Trading Metrics calculated at close of trading on 08-Dec-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-1999 |
08-Dec-1999 |
Change |
Change % |
Previous Week |
Open |
3,190.57 |
3,197.51 |
6.94 |
0.2% |
3,114.88 |
High |
3,211.99 |
3,223.56 |
11.57 |
0.4% |
3,209.93 |
Low |
3,158.73 |
3,158.87 |
0.14 |
0.0% |
2,956.79 |
Close |
3,205.08 |
3,164.08 |
-41.00 |
-1.3% |
3,172.37 |
Range |
53.26 |
64.69 |
11.43 |
21.5% |
253.14 |
ATR |
73.20 |
72.59 |
-0.61 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,376.24 |
3,334.85 |
3,199.66 |
|
R3 |
3,311.55 |
3,270.16 |
3,181.87 |
|
R2 |
3,246.86 |
3,246.86 |
3,175.94 |
|
R1 |
3,205.47 |
3,205.47 |
3,170.01 |
3,193.82 |
PP |
3,182.17 |
3,182.17 |
3,182.17 |
3,176.35 |
S1 |
3,140.78 |
3,140.78 |
3,158.15 |
3,129.13 |
S2 |
3,117.48 |
3,117.48 |
3,152.22 |
|
S3 |
3,052.79 |
3,076.09 |
3,146.29 |
|
S4 |
2,988.10 |
3,011.40 |
3,128.50 |
|
|
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 |
3,223.63 |
3,002.90 |
220.73 |
7.0% |
76.81 |
2.4% |
73% |
False |
False |
|
10 |
3,223.63 |
2,956.79 |
266.84 |
8.4% |
78.35 |
2.5% |
78% |
False |
False |
|
20 |
3,223.63 |
2,757.98 |
465.65 |
14.7% |
72.54 |
2.3% |
87% |
False |
False |
|
40 |
3,223.63 |
2,299.95 |
923.68 |
29.2% |
69.31 |
2.2% |
94% |
False |
False |
|
60 |
3,223.63 |
2,299.95 |
923.68 |
29.2% |
67.46 |
2.1% |
94% |
False |
False |
|
80 |
3,223.63 |
2,270.96 |
952.67 |
30.1% |
64.05 |
2.0% |
94% |
False |
False |
|
100 |
3,223.63 |
2,120.26 |
1,103.37 |
34.9% |
64.19 |
2.0% |
95% |
False |
False |
|
120 |
3,223.63 |
2,120.26 |
1,103.37 |
34.9% |
61.82 |
2.0% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,498.49 |
2.618 |
3,392.92 |
1.618 |
3,328.23 |
1.000 |
3,288.25 |
0.618 |
3,263.54 |
HIGH |
3,223.56 |
0.618 |
3,198.85 |
0.500 |
3,191.22 |
0.382 |
3,183.58 |
LOW |
3,158.87 |
0.618 |
3,118.89 |
1.000 |
3,094.18 |
1.618 |
3,054.20 |
2.618 |
2,989.51 |
4.250 |
2,883.94 |
|
|
Fisher Pivots for day following 08-Dec-1999 |
Pivot |
1 day |
3 day |
R1 |
3,191.22 |
3,188.28 |
PP |
3,182.17 |
3,180.21 |
S1 |
3,173.13 |
3,172.15 |
|