| Trading Metrics calculated at close of trading on 15-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-1999 |
15-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
11,157.40 |
11,149.20 |
-8.20 |
-0.1% |
11,261.70 |
| High |
11,235.70 |
11,282.20 |
46.50 |
0.4% |
11,297.80 |
| Low |
11,143.00 |
11,130.50 |
-12.50 |
-0.1% |
11,054.70 |
| Close |
11,160.20 |
11,225.30 |
65.10 |
0.6% |
11,224.70 |
| Range |
92.70 |
151.70 |
59.00 |
63.6% |
243.10 |
| ATR |
134.10 |
135.36 |
1.26 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,667.77 |
11,598.23 |
11,308.74 |
|
| R3 |
11,516.07 |
11,446.53 |
11,267.02 |
|
| R2 |
11,364.37 |
11,364.37 |
11,253.11 |
|
| R1 |
11,294.83 |
11,294.83 |
11,239.21 |
11,329.60 |
| PP |
11,212.67 |
11,212.67 |
11,212.67 |
11,230.05 |
| S1 |
11,143.13 |
11,143.13 |
11,211.39 |
11,177.90 |
| S2 |
11,060.97 |
11,060.97 |
11,197.49 |
|
| S3 |
10,909.27 |
10,991.43 |
11,183.58 |
|
| S4 |
10,757.57 |
10,839.73 |
11,141.87 |
|
|
| 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 |
11,282.20 |
11,054.70 |
227.50 |
2.0% |
127.64 |
1.1% |
75% |
True |
False |
|
| 10 |
11,341.20 |
10,988.60 |
352.60 |
3.1% |
137.05 |
1.2% |
67% |
False |
False |
|
| 20 |
11,341.20 |
10,859.70 |
481.50 |
4.3% |
124.93 |
1.1% |
76% |
False |
False |
|
| 40 |
11,341.20 |
10,177.40 |
1,163.80 |
10.4% |
140.73 |
1.3% |
90% |
False |
False |
|
| 60 |
11,341.20 |
9,976.02 |
1,365.18 |
12.2% |
153.14 |
1.4% |
92% |
False |
False |
|
| 80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.4% |
153.41 |
1.4% |
90% |
False |
False |
|
| 100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.4% |
153.20 |
1.4% |
90% |
False |
False |
|
| 120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.4% |
148.90 |
1.3% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,926.93 |
|
2.618 |
11,679.35 |
|
1.618 |
11,527.65 |
|
1.000 |
11,433.90 |
|
0.618 |
11,375.95 |
|
HIGH |
11,282.20 |
|
0.618 |
11,224.25 |
|
0.500 |
11,206.35 |
|
0.382 |
11,188.45 |
|
LOW |
11,130.50 |
|
0.618 |
11,036.75 |
|
1.000 |
10,978.80 |
|
1.618 |
10,885.05 |
|
2.618 |
10,733.35 |
|
4.250 |
10,485.78 |
|
|
| Fisher Pivots for day following 15-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,218.98 |
11,218.98 |
| PP |
11,212.67 |
11,212.67 |
| S1 |
11,206.35 |
11,206.35 |
|