Trading Metrics calculated at close of trading on 10-Dec-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-1999 |
10-Dec-1999 |
Change |
Change % |
Previous Week |
Open |
3,184.50 |
3,172.38 |
-12.12 |
-0.4% |
3,172.31 |
High |
3,219.22 |
3,208.93 |
-10.29 |
-0.3% |
3,223.63 |
Low |
3,093.98 |
3,129.95 |
35.97 |
1.2% |
3,093.98 |
Close |
3,167.52 |
3,203.28 |
35.76 |
1.1% |
3,203.28 |
Range |
125.24 |
78.98 |
-46.26 |
-36.9% |
129.65 |
ATR |
76.35 |
76.54 |
0.19 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,417.66 |
3,389.45 |
3,246.72 |
|
R3 |
3,338.68 |
3,310.47 |
3,225.00 |
|
R2 |
3,259.70 |
3,259.70 |
3,217.76 |
|
R1 |
3,231.49 |
3,231.49 |
3,210.52 |
3,245.60 |
PP |
3,180.72 |
3,180.72 |
3,180.72 |
3,187.77 |
S1 |
3,152.51 |
3,152.51 |
3,196.04 |
3,166.62 |
S2 |
3,101.74 |
3,101.74 |
3,188.80 |
|
S3 |
3,022.76 |
3,073.53 |
3,181.56 |
|
S4 |
2,943.78 |
2,994.55 |
3,159.84 |
|
|
Weekly Pivots for week ending 10-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,562.58 |
3,512.58 |
3,274.59 |
|
R3 |
3,432.93 |
3,382.93 |
3,238.93 |
|
R2 |
3,303.28 |
3,303.28 |
3,227.05 |
|
R1 |
3,253.28 |
3,253.28 |
3,215.16 |
3,278.28 |
PP |
3,173.63 |
3,173.63 |
3,173.63 |
3,186.13 |
S1 |
3,123.63 |
3,123.63 |
3,191.40 |
3,148.63 |
S2 |
3,043.98 |
3,043.98 |
3,179.51 |
|
S3 |
2,914.33 |
2,993.98 |
3,167.63 |
|
S4 |
2,784.68 |
2,864.33 |
3,131.97 |
|
|
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 |
4.0% |
78.57 |
2.5% |
84% |
False |
False |
|
10 |
3,223.63 |
2,956.79 |
266.84 |
8.3% |
81.75 |
2.6% |
92% |
False |
False |
|
20 |
3,223.63 |
2,775.96 |
447.67 |
14.0% |
76.74 |
2.4% |
95% |
False |
False |
|
40 |
3,223.63 |
2,299.95 |
923.68 |
28.8% |
70.90 |
2.2% |
98% |
False |
False |
|
60 |
3,223.63 |
2,299.95 |
923.68 |
28.8% |
68.48 |
2.1% |
98% |
False |
False |
|
80 |
3,223.63 |
2,270.96 |
952.67 |
29.7% |
65.54 |
2.0% |
98% |
False |
False |
|
100 |
3,223.63 |
2,120.26 |
1,103.37 |
34.4% |
64.83 |
2.0% |
98% |
False |
False |
|
120 |
3,223.63 |
2,120.26 |
1,103.37 |
34.4% |
62.41 |
1.9% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,544.60 |
2.618 |
3,415.70 |
1.618 |
3,336.72 |
1.000 |
3,287.91 |
0.618 |
3,257.74 |
HIGH |
3,208.93 |
0.618 |
3,178.76 |
0.500 |
3,169.44 |
0.382 |
3,160.12 |
LOW |
3,129.95 |
0.618 |
3,081.14 |
1.000 |
3,050.97 |
1.618 |
3,002.16 |
2.618 |
2,923.18 |
4.250 |
2,794.29 |
|
|
Fisher Pivots for day following 10-Dec-1999 |
Pivot |
1 day |
3 day |
R1 |
3,192.00 |
3,188.44 |
PP |
3,180.72 |
3,173.61 |
S1 |
3,169.44 |
3,158.77 |
|