| Trading Metrics calculated at close of trading on 29-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-1999 |
29-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
3,601.14 |
3,582.93 |
-18.21 |
-0.5% |
3,359.86 |
| High |
3,623.03 |
3,689.82 |
66.79 |
1.8% |
3,625.58 |
| Low |
3,550.87 |
3,582.93 |
32.06 |
0.9% |
3,351.53 |
| Close |
3,579.95 |
3,689.68 |
109.73 |
3.1% |
3,590.28 |
| Range |
72.16 |
106.89 |
34.73 |
48.1% |
274.05 |
| ATR |
82.50 |
84.45 |
1.96 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,974.81 |
3,939.14 |
3,748.47 |
|
| R3 |
3,867.92 |
3,832.25 |
3,719.07 |
|
| R2 |
3,761.03 |
3,761.03 |
3,709.28 |
|
| R1 |
3,725.36 |
3,725.36 |
3,699.48 |
3,743.20 |
| PP |
3,654.14 |
3,654.14 |
3,654.14 |
3,663.06 |
| S1 |
3,618.47 |
3,618.47 |
3,679.88 |
3,636.31 |
| S2 |
3,547.25 |
3,547.25 |
3,670.08 |
|
| S3 |
3,440.36 |
3,511.58 |
3,660.29 |
|
| S4 |
3,333.47 |
3,404.69 |
3,630.89 |
|
|
| 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 |
3,689.82 |
3,501.34 |
188.48 |
5.1% |
80.73 |
2.2% |
100% |
True |
False |
|
| 10 |
3,689.82 |
3,121.32 |
568.50 |
15.4% |
88.36 |
2.4% |
100% |
True |
False |
|
| 20 |
3,689.82 |
2,956.79 |
733.03 |
19.9% |
84.95 |
2.3% |
100% |
True |
False |
|
| 40 |
3,689.82 |
2,612.39 |
1,077.43 |
29.2% |
76.22 |
2.1% |
100% |
True |
False |
|
| 60 |
3,689.82 |
2,299.95 |
1,389.87 |
37.7% |
72.92 |
2.0% |
100% |
True |
False |
|
| 80 |
3,689.82 |
2,299.95 |
1,389.87 |
37.7% |
69.71 |
1.9% |
100% |
True |
False |
|
| 100 |
3,689.82 |
2,120.26 |
1,569.56 |
42.5% |
67.47 |
1.8% |
100% |
True |
False |
|
| 120 |
3,689.82 |
2,120.26 |
1,569.56 |
42.5% |
65.88 |
1.8% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,144.10 |
|
2.618 |
3,969.66 |
|
1.618 |
3,862.77 |
|
1.000 |
3,796.71 |
|
0.618 |
3,755.88 |
|
HIGH |
3,689.82 |
|
0.618 |
3,648.99 |
|
0.500 |
3,636.38 |
|
0.382 |
3,623.76 |
|
LOW |
3,582.93 |
|
0.618 |
3,516.87 |
|
1.000 |
3,476.04 |
|
1.618 |
3,409.98 |
|
2.618 |
3,303.09 |
|
4.250 |
3,128.65 |
|
|
| Fisher Pivots for day following 29-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
3,671.91 |
3,661.73 |
| PP |
3,654.14 |
3,633.78 |
| S1 |
3,636.38 |
3,605.84 |
|