Trading Metrics calculated at close of trading on 20-Dec-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-1999 |
20-Dec-1999 |
Change |
Change % |
Previous Week |
Open |
3,332.31 |
3,359.86 |
27.55 |
0.8% |
3,198.35 |
High |
3,434.22 |
3,406.22 |
-28.00 |
-0.8% |
3,434.22 |
Low |
3,341.71 |
3,351.53 |
9.82 |
0.3% |
3,121.32 |
Close |
3,359.86 |
3,390.01 |
30.15 |
0.9% |
3,359.86 |
Range |
92.51 |
54.69 |
-37.82 |
-40.9% |
312.90 |
ATR |
82.70 |
80.70 |
-2.00 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,546.66 |
3,523.02 |
3,420.09 |
|
R3 |
3,491.97 |
3,468.33 |
3,405.05 |
|
R2 |
3,437.28 |
3,437.28 |
3,400.04 |
|
R1 |
3,413.64 |
3,413.64 |
3,395.02 |
3,425.46 |
PP |
3,382.59 |
3,382.59 |
3,382.59 |
3,388.50 |
S1 |
3,358.95 |
3,358.95 |
3,385.00 |
3,370.77 |
S2 |
3,327.90 |
3,327.90 |
3,379.98 |
|
S3 |
3,273.21 |
3,304.26 |
3,374.97 |
|
S4 |
3,218.52 |
3,249.57 |
3,359.93 |
|
|
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 |
9.2% |
85.85 |
2.5% |
86% |
False |
False |
|
10 |
3,434.22 |
3,093.98 |
340.24 |
10.0% |
83.11 |
2.5% |
87% |
False |
False |
|
20 |
3,434.22 |
2,956.79 |
477.43 |
14.1% |
81.67 |
2.4% |
91% |
False |
False |
|
40 |
3,434.22 |
2,423.29 |
1,010.93 |
29.8% |
72.00 |
2.1% |
96% |
False |
False |
|
60 |
3,434.22 |
2,299.95 |
1,134.27 |
33.5% |
69.73 |
2.1% |
96% |
False |
False |
|
80 |
3,434.22 |
2,299.95 |
1,134.27 |
33.5% |
67.72 |
2.0% |
96% |
False |
False |
|
100 |
3,434.22 |
2,120.26 |
1,313.96 |
38.8% |
65.85 |
1.9% |
97% |
False |
False |
|
120 |
3,434.22 |
2,120.26 |
1,313.96 |
38.8% |
63.46 |
1.9% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,638.65 |
2.618 |
3,549.40 |
1.618 |
3,494.71 |
1.000 |
3,460.91 |
0.618 |
3,440.02 |
HIGH |
3,406.22 |
0.618 |
3,385.33 |
0.500 |
3,378.88 |
0.382 |
3,372.42 |
LOW |
3,351.53 |
0.618 |
3,317.73 |
1.000 |
3,296.84 |
1.618 |
3,263.04 |
2.618 |
3,208.35 |
4.250 |
3,119.10 |
|
|
Fisher Pivots for day following 20-Dec-1999 |
Pivot |
1 day |
3 day |
R1 |
3,386.30 |
3,374.71 |
PP |
3,382.59 |
3,359.40 |
S1 |
3,378.88 |
3,344.10 |
|