Trading Metrics calculated at close of trading on 30-Dec-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-1999 |
30-Dec-1999 |
Change |
Change % |
Previous Week |
Open |
3,582.93 |
3,692.57 |
109.64 |
3.1% |
3,359.86 |
High |
3,689.82 |
3,750.41 |
60.59 |
1.6% |
3,625.58 |
Low |
3,582.93 |
3,680.75 |
97.82 |
2.7% |
3,351.53 |
Close |
3,689.68 |
3,683.67 |
-6.01 |
-0.2% |
3,590.28 |
Range |
106.89 |
69.66 |
-37.23 |
-34.8% |
274.05 |
ATR |
84.45 |
83.40 |
-1.06 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,913.92 |
3,868.46 |
3,721.98 |
|
R3 |
3,844.26 |
3,798.80 |
3,702.83 |
|
R2 |
3,774.60 |
3,774.60 |
3,696.44 |
|
R1 |
3,729.14 |
3,729.14 |
3,690.06 |
3,717.04 |
PP |
3,704.94 |
3,704.94 |
3,704.94 |
3,698.90 |
S1 |
3,659.48 |
3,659.48 |
3,677.28 |
3,647.38 |
S2 |
3,635.28 |
3,635.28 |
3,670.90 |
|
S3 |
3,565.62 |
3,589.82 |
3,664.51 |
|
S4 |
3,495.96 |
3,520.16 |
3,645.36 |
|
|
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 |
3,750.41 |
3,521.85 |
228.56 |
6.2% |
81.23 |
2.2% |
71% |
True |
False |
|
10 |
3,750.41 |
3,253.98 |
496.43 |
13.5% |
83.49 |
2.3% |
87% |
True |
False |
|
20 |
3,750.41 |
3,002.90 |
747.51 |
20.3% |
85.31 |
2.3% |
91% |
True |
False |
|
40 |
3,750.41 |
2,630.73 |
1,119.68 |
30.4% |
76.71 |
2.1% |
94% |
True |
False |
|
60 |
3,750.41 |
2,299.95 |
1,450.46 |
39.4% |
72.89 |
2.0% |
95% |
True |
False |
|
80 |
3,750.41 |
2,299.95 |
1,450.46 |
39.4% |
70.16 |
1.9% |
95% |
True |
False |
|
100 |
3,750.41 |
2,120.26 |
1,630.15 |
44.3% |
67.74 |
1.8% |
96% |
True |
False |
|
120 |
3,750.41 |
2,120.26 |
1,630.15 |
44.3% |
66.12 |
1.8% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,046.47 |
2.618 |
3,932.78 |
1.618 |
3,863.12 |
1.000 |
3,820.07 |
0.618 |
3,793.46 |
HIGH |
3,750.41 |
0.618 |
3,723.80 |
0.500 |
3,715.58 |
0.382 |
3,707.36 |
LOW |
3,680.75 |
0.618 |
3,637.70 |
1.000 |
3,611.09 |
1.618 |
3,568.04 |
2.618 |
3,498.38 |
4.250 |
3,384.70 |
|
|
Fisher Pivots for day following 30-Dec-1999 |
Pivot |
1 day |
3 day |
R1 |
3,715.58 |
3,672.66 |
PP |
3,704.94 |
3,661.65 |
S1 |
3,694.31 |
3,650.64 |
|