Trading Metrics calculated at close of trading on 17-Dec-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-1999 |
17-Dec-1999 |
Change |
Change % |
Previous Week |
Open |
3,253.98 |
3,332.31 |
78.33 |
2.4% |
3,198.35 |
High |
3,332.56 |
3,434.22 |
101.66 |
3.1% |
3,434.22 |
Low |
3,253.98 |
3,341.71 |
87.73 |
2.7% |
3,121.32 |
Close |
3,332.31 |
3,359.86 |
27.55 |
0.8% |
3,359.86 |
Range |
78.58 |
92.51 |
13.93 |
17.7% |
312.90 |
ATR |
81.22 |
82.70 |
1.48 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,656.13 |
3,600.50 |
3,410.74 |
|
R3 |
3,563.62 |
3,507.99 |
3,385.30 |
|
R2 |
3,471.11 |
3,471.11 |
3,376.82 |
|
R1 |
3,415.48 |
3,415.48 |
3,368.34 |
3,443.30 |
PP |
3,378.60 |
3,378.60 |
3,378.60 |
3,392.50 |
S1 |
3,322.97 |
3,322.97 |
3,351.38 |
3,350.79 |
S2 |
3,286.09 |
3,286.09 |
3,342.90 |
|
S3 |
3,193.58 |
3,230.46 |
3,334.42 |
|
S4 |
3,101.07 |
3,137.95 |
3,308.98 |
|
|
Weekly Pivots for week ending 17-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,243.83 |
4,114.75 |
3,531.96 |
|
R3 |
3,930.93 |
3,801.85 |
3,445.91 |
|
R2 |
3,618.03 |
3,618.03 |
3,417.23 |
|
R1 |
3,488.95 |
3,488.95 |
3,388.54 |
3,553.49 |
PP |
3,305.13 |
3,305.13 |
3,305.13 |
3,337.41 |
S1 |
3,176.05 |
3,176.05 |
3,331.18 |
3,240.59 |
S2 |
2,992.23 |
2,992.23 |
3,302.50 |
|
S3 |
2,679.33 |
2,863.15 |
3,273.81 |
|
S4 |
2,366.43 |
2,550.25 |
3,187.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,434.22 |
3,121.32 |
312.90 |
9.3% |
90.84 |
2.7% |
76% |
True |
False |
|
10 |
3,434.22 |
3,093.98 |
340.24 |
10.1% |
84.71 |
2.5% |
78% |
True |
False |
|
20 |
3,434.22 |
2,956.79 |
477.43 |
14.2% |
81.50 |
2.4% |
84% |
True |
False |
|
40 |
3,434.22 |
2,423.29 |
1,010.93 |
30.1% |
71.91 |
2.1% |
93% |
True |
False |
|
60 |
3,434.22 |
2,299.95 |
1,134.27 |
33.8% |
69.91 |
2.1% |
93% |
True |
False |
|
80 |
3,434.22 |
2,299.95 |
1,134.27 |
33.8% |
67.68 |
2.0% |
93% |
True |
False |
|
100 |
3,434.22 |
2,120.26 |
1,313.96 |
39.1% |
66.08 |
2.0% |
94% |
True |
False |
|
120 |
3,434.22 |
2,120.26 |
1,313.96 |
39.1% |
63.59 |
1.9% |
94% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,827.39 |
2.618 |
3,676.41 |
1.618 |
3,583.90 |
1.000 |
3,526.73 |
0.618 |
3,491.39 |
HIGH |
3,434.22 |
0.618 |
3,398.88 |
0.500 |
3,387.97 |
0.382 |
3,377.05 |
LOW |
3,341.71 |
0.618 |
3,284.54 |
1.000 |
3,249.20 |
1.618 |
3,192.03 |
2.618 |
3,099.52 |
4.250 |
2,948.54 |
|
|
Fisher Pivots for day following 17-Dec-1999 |
Pivot |
1 day |
3 day |
R1 |
3,387.97 |
3,332.50 |
PP |
3,378.60 |
3,305.13 |
S1 |
3,369.23 |
3,277.77 |
|