| Trading Metrics calculated at close of trading on 14-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-1999 |
14-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
11,208.10 |
11,157.40 |
-50.70 |
-0.5% |
11,261.70 |
| High |
11,250.40 |
11,235.70 |
-14.70 |
-0.1% |
11,297.80 |
| Low |
11,162.30 |
11,143.00 |
-19.30 |
-0.2% |
11,054.70 |
| Close |
11,192.60 |
11,160.20 |
-32.40 |
-0.3% |
11,224.70 |
| Range |
88.10 |
92.70 |
4.60 |
5.2% |
243.10 |
| ATR |
137.28 |
134.10 |
-3.18 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,457.73 |
11,401.67 |
11,211.19 |
|
| R3 |
11,365.03 |
11,308.97 |
11,185.69 |
|
| R2 |
11,272.33 |
11,272.33 |
11,177.20 |
|
| R1 |
11,216.27 |
11,216.27 |
11,168.70 |
11,244.30 |
| PP |
11,179.63 |
11,179.63 |
11,179.63 |
11,193.65 |
| S1 |
11,123.57 |
11,123.57 |
11,151.70 |
11,151.60 |
| S2 |
11,086.93 |
11,086.93 |
11,143.21 |
|
| S3 |
10,994.23 |
11,030.87 |
11,134.71 |
|
| S4 |
10,901.53 |
10,938.17 |
11,109.22 |
|
|
| 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 |
11,274.50 |
11,054.70 |
219.80 |
2.0% |
118.04 |
1.1% |
48% |
False |
False |
|
| 10 |
11,341.20 |
10,859.70 |
481.50 |
4.3% |
135.99 |
1.2% |
62% |
False |
False |
|
| 20 |
11,341.20 |
10,757.40 |
583.80 |
5.2% |
126.36 |
1.1% |
69% |
False |
False |
|
| 40 |
11,341.20 |
10,117.50 |
1,223.70 |
11.0% |
142.39 |
1.3% |
85% |
False |
False |
|
| 60 |
11,341.20 |
9,976.02 |
1,365.18 |
12.2% |
155.13 |
1.4% |
87% |
False |
False |
|
| 80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.5% |
154.04 |
1.4% |
85% |
False |
False |
|
| 100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.5% |
152.66 |
1.4% |
85% |
False |
False |
|
| 120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.5% |
148.57 |
1.3% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,629.68 |
|
2.618 |
11,478.39 |
|
1.618 |
11,385.69 |
|
1.000 |
11,328.40 |
|
0.618 |
11,292.99 |
|
HIGH |
11,235.70 |
|
0.618 |
11,200.29 |
|
0.500 |
11,189.35 |
|
0.382 |
11,178.41 |
|
LOW |
11,143.00 |
|
0.618 |
11,085.71 |
|
1.000 |
11,050.30 |
|
1.618 |
10,993.01 |
|
2.618 |
10,900.31 |
|
4.250 |
10,749.03 |
|
|
| Fisher Pivots for day following 14-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,189.35 |
11,196.40 |
| PP |
11,179.63 |
11,184.33 |
| S1 |
11,169.92 |
11,172.27 |
|