Trading Metrics calculated at close of trading on 07-Dec-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-1999 |
07-Dec-1999 |
Change |
Change % |
Previous Week |
Open |
11,261.70 |
11,224.10 |
-37.60 |
-0.3% |
10,953.40 |
High |
11,297.80 |
11,253.50 |
-44.30 |
-0.4% |
11,341.20 |
Low |
11,193.50 |
11,106.70 |
-86.80 |
-0.8% |
10,859.70 |
Close |
11,225.00 |
11,106.70 |
-118.30 |
-1.1% |
11,286.20 |
Range |
104.30 |
146.80 |
42.50 |
40.7% |
481.50 |
ATR |
141.52 |
141.89 |
0.38 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,596.03 |
11,498.17 |
11,187.44 |
|
R3 |
11,449.23 |
11,351.37 |
11,147.07 |
|
R2 |
11,302.43 |
11,302.43 |
11,133.61 |
|
R1 |
11,204.57 |
11,204.57 |
11,120.16 |
11,180.10 |
PP |
11,155.63 |
11,155.63 |
11,155.63 |
11,143.40 |
S1 |
11,057.77 |
11,057.77 |
11,093.24 |
11,033.30 |
S2 |
11,008.83 |
11,008.83 |
11,079.79 |
|
S3 |
10,862.03 |
10,910.97 |
11,066.33 |
|
S4 |
10,715.23 |
10,764.17 |
11,025.96 |
|
|
Weekly Pivots for week ending 03-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,606.87 |
12,428.03 |
11,551.03 |
|
R3 |
12,125.37 |
11,946.53 |
11,418.61 |
|
R2 |
11,643.87 |
11,643.87 |
11,374.48 |
|
R1 |
11,465.03 |
11,465.03 |
11,330.34 |
11,554.45 |
PP |
11,162.37 |
11,162.37 |
11,162.37 |
11,207.08 |
S1 |
10,983.53 |
10,983.53 |
11,242.06 |
11,072.95 |
S2 |
10,680.87 |
10,680.87 |
11,197.93 |
|
S3 |
10,199.37 |
10,502.03 |
11,153.79 |
|
S4 |
9,717.87 |
10,020.53 |
11,021.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,341.20 |
10,859.70 |
481.50 |
4.3% |
153.94 |
1.4% |
51% |
False |
False |
|
10 |
11,341.20 |
10,859.70 |
481.50 |
4.3% |
133.49 |
1.2% |
51% |
False |
False |
|
20 |
11,341.20 |
10,536.30 |
804.90 |
7.2% |
132.58 |
1.2% |
71% |
False |
False |
|
40 |
11,341.20 |
9,976.02 |
1,365.18 |
12.3% |
155.08 |
1.4% |
83% |
False |
False |
|
60 |
11,341.20 |
9,976.02 |
1,365.18 |
12.3% |
157.15 |
1.4% |
83% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.5% |
154.02 |
1.4% |
81% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.5% |
154.07 |
1.4% |
81% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.5% |
148.76 |
1.3% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,877.40 |
2.618 |
11,637.82 |
1.618 |
11,491.02 |
1.000 |
11,400.30 |
0.618 |
11,344.22 |
HIGH |
11,253.50 |
0.618 |
11,197.42 |
0.500 |
11,180.10 |
0.382 |
11,162.78 |
LOW |
11,106.70 |
0.618 |
11,015.98 |
1.000 |
10,959.90 |
1.618 |
10,869.18 |
2.618 |
10,722.38 |
4.250 |
10,482.80 |
|
|
Fisher Pivots for day following 07-Dec-1999 |
Pivot |
1 day |
3 day |
R1 |
11,180.10 |
11,193.50 |
PP |
11,155.63 |
11,164.57 |
S1 |
11,131.17 |
11,135.63 |
|