Trading Metrics calculated at close of trading on 08-Dec-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-1999 |
08-Dec-1999 |
Change |
Change % |
Previous Week |
Open |
11,224.10 |
11,115.50 |
-108.60 |
-1.0% |
10,953.40 |
High |
11,253.50 |
11,171.80 |
-81.70 |
-0.7% |
11,341.20 |
Low |
11,106.70 |
11,068.10 |
-38.60 |
-0.3% |
10,859.70 |
Close |
11,106.70 |
11,068.10 |
-38.60 |
-0.3% |
11,286.20 |
Range |
146.80 |
103.70 |
-43.10 |
-29.4% |
481.50 |
ATR |
141.89 |
139.17 |
-2.73 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,413.77 |
11,344.63 |
11,125.14 |
|
R3 |
11,310.07 |
11,240.93 |
11,096.62 |
|
R2 |
11,206.37 |
11,206.37 |
11,087.11 |
|
R1 |
11,137.23 |
11,137.23 |
11,077.61 |
11,119.95 |
PP |
11,102.67 |
11,102.67 |
11,102.67 |
11,094.03 |
S1 |
11,033.53 |
11,033.53 |
11,058.59 |
11,016.25 |
S2 |
10,998.97 |
10,998.97 |
11,049.09 |
|
S3 |
10,895.27 |
10,929.83 |
11,039.58 |
|
S4 |
10,791.57 |
10,826.13 |
11,011.07 |
|
|
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 |
10,988.60 |
352.60 |
3.2% |
146.46 |
1.3% |
23% |
False |
False |
|
10 |
11,341.20 |
10,859.70 |
481.50 |
4.4% |
131.32 |
1.2% |
43% |
False |
False |
|
20 |
11,341.20 |
10,536.30 |
804.90 |
7.3% |
128.74 |
1.2% |
66% |
False |
False |
|
40 |
11,341.20 |
9,976.02 |
1,365.18 |
12.3% |
151.88 |
1.4% |
80% |
False |
False |
|
60 |
11,341.20 |
9,976.02 |
1,365.18 |
12.3% |
156.50 |
1.4% |
80% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
154.11 |
1.4% |
79% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
154.18 |
1.4% |
79% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
148.98 |
1.3% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,612.53 |
2.618 |
11,443.29 |
1.618 |
11,339.59 |
1.000 |
11,275.50 |
0.618 |
11,235.89 |
HIGH |
11,171.80 |
0.618 |
11,132.19 |
0.500 |
11,119.95 |
0.382 |
11,107.71 |
LOW |
11,068.10 |
0.618 |
11,004.01 |
1.000 |
10,964.40 |
1.618 |
10,900.31 |
2.618 |
10,796.61 |
4.250 |
10,627.38 |
|
|
Fisher Pivots for day following 08-Dec-1999 |
Pivot |
1 day |
3 day |
R1 |
11,119.95 |
11,182.95 |
PP |
11,102.67 |
11,144.67 |
S1 |
11,085.38 |
11,106.38 |
|