Trading Metrics calculated at close of trading on 16-Dec-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-1999 |
16-Dec-1999 |
Change |
Change % |
Previous Week |
Open |
3,165.68 |
3,253.98 |
88.30 |
2.8% |
3,172.31 |
High |
3,239.65 |
3,332.56 |
92.91 |
2.9% |
3,223.63 |
Low |
3,121.32 |
3,253.98 |
132.66 |
4.3% |
3,093.98 |
Close |
3,239.18 |
3,332.31 |
93.13 |
2.9% |
3,203.28 |
Range |
118.33 |
78.58 |
-39.75 |
-33.6% |
129.65 |
ATR |
80.29 |
81.22 |
0.94 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,542.02 |
3,515.75 |
3,375.53 |
|
R3 |
3,463.44 |
3,437.17 |
3,353.92 |
|
R2 |
3,384.86 |
3,384.86 |
3,346.72 |
|
R1 |
3,358.59 |
3,358.59 |
3,339.51 |
3,371.73 |
PP |
3,306.28 |
3,306.28 |
3,306.28 |
3,312.85 |
S1 |
3,280.01 |
3,280.01 |
3,325.11 |
3,293.15 |
S2 |
3,227.70 |
3,227.70 |
3,317.90 |
|
S3 |
3,149.12 |
3,201.43 |
3,310.70 |
|
S4 |
3,070.54 |
3,122.85 |
3,289.09 |
|
|
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 |
3,332.56 |
3,121.32 |
211.24 |
6.3% |
88.13 |
2.6% |
100% |
True |
False |
|
10 |
3,332.56 |
3,093.98 |
238.58 |
7.2% |
84.44 |
2.5% |
100% |
True |
False |
|
20 |
3,332.56 |
2,914.25 |
418.31 |
12.6% |
81.33 |
2.4% |
100% |
True |
False |
|
40 |
3,332.56 |
2,396.58 |
935.98 |
28.1% |
71.73 |
2.2% |
100% |
True |
False |
|
60 |
3,332.56 |
2,299.95 |
1,032.61 |
31.0% |
70.83 |
2.1% |
100% |
True |
False |
|
80 |
3,332.56 |
2,299.95 |
1,032.61 |
31.0% |
67.34 |
2.0% |
100% |
True |
False |
|
100 |
3,332.56 |
2,120.26 |
1,212.30 |
36.4% |
65.70 |
2.0% |
100% |
True |
False |
|
120 |
3,332.56 |
2,120.26 |
1,212.30 |
36.4% |
63.54 |
1.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,666.53 |
2.618 |
3,538.28 |
1.618 |
3,459.70 |
1.000 |
3,411.14 |
0.618 |
3,381.12 |
HIGH |
3,332.56 |
0.618 |
3,302.54 |
0.500 |
3,293.27 |
0.382 |
3,284.00 |
LOW |
3,253.98 |
0.618 |
3,205.42 |
1.000 |
3,175.40 |
1.618 |
3,126.84 |
2.618 |
3,048.26 |
4.250 |
2,920.02 |
|
|
Fisher Pivots for day following 16-Dec-1999 |
Pivot |
1 day |
3 day |
R1 |
3,319.30 |
3,297.19 |
PP |
3,306.28 |
3,262.06 |
S1 |
3,293.27 |
3,226.94 |
|