| Trading Metrics calculated at close of trading on 31-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-1999 |
31-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
3,692.57 |
3,700.00 |
7.43 |
0.2% |
3,588.43 |
| High |
3,750.41 |
3,732.10 |
-18.31 |
-0.5% |
3,750.41 |
| Low |
3,680.75 |
3,689.75 |
9.00 |
0.2% |
3,521.85 |
| Close |
3,683.67 |
3,707.83 |
24.16 |
0.7% |
3,707.83 |
| Range |
69.66 |
42.35 |
-27.31 |
-39.2% |
228.56 |
| ATR |
83.40 |
80.90 |
-2.50 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,836.94 |
3,814.74 |
3,731.12 |
|
| R3 |
3,794.59 |
3,772.39 |
3,719.48 |
|
| R2 |
3,752.24 |
3,752.24 |
3,715.59 |
|
| R1 |
3,730.04 |
3,730.04 |
3,711.71 |
3,741.14 |
| PP |
3,709.89 |
3,709.89 |
3,709.89 |
3,715.45 |
| S1 |
3,687.69 |
3,687.69 |
3,703.95 |
3,698.79 |
| S2 |
3,667.54 |
3,667.54 |
3,700.07 |
|
| S3 |
3,625.19 |
3,645.34 |
3,696.18 |
|
| S4 |
3,582.84 |
3,602.99 |
3,684.54 |
|
|
| Weekly Pivots for week ending 31-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,345.71 |
4,255.33 |
3,833.54 |
|
| R3 |
4,117.15 |
4,026.77 |
3,770.68 |
|
| R2 |
3,888.59 |
3,888.59 |
3,749.73 |
|
| R1 |
3,798.21 |
3,798.21 |
3,728.78 |
3,843.40 |
| PP |
3,660.03 |
3,660.03 |
3,660.03 |
3,682.63 |
| S1 |
3,569.65 |
3,569.65 |
3,686.88 |
3,614.84 |
| S2 |
3,431.47 |
3,431.47 |
3,665.93 |
|
| S3 |
3,202.91 |
3,341.09 |
3,644.98 |
|
| S4 |
2,974.35 |
3,112.53 |
3,582.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,750.41 |
3,521.85 |
228.56 |
6.2% |
77.87 |
2.1% |
81% |
False |
False |
|
| 10 |
3,750.41 |
3,341.71 |
408.70 |
11.0% |
79.87 |
2.2% |
90% |
False |
False |
|
| 20 |
3,750.41 |
3,093.98 |
656.43 |
17.7% |
82.15 |
2.2% |
94% |
False |
False |
|
| 40 |
3,750.41 |
2,677.13 |
1,073.28 |
28.9% |
76.37 |
2.1% |
96% |
False |
False |
|
| 60 |
3,750.41 |
2,299.95 |
1,450.46 |
39.1% |
72.70 |
2.0% |
97% |
False |
False |
|
| 80 |
3,750.41 |
2,299.95 |
1,450.46 |
39.1% |
70.05 |
1.9% |
97% |
False |
False |
|
| 100 |
3,750.41 |
2,164.55 |
1,585.86 |
42.8% |
67.44 |
1.8% |
97% |
False |
False |
|
| 120 |
3,750.41 |
2,120.26 |
1,630.15 |
44.0% |
66.21 |
1.8% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,912.09 |
|
2.618 |
3,842.97 |
|
1.618 |
3,800.62 |
|
1.000 |
3,774.45 |
|
0.618 |
3,758.27 |
|
HIGH |
3,732.10 |
|
0.618 |
3,715.92 |
|
0.500 |
3,710.93 |
|
0.382 |
3,705.93 |
|
LOW |
3,689.75 |
|
0.618 |
3,663.58 |
|
1.000 |
3,647.40 |
|
1.618 |
3,621.23 |
|
2.618 |
3,578.88 |
|
4.250 |
3,509.76 |
|
|
| Fisher Pivots for day following 31-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
3,710.93 |
3,694.11 |
| PP |
3,709.89 |
3,680.39 |
| S1 |
3,708.86 |
3,666.67 |
|