Trading Metrics calculated at close of trading on 01-Dec-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-1999 |
01-Dec-1999 |
Change |
Change % |
Previous Week |
Open |
10,914.60 |
10,875.40 |
-39.20 |
-0.4% |
11,010.60 |
High |
11,045.50 |
11,000.80 |
-44.70 |
-0.4% |
11,112.80 |
Low |
10,873.60 |
10,859.70 |
-13.90 |
-0.1% |
10,949.20 |
Close |
10,877.80 |
10,998.40 |
120.60 |
1.1% |
10,988.90 |
Range |
171.90 |
141.10 |
-30.80 |
-17.9% |
163.60 |
ATR |
135.72 |
136.11 |
0.38 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,376.27 |
11,328.43 |
11,076.01 |
|
R3 |
11,235.17 |
11,187.33 |
11,037.20 |
|
R2 |
11,094.07 |
11,094.07 |
11,024.27 |
|
R1 |
11,046.23 |
11,046.23 |
11,011.33 |
11,070.15 |
PP |
10,952.97 |
10,952.97 |
10,952.97 |
10,964.93 |
S1 |
10,905.13 |
10,905.13 |
10,985.47 |
10,929.05 |
S2 |
10,811.87 |
10,811.87 |
10,972.53 |
|
S3 |
10,670.77 |
10,764.03 |
10,959.60 |
|
S4 |
10,529.67 |
10,622.93 |
10,920.80 |
|
|
Weekly Pivots for week ending 26-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,507.77 |
11,411.93 |
11,078.88 |
|
R3 |
11,344.17 |
11,248.33 |
11,033.89 |
|
R2 |
11,180.57 |
11,180.57 |
11,018.89 |
|
R1 |
11,084.73 |
11,084.73 |
11,003.90 |
11,050.85 |
PP |
11,016.97 |
11,016.97 |
11,016.97 |
11,000.03 |
S1 |
10,921.13 |
10,921.13 |
10,973.90 |
10,887.25 |
S2 |
10,853.37 |
10,853.37 |
10,958.91 |
|
S3 |
10,689.77 |
10,757.53 |
10,943.91 |
|
S4 |
10,526.17 |
10,593.93 |
10,898.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,055.60 |
10,859.70 |
195.90 |
1.8% |
116.18 |
1.1% |
71% |
False |
True |
|
10 |
11,112.80 |
10,859.70 |
253.10 |
2.3% |
112.80 |
1.0% |
55% |
False |
True |
|
20 |
11,112.80 |
10,536.30 |
576.50 |
5.2% |
127.45 |
1.2% |
80% |
False |
False |
|
40 |
11,112.80 |
9,976.02 |
1,136.78 |
10.3% |
152.34 |
1.4% |
90% |
False |
False |
|
60 |
11,142.40 |
9,976.02 |
1,166.38 |
10.6% |
154.05 |
1.4% |
88% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
154.03 |
1.4% |
74% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
151.40 |
1.4% |
74% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
148.51 |
1.4% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,600.48 |
2.618 |
11,370.20 |
1.618 |
11,229.10 |
1.000 |
11,141.90 |
0.618 |
11,088.00 |
HIGH |
11,000.80 |
0.618 |
10,946.90 |
0.500 |
10,930.25 |
0.382 |
10,913.60 |
LOW |
10,859.70 |
0.618 |
10,772.50 |
1.000 |
10,718.60 |
1.618 |
10,631.40 |
2.618 |
10,490.30 |
4.250 |
10,260.03 |
|
|
Fisher Pivots for day following 01-Dec-1999 |
Pivot |
1 day |
3 day |
R1 |
10,975.68 |
10,983.13 |
PP |
10,952.97 |
10,967.87 |
S1 |
10,930.25 |
10,952.60 |
|