Trading Metrics calculated at close of trading on 09-Dec-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-1999 |
09-Dec-1999 |
Change |
Change % |
Previous Week |
Open |
3,197.51 |
3,184.50 |
-13.01 |
-0.4% |
3,114.88 |
High |
3,223.56 |
3,219.22 |
-4.34 |
-0.1% |
3,209.93 |
Low |
3,158.87 |
3,093.98 |
-64.89 |
-2.1% |
2,956.79 |
Close |
3,164.08 |
3,167.52 |
3.44 |
0.1% |
3,172.37 |
Range |
64.69 |
125.24 |
60.55 |
93.6% |
253.14 |
ATR |
72.59 |
76.35 |
3.76 |
5.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,535.96 |
3,476.98 |
3,236.40 |
|
R3 |
3,410.72 |
3,351.74 |
3,201.96 |
|
R2 |
3,285.48 |
3,285.48 |
3,190.48 |
|
R1 |
3,226.50 |
3,226.50 |
3,179.00 |
3,193.37 |
PP |
3,160.24 |
3,160.24 |
3,160.24 |
3,143.68 |
S1 |
3,101.26 |
3,101.26 |
3,156.04 |
3,068.13 |
S2 |
3,035.00 |
3,035.00 |
3,144.56 |
|
S3 |
2,909.76 |
2,976.02 |
3,133.08 |
|
S4 |
2,784.52 |
2,850.78 |
3,098.64 |
|
|
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 |
3,093.98 |
129.65 |
4.1% |
80.74 |
2.5% |
57% |
False |
True |
|
10 |
3,223.63 |
2,956.79 |
266.84 |
8.4% |
78.18 |
2.5% |
79% |
False |
False |
|
20 |
3,223.63 |
2,775.96 |
447.67 |
14.1% |
75.47 |
2.4% |
87% |
False |
False |
|
40 |
3,223.63 |
2,299.95 |
923.68 |
29.2% |
70.38 |
2.2% |
94% |
False |
False |
|
60 |
3,223.63 |
2,299.95 |
923.68 |
29.2% |
68.26 |
2.2% |
94% |
False |
False |
|
80 |
3,223.63 |
2,270.96 |
952.67 |
30.1% |
64.98 |
2.1% |
94% |
False |
False |
|
100 |
3,223.63 |
2,120.26 |
1,103.37 |
34.8% |
64.47 |
2.0% |
95% |
False |
False |
|
120 |
3,223.63 |
2,120.26 |
1,103.37 |
34.8% |
62.34 |
2.0% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,751.49 |
2.618 |
3,547.10 |
1.618 |
3,421.86 |
1.000 |
3,344.46 |
0.618 |
3,296.62 |
HIGH |
3,219.22 |
0.618 |
3,171.38 |
0.500 |
3,156.60 |
0.382 |
3,141.82 |
LOW |
3,093.98 |
0.618 |
3,016.58 |
1.000 |
2,968.74 |
1.618 |
2,891.34 |
2.618 |
2,766.10 |
4.250 |
2,561.71 |
|
|
Fisher Pivots for day following 09-Dec-1999 |
Pivot |
1 day |
3 day |
R1 |
3,163.88 |
3,164.60 |
PP |
3,160.24 |
3,161.69 |
S1 |
3,156.60 |
3,158.77 |
|