| Trading Metrics calculated at close of trading on 22-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-1999 |
22-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
3,397.26 |
3,536.92 |
139.66 |
4.1% |
3,198.35 |
| High |
3,528.88 |
3,568.48 |
39.60 |
1.1% |
3,434.22 |
| Low |
3,393.07 |
3,501.34 |
108.27 |
3.2% |
3,121.32 |
| Close |
3,528.53 |
3,562.29 |
33.76 |
1.0% |
3,359.86 |
| Range |
135.81 |
67.14 |
-68.67 |
-50.6% |
312.90 |
| ATR |
84.85 |
83.59 |
-1.27 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,745.46 |
3,721.01 |
3,599.22 |
|
| R3 |
3,678.32 |
3,653.87 |
3,580.75 |
|
| R2 |
3,611.18 |
3,611.18 |
3,574.60 |
|
| R1 |
3,586.73 |
3,586.73 |
3,568.44 |
3,598.96 |
| PP |
3,544.04 |
3,544.04 |
3,544.04 |
3,550.15 |
| S1 |
3,519.59 |
3,519.59 |
3,556.14 |
3,531.82 |
| S2 |
3,476.90 |
3,476.90 |
3,549.98 |
|
| S3 |
3,409.76 |
3,452.45 |
3,543.83 |
|
| S4 |
3,342.62 |
3,385.31 |
3,525.36 |
|
|
| 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 |
3,568.48 |
3,253.98 |
314.50 |
8.8% |
85.75 |
2.4% |
98% |
True |
False |
|
| 10 |
3,568.48 |
3,093.98 |
474.50 |
13.3% |
91.61 |
2.6% |
99% |
True |
False |
|
| 20 |
3,568.48 |
2,956.79 |
611.69 |
17.2% |
84.98 |
2.4% |
99% |
True |
False |
|
| 40 |
3,568.48 |
2,423.29 |
1,145.19 |
32.1% |
74.53 |
2.1% |
99% |
True |
False |
|
| 60 |
3,568.48 |
2,299.95 |
1,268.53 |
35.6% |
70.93 |
2.0% |
100% |
True |
False |
|
| 80 |
3,568.48 |
2,299.95 |
1,268.53 |
35.6% |
69.01 |
1.9% |
100% |
True |
False |
|
| 100 |
3,568.48 |
2,120.26 |
1,448.22 |
40.7% |
66.90 |
1.9% |
100% |
True |
False |
|
| 120 |
3,568.48 |
2,120.26 |
1,448.22 |
40.7% |
64.46 |
1.8% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,853.83 |
|
2.618 |
3,744.25 |
|
1.618 |
3,677.11 |
|
1.000 |
3,635.62 |
|
0.618 |
3,609.97 |
|
HIGH |
3,568.48 |
|
0.618 |
3,542.83 |
|
0.500 |
3,534.91 |
|
0.382 |
3,526.99 |
|
LOW |
3,501.34 |
|
0.618 |
3,459.85 |
|
1.000 |
3,434.20 |
|
1.618 |
3,392.71 |
|
2.618 |
3,325.57 |
|
4.250 |
3,216.00 |
|
|
| Fisher Pivots for day following 22-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
3,553.16 |
3,528.20 |
| PP |
3,544.04 |
3,494.10 |
| S1 |
3,534.91 |
3,460.01 |
|