Trading Metrics calculated at close of trading on 31-Dec-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-1999 |
31-Dec-1999 |
Change |
Change % |
Previous Week |
Open |
3,692.57 |
3,700.00 |
7.43 |
0.2% |
3,588.43 |
High |
3,750.41 |
3,732.10 |
-18.31 |
-0.5% |
3,750.41 |
Low |
3,680.75 |
3,689.75 |
9.00 |
0.2% |
3,521.85 |
Close |
3,683.67 |
3,707.83 |
24.16 |
0.7% |
3,707.83 |
Range |
69.66 |
42.35 |
-27.31 |
-39.2% |
228.56 |
ATR |
83.40 |
80.90 |
-2.50 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,836.94 |
3,814.74 |
3,731.12 |
|
R3 |
3,794.59 |
3,772.39 |
3,719.48 |
|
R2 |
3,752.24 |
3,752.24 |
3,715.59 |
|
R1 |
3,730.04 |
3,730.04 |
3,711.71 |
3,741.14 |
PP |
3,709.89 |
3,709.89 |
3,709.89 |
3,715.45 |
S1 |
3,687.69 |
3,687.69 |
3,703.95 |
3,698.79 |
S2 |
3,667.54 |
3,667.54 |
3,700.07 |
|
S3 |
3,625.19 |
3,645.34 |
3,696.18 |
|
S4 |
3,582.84 |
3,602.99 |
3,684.54 |
|
|
Weekly Pivots for week ending 31-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,345.71 |
4,255.33 |
3,833.54 |
|
R3 |
4,117.15 |
4,026.77 |
3,770.68 |
|
R2 |
3,888.59 |
3,888.59 |
3,749.73 |
|
R1 |
3,798.21 |
3,798.21 |
3,728.78 |
3,843.40 |
PP |
3,660.03 |
3,660.03 |
3,660.03 |
3,682.63 |
S1 |
3,569.65 |
3,569.65 |
3,686.88 |
3,614.84 |
S2 |
3,431.47 |
3,431.47 |
3,665.93 |
|
S3 |
3,202.91 |
3,341.09 |
3,644.98 |
|
S4 |
2,974.35 |
3,112.53 |
3,582.12 |
|
|
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% |
77.87 |
2.1% |
81% |
False |
False |
|
10 |
3,750.41 |
3,341.71 |
408.70 |
11.0% |
79.87 |
2.2% |
90% |
False |
False |
|
20 |
3,750.41 |
3,093.98 |
656.43 |
17.7% |
82.15 |
2.2% |
94% |
False |
False |
|
40 |
3,750.41 |
2,677.13 |
1,073.28 |
28.9% |
76.37 |
2.1% |
96% |
False |
False |
|
60 |
3,750.41 |
2,299.95 |
1,450.46 |
39.1% |
72.70 |
2.0% |
97% |
False |
False |
|
80 |
3,750.41 |
2,299.95 |
1,450.46 |
39.1% |
70.05 |
1.9% |
97% |
False |
False |
|
100 |
3,750.41 |
2,164.55 |
1,585.86 |
42.8% |
67.44 |
1.8% |
97% |
False |
False |
|
120 |
3,750.41 |
2,120.26 |
1,630.15 |
44.0% |
66.21 |
1.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,912.09 |
2.618 |
3,842.97 |
1.618 |
3,800.62 |
1.000 |
3,774.45 |
0.618 |
3,758.27 |
HIGH |
3,732.10 |
0.618 |
3,715.92 |
0.500 |
3,710.93 |
0.382 |
3,705.93 |
LOW |
3,689.75 |
0.618 |
3,663.58 |
1.000 |
3,647.40 |
1.618 |
3,621.23 |
2.618 |
3,578.88 |
4.250 |
3,509.76 |
|
|
Fisher Pivots for day following 31-Dec-1999 |
Pivot |
1 day |
3 day |
R1 |
3,710.93 |
3,694.11 |
PP |
3,709.89 |
3,680.39 |
S1 |
3,708.86 |
3,666.67 |
|