| Trading Metrics calculated at close of trading on 03-Jan-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-1999 |
03-Jan-2000 |
Change |
Change % |
Previous Week |
| Open |
3,700.00 |
3,755.74 |
55.74 |
1.5% |
3,588.43 |
| High |
3,732.10 |
3,836.86 |
104.76 |
2.8% |
3,750.41 |
| Low |
3,689.75 |
3,643.25 |
-46.50 |
-1.3% |
3,521.85 |
| Close |
3,707.83 |
3,790.55 |
82.72 |
2.2% |
3,707.83 |
| Range |
42.35 |
193.61 |
151.26 |
357.2% |
228.56 |
| ATR |
80.90 |
88.95 |
8.05 |
10.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,337.72 |
4,257.74 |
3,897.04 |
|
| R3 |
4,144.11 |
4,064.13 |
3,843.79 |
|
| R2 |
3,950.50 |
3,950.50 |
3,826.05 |
|
| R1 |
3,870.52 |
3,870.52 |
3,808.30 |
3,910.51 |
| PP |
3,756.89 |
3,756.89 |
3,756.89 |
3,776.88 |
| S1 |
3,676.91 |
3,676.91 |
3,772.80 |
3,716.90 |
| S2 |
3,563.28 |
3,563.28 |
3,755.05 |
|
| S3 |
3,369.67 |
3,483.30 |
3,737.31 |
|
| S4 |
3,176.06 |
3,289.69 |
3,684.06 |
|
|
| 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 |
3,836.86 |
3,550.87 |
285.99 |
7.5% |
96.93 |
2.6% |
84% |
True |
False |
|
| 10 |
3,836.86 |
3,351.53 |
485.33 |
12.8% |
89.98 |
2.4% |
90% |
True |
False |
|
| 20 |
3,836.86 |
3,093.98 |
742.88 |
19.6% |
87.34 |
2.3% |
94% |
True |
False |
|
| 40 |
3,836.86 |
2,704.88 |
1,131.98 |
29.9% |
80.23 |
2.1% |
96% |
True |
False |
|
| 60 |
3,836.86 |
2,299.95 |
1,536.91 |
40.5% |
75.17 |
2.0% |
97% |
True |
False |
|
| 80 |
3,836.86 |
2,299.95 |
1,536.91 |
40.5% |
71.82 |
1.9% |
97% |
True |
False |
|
| 100 |
3,836.86 |
2,212.99 |
1,623.87 |
42.8% |
68.60 |
1.8% |
97% |
True |
False |
|
| 120 |
3,836.86 |
2,120.26 |
1,716.60 |
45.3% |
67.36 |
1.8% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,659.70 |
|
2.618 |
4,343.73 |
|
1.618 |
4,150.12 |
|
1.000 |
4,030.47 |
|
0.618 |
3,956.51 |
|
HIGH |
3,836.86 |
|
0.618 |
3,762.90 |
|
0.500 |
3,740.06 |
|
0.382 |
3,717.21 |
|
LOW |
3,643.25 |
|
0.618 |
3,523.60 |
|
1.000 |
3,449.64 |
|
1.618 |
3,329.99 |
|
2.618 |
3,136.38 |
|
4.250 |
2,820.41 |
|
|
| Fisher Pivots for day following 03-Jan-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,773.72 |
3,773.72 |
| PP |
3,756.89 |
3,756.89 |
| S1 |
3,740.06 |
3,740.06 |
|