| Trading Metrics calculated at close of trading on 21-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-1999 |
21-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
3,359.86 |
3,397.26 |
37.40 |
1.1% |
3,198.35 |
| High |
3,406.22 |
3,528.88 |
122.66 |
3.6% |
3,434.22 |
| Low |
3,351.53 |
3,393.07 |
41.54 |
1.2% |
3,121.32 |
| Close |
3,390.01 |
3,528.53 |
138.52 |
4.1% |
3,359.86 |
| Range |
54.69 |
135.81 |
81.12 |
148.3% |
312.90 |
| ATR |
80.70 |
84.85 |
4.16 |
5.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,890.92 |
3,845.54 |
3,603.23 |
|
| R3 |
3,755.11 |
3,709.73 |
3,565.88 |
|
| R2 |
3,619.30 |
3,619.30 |
3,553.43 |
|
| R1 |
3,573.92 |
3,573.92 |
3,540.98 |
3,596.61 |
| PP |
3,483.49 |
3,483.49 |
3,483.49 |
3,494.84 |
| S1 |
3,438.11 |
3,438.11 |
3,516.08 |
3,460.80 |
| S2 |
3,347.68 |
3,347.68 |
3,503.63 |
|
| S3 |
3,211.87 |
3,302.30 |
3,491.18 |
|
| S4 |
3,076.06 |
3,166.49 |
3,453.83 |
|
|
| Weekly Pivots for week ending 17-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,243.83 |
4,114.75 |
3,531.96 |
|
| R3 |
3,930.93 |
3,801.85 |
3,445.91 |
|
| R2 |
3,618.03 |
3,618.03 |
3,417.23 |
|
| R1 |
3,488.95 |
3,488.95 |
3,388.54 |
3,553.49 |
| PP |
3,305.13 |
3,305.13 |
3,305.13 |
3,337.41 |
| S1 |
3,176.05 |
3,176.05 |
3,331.18 |
3,240.59 |
| S2 |
2,992.23 |
2,992.23 |
3,302.50 |
|
| S3 |
2,679.33 |
2,863.15 |
3,273.81 |
|
| S4 |
2,366.43 |
2,550.25 |
3,187.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,528.88 |
3,121.32 |
407.56 |
11.6% |
95.98 |
2.7% |
100% |
True |
False |
|
| 10 |
3,528.88 |
3,093.98 |
434.90 |
12.3% |
91.36 |
2.6% |
100% |
True |
False |
|
| 20 |
3,528.88 |
2,956.79 |
572.09 |
16.2% |
86.16 |
2.4% |
100% |
True |
False |
|
| 40 |
3,528.88 |
2,423.29 |
1,105.59 |
31.3% |
74.27 |
2.1% |
100% |
True |
False |
|
| 60 |
3,528.88 |
2,299.95 |
1,228.93 |
34.8% |
71.12 |
2.0% |
100% |
True |
False |
|
| 80 |
3,528.88 |
2,299.95 |
1,228.93 |
34.8% |
68.88 |
2.0% |
100% |
True |
False |
|
| 100 |
3,528.88 |
2,120.26 |
1,408.62 |
39.9% |
66.74 |
1.9% |
100% |
True |
False |
|
| 120 |
3,528.88 |
2,120.26 |
1,408.62 |
39.9% |
64.12 |
1.8% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,106.07 |
|
2.618 |
3,884.43 |
|
1.618 |
3,748.62 |
|
1.000 |
3,664.69 |
|
0.618 |
3,612.81 |
|
HIGH |
3,528.88 |
|
0.618 |
3,477.00 |
|
0.500 |
3,460.98 |
|
0.382 |
3,444.95 |
|
LOW |
3,393.07 |
|
0.618 |
3,309.14 |
|
1.000 |
3,257.26 |
|
1.618 |
3,173.33 |
|
2.618 |
3,037.52 |
|
4.250 |
2,815.88 |
|
|
| Fisher Pivots for day following 21-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
3,506.01 |
3,497.45 |
| PP |
3,483.49 |
3,466.37 |
| S1 |
3,460.98 |
3,435.30 |
|