| Trading Metrics calculated at close of trading on 30-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-1999 |
30-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
11,528.40 |
11,524.40 |
-4.00 |
0.0% |
11,257.40 |
| High |
11,543.10 |
11,568.80 |
25.70 |
0.2% |
11,443.10 |
| Low |
11,425.60 |
11,446.70 |
21.10 |
0.2% |
11,098.00 |
| Close |
11,484.70 |
11,452.90 |
-31.80 |
-0.3% |
11,405.80 |
| Range |
117.50 |
122.10 |
4.60 |
3.9% |
345.10 |
| ATR |
137.28 |
136.19 |
-1.08 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,855.77 |
11,776.43 |
11,520.06 |
|
| R3 |
11,733.67 |
11,654.33 |
11,486.48 |
|
| R2 |
11,611.57 |
11,611.57 |
11,475.29 |
|
| R1 |
11,532.23 |
11,532.23 |
11,464.09 |
11,510.85 |
| PP |
11,489.47 |
11,489.47 |
11,489.47 |
11,478.78 |
| S1 |
11,410.13 |
11,410.13 |
11,441.71 |
11,388.75 |
| S2 |
11,367.37 |
11,367.37 |
11,430.52 |
|
| S3 |
11,245.27 |
11,288.03 |
11,419.32 |
|
| S4 |
11,123.17 |
11,165.93 |
11,385.75 |
|
|
| Weekly Pivots for week ending 24-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,350.93 |
12,223.47 |
11,595.61 |
|
| R3 |
12,005.83 |
11,878.37 |
11,500.70 |
|
| R2 |
11,660.73 |
11,660.73 |
11,469.07 |
|
| R1 |
11,533.27 |
11,533.27 |
11,437.43 |
11,597.00 |
| PP |
11,315.63 |
11,315.63 |
11,315.63 |
11,347.50 |
| S1 |
11,188.17 |
11,188.17 |
11,374.17 |
11,251.90 |
| S2 |
10,970.53 |
10,970.53 |
11,342.53 |
|
| S3 |
10,625.43 |
10,843.07 |
11,310.90 |
|
| S4 |
10,280.33 |
10,497.97 |
11,216.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,568.80 |
11,202.10 |
366.70 |
3.2% |
142.08 |
1.2% |
68% |
True |
False |
|
| 10 |
11,568.80 |
11,098.00 |
470.80 |
4.1% |
137.45 |
1.2% |
75% |
True |
False |
|
| 20 |
11,568.80 |
10,988.60 |
580.20 |
5.1% |
137.25 |
1.2% |
80% |
True |
False |
|
| 40 |
11,568.80 |
10,536.30 |
1,032.50 |
9.0% |
132.35 |
1.2% |
89% |
True |
False |
|
| 60 |
11,568.80 |
9,976.02 |
1,592.78 |
13.9% |
147.31 |
1.3% |
93% |
True |
False |
|
| 80 |
11,568.80 |
9,976.02 |
1,592.78 |
13.9% |
149.85 |
1.3% |
93% |
True |
False |
|
| 100 |
11,568.80 |
9,976.02 |
1,592.78 |
13.9% |
150.67 |
1.3% |
93% |
True |
False |
|
| 120 |
11,568.80 |
9,976.02 |
1,592.78 |
13.9% |
149.04 |
1.3% |
93% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,087.73 |
|
2.618 |
11,888.46 |
|
1.618 |
11,766.36 |
|
1.000 |
11,690.90 |
|
0.618 |
11,644.26 |
|
HIGH |
11,568.80 |
|
0.618 |
11,522.16 |
|
0.500 |
11,507.75 |
|
0.382 |
11,493.34 |
|
LOW |
11,446.70 |
|
0.618 |
11,371.24 |
|
1.000 |
11,324.60 |
|
1.618 |
11,249.14 |
|
2.618 |
11,127.04 |
|
4.250 |
10,927.78 |
|
|
| Fisher Pivots for day following 30-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,507.75 |
11,475.50 |
| PP |
11,489.47 |
11,467.97 |
| S1 |
11,471.18 |
11,460.43 |
|