| Trading Metrics calculated at close of trading on 10-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-1999 |
10-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
11,177.30 |
11,174.20 |
-3.10 |
0.0% |
11,261.70 |
| High |
11,204.20 |
11,274.50 |
70.30 |
0.6% |
11,297.80 |
| Low |
11,054.70 |
11,118.30 |
63.60 |
0.6% |
11,054.70 |
| Close |
11,134.80 |
11,224.70 |
89.90 |
0.8% |
11,224.70 |
| Range |
149.50 |
156.20 |
6.70 |
4.5% |
243.10 |
| ATR |
139.90 |
141.07 |
1.16 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,674.43 |
11,605.77 |
11,310.61 |
|
| R3 |
11,518.23 |
11,449.57 |
11,267.66 |
|
| R2 |
11,362.03 |
11,362.03 |
11,253.34 |
|
| R1 |
11,293.37 |
11,293.37 |
11,239.02 |
11,327.70 |
| PP |
11,205.83 |
11,205.83 |
11,205.83 |
11,223.00 |
| S1 |
11,137.17 |
11,137.17 |
11,210.38 |
11,171.50 |
| S2 |
11,049.63 |
11,049.63 |
11,196.06 |
|
| S3 |
10,893.43 |
10,980.97 |
11,181.75 |
|
| S4 |
10,737.23 |
10,824.77 |
11,138.79 |
|
|
| Weekly Pivots for week ending 10-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,921.70 |
11,816.30 |
11,358.41 |
|
| R3 |
11,678.60 |
11,573.20 |
11,291.55 |
|
| R2 |
11,435.50 |
11,435.50 |
11,269.27 |
|
| R1 |
11,330.10 |
11,330.10 |
11,246.98 |
11,261.25 |
| PP |
11,192.40 |
11,192.40 |
11,192.40 |
11,157.98 |
| S1 |
11,087.00 |
11,087.00 |
11,202.42 |
11,018.15 |
| S2 |
10,949.30 |
10,949.30 |
11,180.13 |
|
| S3 |
10,706.20 |
10,843.90 |
11,157.85 |
|
| S4 |
10,463.10 |
10,600.80 |
11,091.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,297.80 |
11,054.70 |
243.10 |
2.2% |
132.10 |
1.2% |
70% |
False |
False |
|
| 10 |
11,341.20 |
10,859.70 |
481.50 |
4.3% |
145.22 |
1.3% |
76% |
False |
False |
|
| 20 |
11,341.20 |
10,542.40 |
798.80 |
7.1% |
133.11 |
1.2% |
85% |
False |
False |
|
| 40 |
11,341.20 |
9,976.02 |
1,365.18 |
12.2% |
148.88 |
1.3% |
91% |
False |
False |
|
| 60 |
11,341.20 |
9,976.02 |
1,365.18 |
12.2% |
155.13 |
1.4% |
91% |
False |
False |
|
| 80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.4% |
155.02 |
1.4% |
90% |
False |
False |
|
| 100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.4% |
153.94 |
1.4% |
90% |
False |
False |
|
| 120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.4% |
149.60 |
1.3% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,938.35 |
|
2.618 |
11,683.43 |
|
1.618 |
11,527.23 |
|
1.000 |
11,430.70 |
|
0.618 |
11,371.03 |
|
HIGH |
11,274.50 |
|
0.618 |
11,214.83 |
|
0.500 |
11,196.40 |
|
0.382 |
11,177.97 |
|
LOW |
11,118.30 |
|
0.618 |
11,021.77 |
|
1.000 |
10,962.10 |
|
1.618 |
10,865.57 |
|
2.618 |
10,709.37 |
|
4.250 |
10,454.45 |
|
|
| Fisher Pivots for day following 10-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,215.27 |
11,204.67 |
| PP |
11,205.83 |
11,184.63 |
| S1 |
11,196.40 |
11,164.60 |
|