Trading Metrics calculated at close of trading on 03-Dec-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-1999 |
03-Dec-1999 |
Change |
Change % |
Previous Week |
Open |
3,002.90 |
3,120.12 |
117.22 |
3.9% |
3,114.88 |
High |
3,108.47 |
3,209.93 |
101.46 |
3.3% |
3,209.93 |
Low |
3,002.90 |
3,120.12 |
117.22 |
3.9% |
2,956.79 |
Close |
3,108.47 |
3,172.37 |
63.90 |
2.1% |
3,172.37 |
Range |
105.57 |
89.81 |
-15.76 |
-14.9% |
253.14 |
ATR |
73.01 |
75.05 |
2.03 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,436.90 |
3,394.45 |
3,221.77 |
|
R3 |
3,347.09 |
3,304.64 |
3,197.07 |
|
R2 |
3,257.28 |
3,257.28 |
3,188.84 |
|
R1 |
3,214.83 |
3,214.83 |
3,180.60 |
3,236.06 |
PP |
3,167.47 |
3,167.47 |
3,167.47 |
3,178.09 |
S1 |
3,125.02 |
3,125.02 |
3,164.14 |
3,146.25 |
S2 |
3,077.66 |
3,077.66 |
3,155.90 |
|
S3 |
2,987.85 |
3,035.21 |
3,147.67 |
|
S4 |
2,898.04 |
2,945.40 |
3,122.97 |
|
|
Weekly Pivots for week ending 03-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,872.45 |
3,775.55 |
3,311.60 |
|
R3 |
3,619.31 |
3,522.41 |
3,241.98 |
|
R2 |
3,366.17 |
3,366.17 |
3,218.78 |
|
R1 |
3,269.27 |
3,269.27 |
3,195.57 |
3,317.72 |
PP |
3,113.03 |
3,113.03 |
3,113.03 |
3,137.26 |
S1 |
3,016.13 |
3,016.13 |
3,149.17 |
3,064.58 |
S2 |
2,859.89 |
2,859.89 |
3,125.96 |
|
S3 |
2,606.75 |
2,762.99 |
3,102.76 |
|
S4 |
2,353.61 |
2,509.85 |
3,033.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,209.93 |
2,956.79 |
253.14 |
8.0% |
84.92 |
2.7% |
85% |
True |
False |
|
10 |
3,209.93 |
2,956.79 |
253.14 |
8.0% |
78.28 |
2.5% |
85% |
True |
False |
|
20 |
3,209.93 |
2,704.88 |
505.05 |
15.9% |
73.11 |
2.3% |
93% |
True |
False |
|
40 |
3,209.93 |
2,299.95 |
909.98 |
28.7% |
69.08 |
2.2% |
96% |
True |
False |
|
60 |
3,209.93 |
2,299.95 |
909.98 |
28.7% |
66.64 |
2.1% |
96% |
True |
False |
|
80 |
3,209.93 |
2,212.99 |
996.94 |
31.4% |
63.91 |
2.0% |
96% |
True |
False |
|
100 |
3,209.93 |
2,120.26 |
1,089.67 |
34.3% |
63.36 |
2.0% |
97% |
True |
False |
|
120 |
3,209.93 |
2,058.17 |
1,151.76 |
36.3% |
62.07 |
2.0% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,591.62 |
2.618 |
3,445.05 |
1.618 |
3,355.24 |
1.000 |
3,299.74 |
0.618 |
3,265.43 |
HIGH |
3,209.93 |
0.618 |
3,175.62 |
0.500 |
3,165.03 |
0.382 |
3,154.43 |
LOW |
3,120.12 |
0.618 |
3,064.62 |
1.000 |
3,030.31 |
1.618 |
2,974.81 |
2.618 |
2,885.00 |
4.250 |
2,738.43 |
|
|
Fisher Pivots for day following 03-Dec-1999 |
Pivot |
1 day |
3 day |
R1 |
3,169.92 |
3,142.70 |
PP |
3,167.47 |
3,113.03 |
S1 |
3,165.03 |
3,083.36 |
|