| Trading Metrics calculated at close of trading on 15-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-1999 |
15-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
3,243.60 |
3,165.68 |
-77.92 |
-2.4% |
3,172.31 |
| High |
3,251.79 |
3,239.65 |
-12.14 |
-0.4% |
3,223.63 |
| Low |
3,166.66 |
3,121.32 |
-45.34 |
-1.4% |
3,093.98 |
| Close |
3,167.29 |
3,239.18 |
71.89 |
2.3% |
3,203.28 |
| Range |
85.13 |
118.33 |
33.20 |
39.0% |
129.65 |
| ATR |
77.36 |
80.29 |
2.93 |
3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,555.04 |
3,515.44 |
3,304.26 |
|
| R3 |
3,436.71 |
3,397.11 |
3,271.72 |
|
| R2 |
3,318.38 |
3,318.38 |
3,260.87 |
|
| R1 |
3,278.78 |
3,278.78 |
3,250.03 |
3,298.58 |
| PP |
3,200.05 |
3,200.05 |
3,200.05 |
3,209.95 |
| S1 |
3,160.45 |
3,160.45 |
3,228.33 |
3,180.25 |
| S2 |
3,081.72 |
3,081.72 |
3,217.49 |
|
| S3 |
2,963.39 |
3,042.12 |
3,206.64 |
|
| S4 |
2,845.06 |
2,923.79 |
3,174.10 |
|
|
| 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% |
97.47 |
3.0% |
91% |
False |
False |
|
| 10 |
3,252.92 |
3,002.90 |
250.02 |
7.7% |
87.14 |
2.7% |
95% |
False |
False |
|
| 20 |
3,252.92 |
2,908.03 |
344.89 |
10.6% |
80.39 |
2.5% |
96% |
False |
False |
|
| 40 |
3,252.92 |
2,384.52 |
868.40 |
26.8% |
71.81 |
2.2% |
98% |
False |
False |
|
| 60 |
3,252.92 |
2,299.95 |
952.97 |
29.4% |
70.52 |
2.2% |
99% |
False |
False |
|
| 80 |
3,252.92 |
2,299.95 |
952.97 |
29.4% |
67.12 |
2.1% |
99% |
False |
False |
|
| 100 |
3,252.92 |
2,120.26 |
1,132.66 |
35.0% |
65.71 |
2.0% |
99% |
False |
False |
|
| 120 |
3,252.92 |
2,120.26 |
1,132.66 |
35.0% |
63.37 |
2.0% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,742.55 |
|
2.618 |
3,549.44 |
|
1.618 |
3,431.11 |
|
1.000 |
3,357.98 |
|
0.618 |
3,312.78 |
|
HIGH |
3,239.65 |
|
0.618 |
3,194.45 |
|
0.500 |
3,180.49 |
|
0.382 |
3,166.52 |
|
LOW |
3,121.32 |
|
0.618 |
3,048.19 |
|
1.000 |
3,002.99 |
|
1.618 |
2,929.86 |
|
2.618 |
2,811.53 |
|
4.250 |
2,618.42 |
|
|
| Fisher Pivots for day following 15-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
3,219.62 |
3,221.83 |
| PP |
3,200.05 |
3,204.47 |
| S1 |
3,180.49 |
3,187.12 |
|