.13 |
9.1% |
83.33 |
2.6% |
96% |
True |
False |
|
| 20 |
3,252.92 |
2,869.45 |
383.47 |
11.8% |
75.04 |
2.3% |
97% |
True |
False |
|
| 40 |
3,252.92 |
2,299.95 |
952.97 |
29.4% |
70.74 |
2.2% |
99% |
True |
False |
|
| 60 |
3,252.92 |
2,299.95 |
952.97 |
29.4% |
68.67 |
2.1% |
99% |
True |
False |
|
| 80 |
3,252.92 |
2,276.20 |
976.72 |
30.1% |
65.96 |
2.0% |
99% |
True |
False |
|
| 100 |
3,252.92 |
2,120.26 |
1,132.66 |
34.9% |
64.80 |
2.0% |
99% |
True |
False |
|
| 120 |
3,252.92 |
2,120.26 |
1,132.66 |
34.9% |
62.55 |
1.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,591.43 |
|
2.618 |
3,461.44 |
|
1.618 |
3,381.79 |
|
1.000 |
3,332.57 |
|
0.618 |
3,302.14 |
|
HIGH |
3,252.92 |
|
0.618 |
3,222.49 |
|
0.500 |
3,213.10 |
|
0.382 |
3,203.70 |
|
LOW |
3,173.27 |
|
0.618 |
3,124.05 |
|
1.000 |
3,093.62 |
|
1.618 |
3,044.40 |
|
2.618 |
2,964.75 |
|
4.250 |
2,834.76 |
|
|
| Fisher Pivots for day following 13-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
3,232.61 |
3,219.40 |
| PP |
3,222.85 |
3,196.42 |
| S1 |
3,213.10 |
3,173.45 |
|