| Trading Metrics calculated at close of trading on 23-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-1999 |
23-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
3,536.92 |
3,566.40 |
29.48 |
0.8% |
3,198.35 |
| High |
3,568.48 |
3,625.58 |
57.10 |
1.6% |
3,434.22 |
| Low |
3,501.34 |
3,566.40 |
65.06 |
1.9% |
3,121.32 |
| Close |
3,562.29 |
3,590.28 |
27.99 |
0.8% |
3,359.86 |
| Range |
67.14 |
59.18 |
-7.96 |
-11.9% |
312.90 |
| ATR |
83.59 |
82.14 |
-1.45 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,771.63 |
3,740.13 |
3,622.83 |
|
| R3 |
3,712.45 |
3,680.95 |
3,606.55 |
|
| R2 |
3,653.27 |
3,653.27 |
3,601.13 |
|
| R1 |
3,621.77 |
3,621.77 |
3,595.70 |
3,637.52 |
| PP |
3,594.09 |
3,594.09 |
3,594.09 |
3,601.96 |
| S1 |
3,562.59 |
3,562.59 |
3,584.86 |
3,578.34 |
| S2 |
3,534.91 |
3,534.91 |
3,579.43 |
|
| S3 |
3,475.73 |
3,503.41 |
3,574.01 |
|
| S4 |
3,416.55 |
3,444.23 |
3,557.73 |
|
|
| 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 |
3,625.58 |
3,341.71 |
283.87 |
7.9% |
81.87 |
2.3% |
88% |
True |
False |
|
| 10 |
3,625.58 |
3,121.32 |
504.26 |
14.0% |
85.00 |
2.4% |
93% |
True |
False |
|
| 20 |
3,625.58 |
2,956.79 |
668.79 |
18.6% |
81.59 |
2.3% |
95% |
True |
False |
|
| 40 |
3,625.58 |
2,471.91 |
1,153.67 |
32.1% |
74.89 |
2.1% |
97% |
True |
False |
|
| 60 |
3,625.58 |
2,299.95 |
1,325.63 |
36.9% |
71.05 |
2.0% |
97% |
True |
False |
|
| 80 |
3,625.58 |
2,299.95 |
1,325.63 |
36.9% |
68.83 |
1.9% |
97% |
True |
False |
|
| 100 |
3,625.58 |
2,120.26 |
1,505.32 |
41.9% |
66.68 |
1.9% |
98% |
True |
False |
|
| 120 |
3,625.58 |
2,120.26 |
1,505.32 |
41.9% |
64.48 |
1.8% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,877.10 |
|
2.618 |
3,780.51 |
|
1.618 |
3,721.33 |
|
1.000 |
3,684.76 |
|
0.618 |
3,662.15 |
|
HIGH |
3,625.58 |
|
0.618 |
3,602.97 |
|
0.500 |
3,595.99 |
|
0.382 |
3,589.01 |
|
LOW |
3,566.40 |
|
0.618 |
3,529.83 |
|
1.000 |
3,507.22 |
|
1.618 |
3,470.65 |
|
2.618 |
3,411.47 |
|
4.250 |
3,314.89 |
|
|
| Fisher Pivots for day following 23-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
3,595.99 |
3,563.30 |
| PP |
3,594.09 |
3,536.31 |
| S1 |
3,592.18 |
3,509.33 |
|