| Trading Metrics calculated at close of trading on 06-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-1999 |
06-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
11,192.30 |
11,261.70 |
69.40 |
0.6% |
10,953.40 |
| High |
11,341.20 |
11,297.80 |
-43.40 |
-0.4% |
11,341.20 |
| Low |
11,045.80 |
11,193.50 |
147.70 |
1.3% |
10,859.70 |
| Close |
11,286.20 |
11,225.00 |
-61.20 |
-0.5% |
11,286.20 |
| Range |
295.40 |
104.30 |
-191.10 |
-64.7% |
481.50 |
| ATR |
144.38 |
141.52 |
-2.86 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,551.67 |
11,492.63 |
11,282.37 |
|
| R3 |
11,447.37 |
11,388.33 |
11,253.68 |
|
| R2 |
11,343.07 |
11,343.07 |
11,244.12 |
|
| R1 |
11,284.03 |
11,284.03 |
11,234.56 |
11,261.40 |
| PP |
11,238.77 |
11,238.77 |
11,238.77 |
11,227.45 |
| S1 |
11,179.73 |
11,179.73 |
11,215.44 |
11,157.10 |
| S2 |
11,134.47 |
11,134.47 |
11,205.88 |
|
| S3 |
11,030.17 |
11,075.43 |
11,196.32 |
|
| S4 |
10,925.87 |
10,971.13 |
11,167.64 |
|
|
| Weekly Pivots for week ending 03-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,606.87 |
12,428.03 |
11,551.03 |
|
| R3 |
12,125.37 |
11,946.53 |
11,418.61 |
|
| R2 |
11,643.87 |
11,643.87 |
11,374.48 |
|
| R1 |
11,465.03 |
11,465.03 |
11,330.34 |
11,554.45 |
| PP |
11,162.37 |
11,162.37 |
11,162.37 |
11,207.08 |
| S1 |
10,983.53 |
10,983.53 |
11,242.06 |
11,072.95 |
| S2 |
10,680.87 |
10,680.87 |
11,197.93 |
|
| S3 |
10,199.37 |
10,502.03 |
11,153.79 |
|
| S4 |
9,717.87 |
10,020.53 |
11,021.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,341.20 |
10,859.70 |
481.50 |
4.3% |
158.96 |
1.4% |
76% |
False |
False |
|
| 10 |
11,341.20 |
10,859.70 |
481.50 |
4.3% |
132.27 |
1.2% |
76% |
False |
False |
|
| 20 |
11,341.20 |
10,536.30 |
804.90 |
7.2% |
131.52 |
1.2% |
86% |
False |
False |
|
| 40 |
11,341.20 |
9,976.02 |
1,365.18 |
12.2% |
153.52 |
1.4% |
91% |
False |
False |
|
| 60 |
11,341.20 |
9,976.02 |
1,365.18 |
12.2% |
155.70 |
1.4% |
91% |
False |
False |
|
| 80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.4% |
154.62 |
1.4% |
90% |
False |
False |
|
| 100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.4% |
153.30 |
1.4% |
90% |
False |
False |
|
| 120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.4% |
148.84 |
1.3% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,741.08 |
|
2.618 |
11,570.86 |
|
1.618 |
11,466.56 |
|
1.000 |
11,402.10 |
|
0.618 |
11,362.26 |
|
HIGH |
11,297.80 |
|
0.618 |
11,257.96 |
|
0.500 |
11,245.65 |
|
0.382 |
11,233.34 |
|
LOW |
11,193.50 |
|
0.618 |
11,129.04 |
|
1.000 |
11,089.20 |
|
1.618 |
11,024.74 |
|
2.618 |
10,920.44 |
|
4.250 |
10,750.23 |
|
|
| Fisher Pivots for day following 06-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,245.65 |
11,204.97 |
| PP |
11,238.77 |
11,184.93 |
| S1 |
11,231.88 |
11,164.90 |
|