Trading Metrics calculated at close of trading on 27-Dec-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-1999 |
27-Dec-1999 |
Change |
Change % |
Previous Week |
Open |
3,566.40 |
3,588.43 |
22.03 |
0.6% |
3,359.86 |
High |
3,625.58 |
3,620.13 |
-5.45 |
-0.2% |
3,625.58 |
Low |
3,566.40 |
3,521.85 |
-44.55 |
-1.2% |
3,351.53 |
Close |
3,590.28 |
3,598.51 |
8.23 |
0.2% |
3,590.28 |
Range |
59.18 |
98.28 |
39.10 |
66.1% |
274.05 |
ATR |
82.14 |
83.29 |
1.15 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,875.00 |
3,835.04 |
3,652.56 |
|
R3 |
3,776.72 |
3,736.76 |
3,625.54 |
|
R2 |
3,678.44 |
3,678.44 |
3,616.53 |
|
R1 |
3,638.48 |
3,638.48 |
3,607.52 |
3,658.46 |
PP |
3,580.16 |
3,580.16 |
3,580.16 |
3,590.16 |
S1 |
3,540.20 |
3,540.20 |
3,589.50 |
3,560.18 |
S2 |
3,481.88 |
3,481.88 |
3,580.49 |
|
S3 |
3,383.60 |
3,441.92 |
3,571.48 |
|
S4 |
3,285.32 |
3,343.64 |
3,544.46 |
|
|
Weekly Pivots for week ending 24-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,344.61 |
4,241.50 |
3,741.01 |
|
R3 |
4,070.56 |
3,967.45 |
3,665.64 |
|
R2 |
3,796.51 |
3,796.51 |
3,640.52 |
|
R1 |
3,693.40 |
3,693.40 |
3,615.40 |
3,744.96 |
PP |
3,522.46 |
3,522.46 |
3,522.46 |
3,548.24 |
S1 |
3,419.35 |
3,419.35 |
3,565.16 |
3,470.91 |
S2 |
3,248.41 |
3,248.41 |
3,540.04 |
|
S3 |
2,974.36 |
3,145.30 |
3,514.92 |
|
S4 |
2,700.31 |
2,871.25 |
3,439.55 |
|
|
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 |
3,351.53 |
274.05 |
7.6% |
83.02 |
2.3% |
90% |
False |
False |
|
10 |
3,625.58 |
3,121.32 |
504.26 |
14.0% |
86.93 |
2.4% |
95% |
False |
False |
|
20 |
3,625.58 |
2,956.79 |
668.79 |
18.6% |
84.34 |
2.3% |
96% |
False |
False |
|
40 |
3,625.58 |
2,539.93 |
1,085.65 |
30.2% |
75.65 |
2.1% |
98% |
False |
False |
|
60 |
3,625.58 |
2,299.95 |
1,325.63 |
36.8% |
71.79 |
2.0% |
98% |
False |
False |
|
80 |
3,625.58 |
2,299.95 |
1,325.63 |
36.8% |
69.52 |
1.9% |
98% |
False |
False |
|
100 |
3,625.58 |
2,120.26 |
1,505.32 |
41.8% |
67.10 |
1.9% |
98% |
False |
False |
|
120 |
3,625.58 |
2,120.26 |
1,505.32 |
41.8% |
65.05 |
1.8% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,037.82 |
2.618 |
3,877.43 |
1.618 |
3,779.15 |
1.000 |
3,718.41 |
0.618 |
3,680.87 |
HIGH |
3,620.13 |
0.618 |
3,582.59 |
0.500 |
3,570.99 |
0.382 |
3,559.39 |
LOW |
3,521.85 |
0.618 |
3,461.11 |
1.000 |
3,423.57 |
1.618 |
3,362.83 |
2.618 |
3,264.55 |
4.250 |
3,104.16 |
|
|
Fisher Pivots for day following 27-Dec-1999 |
Pivot |
1 day |
3 day |
R1 |
3,589.34 |
3,586.83 |
PP |
3,580.16 |
3,575.14 |
S1 |
3,570.99 |
3,563.46 |
|