Trading Metrics calculated at close of trading on 02-Dec-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-1999 |
02-Dec-1999 |
Change |
Change % |
Previous Week |
Open |
10,875.40 |
11,020.70 |
145.30 |
1.3% |
11,010.60 |
High |
11,000.80 |
11,070.70 |
69.90 |
0.6% |
11,112.80 |
Low |
10,859.70 |
10,988.60 |
128.90 |
1.2% |
10,949.20 |
Close |
10,998.40 |
11,039.10 |
40.70 |
0.4% |
10,988.90 |
Range |
141.10 |
82.10 |
-59.00 |
-41.8% |
163.60 |
ATR |
136.11 |
132.25 |
-3.86 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,279.10 |
11,241.20 |
11,084.26 |
|
R3 |
11,197.00 |
11,159.10 |
11,061.68 |
|
R2 |
11,114.90 |
11,114.90 |
11,054.15 |
|
R1 |
11,077.00 |
11,077.00 |
11,046.63 |
11,095.95 |
PP |
11,032.80 |
11,032.80 |
11,032.80 |
11,042.28 |
S1 |
10,994.90 |
10,994.90 |
11,031.57 |
11,013.85 |
S2 |
10,950.70 |
10,950.70 |
11,024.05 |
|
S3 |
10,868.60 |
10,912.80 |
11,016.52 |
|
S4 |
10,786.50 |
10,830.70 |
10,993.95 |
|
|
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 |
11,070.70 |
10,859.70 |
211.00 |
1.9% |
113.58 |
1.0% |
85% |
True |
False |
|
10 |
11,112.80 |
10,859.70 |
253.10 |
2.3% |
115.17 |
1.0% |
71% |
False |
False |
|
20 |
11,112.80 |
10,536.30 |
576.50 |
5.2% |
127.19 |
1.2% |
87% |
False |
False |
|
40 |
11,112.80 |
9,976.02 |
1,136.78 |
10.3% |
149.67 |
1.4% |
94% |
False |
False |
|
60 |
11,142.40 |
9,976.02 |
1,166.38 |
10.6% |
152.92 |
1.4% |
91% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
152.98 |
1.4% |
76% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
150.96 |
1.4% |
76% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
148.19 |
1.3% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,419.63 |
2.618 |
11,285.64 |
1.618 |
11,203.54 |
1.000 |
11,152.80 |
0.618 |
11,121.44 |
HIGH |
11,070.70 |
0.618 |
11,039.34 |
0.500 |
11,029.65 |
0.382 |
11,019.96 |
LOW |
10,988.60 |
0.618 |
10,937.86 |
1.000 |
10,906.50 |
1.618 |
10,855.76 |
2.618 |
10,773.66 |
4.250 |
10,639.68 |
|
|
Fisher Pivots for day following 02-Dec-1999 |
Pivot |
1 day |
3 day |
R1 |
11,035.95 |
11,014.47 |
PP |
11,032.80 |
10,989.83 |
S1 |
11,029.65 |
10,965.20 |
|