| Trading Metrics calculated at close of trading on 28-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-1999 |
28-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
3,588.43 |
3,601.14 |
12.71 |
0.4% |
3,359.86 |
| High |
3,620.13 |
3,623.03 |
2.90 |
0.1% |
3,625.58 |
| Low |
3,521.85 |
3,550.87 |
29.02 |
0.8% |
3,351.53 |
| Close |
3,598.51 |
3,579.95 |
-18.56 |
-0.5% |
3,590.28 |
| Range |
98.28 |
72.16 |
-26.12 |
-26.6% |
274.05 |
| ATR |
83.29 |
82.50 |
-0.80 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,801.10 |
3,762.68 |
3,619.64 |
|
| R3 |
3,728.94 |
3,690.52 |
3,599.79 |
|
| R2 |
3,656.78 |
3,656.78 |
3,593.18 |
|
| R1 |
3,618.36 |
3,618.36 |
3,586.56 |
3,601.49 |
| PP |
3,584.62 |
3,584.62 |
3,584.62 |
3,576.18 |
| S1 |
3,546.20 |
3,546.20 |
3,573.34 |
3,529.33 |
| S2 |
3,512.46 |
3,512.46 |
3,566.72 |
|
| S3 |
3,440.30 |
3,474.04 |
3,560.11 |
|
| S4 |
3,368.14 |
3,401.88 |
3,540.26 |
|
|
| Weekly Pivots for week ending 24-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,344.61 |
4,241.50 |
3,741.01 |
|
| R3 |
4,070.56 |
3,967.45 |
3,665.64 |
|
| R2 |
3,796.51 |
3,796.51 |
3,640.52 |
|
| R1 |
3,693.40 |
3,693.40 |
3,615.40 |
3,744.96 |
| PP |
3,522.46 |
3,522.46 |
3,522.46 |
3,548.24 |
| S1 |
3,419.35 |
3,419.35 |
3,565.16 |
3,470.91 |
| S2 |
3,248.41 |
3,248.41 |
3,540.04 |
|
| S3 |
2,974.36 |
3,145.30 |
3,514.92 |
|
| S4 |
2,700.31 |
2,871.25 |
3,439.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,625.58 |
3,393.07 |
232.51 |
6.5% |
86.51 |
2.4% |
80% |
False |
False |
|
| 10 |
3,625.58 |
3,121.32 |
504.26 |
14.1% |
86.18 |
2.4% |
91% |
False |
False |
|
| 20 |
3,625.58 |
2,956.79 |
668.79 |
18.7% |
84.76 |
2.4% |
93% |
False |
False |
|
| 40 |
3,625.58 |
2,612.39 |
1,013.19 |
28.3% |
74.67 |
2.1% |
95% |
False |
False |
|
| 60 |
3,625.58 |
2,299.95 |
1,325.63 |
37.0% |
72.16 |
2.0% |
97% |
False |
False |
|
| 80 |
3,625.58 |
2,299.95 |
1,325.63 |
37.0% |
69.78 |
1.9% |
97% |
False |
False |
|
| 100 |
3,625.58 |
2,120.26 |
1,505.32 |
42.0% |
66.98 |
1.9% |
97% |
False |
False |
|
| 120 |
3,625.58 |
2,120.26 |
1,505.32 |
42.0% |
65.24 |
1.8% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,929.71 |
|
2.618 |
3,811.94 |
|
1.618 |
3,739.78 |
|
1.000 |
3,695.19 |
|
0.618 |
3,667.62 |
|
HIGH |
3,623.03 |
|
0.618 |
3,595.46 |
|
0.500 |
3,586.95 |
|
0.382 |
3,578.44 |
|
LOW |
3,550.87 |
|
0.618 |
3,506.28 |
|
1.000 |
3,478.71 |
|
1.618 |
3,434.12 |
|
2.618 |
3,361.96 |
|
4.250 |
3,244.19 |
|
|
| Fisher Pivots for day following 28-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
3,586.95 |
3,577.87 |
| PP |
3,584.62 |
3,575.79 |
| S1 |
3,582.28 |
3,573.72 |
|