Trading Metrics calculated at close of trading on 14-Dec-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-1999 |
14-Dec-1999 |
Change |
Change % |
Previous Week |
Open |
3,198.35 |
3,243.60 |
45.25 |
1.4% |
3,172.31 |
High |
3,252.92 |
3,251.79 |
-1.13 |
0.0% |
3,223.63 |
Low |
3,173.27 |
3,166.66 |
-6.61 |
-0.2% |
3,093.98 |
Close |
3,242.37 |
3,167.29 |
-75.08 |
-2.3% |
3,203.28 |
Range |
79.65 |
85.13 |
5.48 |
6.9% |
129.65 |
ATR |
76.76 |
77.36 |
0.60 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,450.64 |
3,394.09 |
3,214.11 |
|
R3 |
3,365.51 |
3,308.96 |
3,190.70 |
|
R2 |
3,280.38 |
3,280.38 |
3,182.90 |
|
R1 |
3,223.83 |
3,223.83 |
3,175.09 |
3,209.54 |
PP |
3,195.25 |
3,195.25 |
3,195.25 |
3,188.10 |
S1 |
3,138.70 |
3,138.70 |
3,159.49 |
3,124.41 |
S2 |
3,110.12 |
3,110.12 |
3,151.68 |
|
S3 |
3,024.99 |
3,053.57 |
3,143.88 |
|
S4 |
2,939.86 |
2,968.44 |
3,120.47 |
|
|
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 |
3,252.92 |
3,093.98 |
158.94 |
5.0% |
86.74 |
2.7% |
46% |
False |
False |
|
10 |
3,252.92 |
2,956.79 |
296.13 |
9.3% |
81.55 |
2.6% |
71% |
False |
False |
|
20 |
3,252.92 |
2,875.87 |
377.05 |
11.9% |
77.71 |
2.5% |
77% |
False |
False |
|
40 |
3,252.92 |
2,346.27 |
906.65 |
28.6% |
70.25 |
2.2% |
91% |
False |
False |
|
60 |
3,252.92 |
2,299.95 |
952.97 |
30.1% |
69.61 |
2.2% |
91% |
False |
False |
|
80 |
3,252.92 |
2,299.95 |
952.97 |
30.1% |
66.53 |
2.1% |
91% |
False |
False |
|
100 |
3,252.92 |
2,120.26 |
1,132.66 |
35.8% |
65.21 |
2.1% |
92% |
False |
False |
|
120 |
3,252.92 |
2,120.26 |
1,132.66 |
35.8% |
62.78 |
2.0% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,613.59 |
2.618 |
3,474.66 |
1.618 |
3,389.53 |
1.000 |
3,336.92 |
0.618 |
3,304.40 |
HIGH |
3,251.79 |
0.618 |
3,219.27 |
0.500 |
3,209.23 |
0.382 |
3,199.18 |
LOW |
3,166.66 |
0.618 |
3,114.05 |
1.000 |
3,081.53 |
1.618 |
3,028.92 |
2.618 |
2,943.79 |
4.250 |
2,804.86 |
|
|
Fisher Pivots for day following 14-Dec-1999 |
Pivot |
1 day |
3 day |
R1 |
3,209.23 |
3,191.44 |
PP |
3,195.25 |
3,183.39 |
S1 |
3,181.27 |
3,175.34 |
|