Trading Metrics calculated at close of trading on 09-Dec-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-1999 |
09-Dec-1999 |
Change |
Change % |
Previous Week |
Open |
11,115.50 |
11,177.30 |
61.80 |
0.6% |
10,953.40 |
High |
11,171.80 |
11,204.20 |
32.40 |
0.3% |
11,341.20 |
Low |
11,068.10 |
11,054.70 |
-13.40 |
-0.1% |
10,859.70 |
Close |
11,068.10 |
11,134.80 |
66.70 |
0.6% |
11,286.20 |
Range |
103.70 |
149.50 |
45.80 |
44.2% |
481.50 |
ATR |
139.17 |
139.90 |
0.74 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,579.73 |
11,506.77 |
11,217.03 |
|
R3 |
11,430.23 |
11,357.27 |
11,175.91 |
|
R2 |
11,280.73 |
11,280.73 |
11,162.21 |
|
R1 |
11,207.77 |
11,207.77 |
11,148.50 |
11,169.50 |
PP |
11,131.23 |
11,131.23 |
11,131.23 |
11,112.10 |
S1 |
11,058.27 |
11,058.27 |
11,121.10 |
11,020.00 |
S2 |
10,981.73 |
10,981.73 |
11,107.39 |
|
S3 |
10,832.23 |
10,908.77 |
11,093.69 |
|
S4 |
10,682.73 |
10,759.27 |
11,052.58 |
|
|
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 |
11,045.80 |
295.40 |
2.7% |
159.94 |
1.4% |
30% |
False |
False |
|
10 |
11,341.20 |
10,859.70 |
481.50 |
4.3% |
136.76 |
1.2% |
57% |
False |
False |
|
20 |
11,341.20 |
10,542.40 |
798.80 |
7.2% |
130.30 |
1.2% |
74% |
False |
False |
|
40 |
11,341.20 |
9,976.02 |
1,365.18 |
12.3% |
150.21 |
1.3% |
85% |
False |
False |
|
60 |
11,341.20 |
9,976.02 |
1,365.18 |
12.3% |
155.41 |
1.4% |
85% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.5% |
154.66 |
1.4% |
83% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.5% |
153.48 |
1.4% |
83% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.5% |
149.19 |
1.3% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,839.58 |
2.618 |
11,595.59 |
1.618 |
11,446.09 |
1.000 |
11,353.70 |
0.618 |
11,296.59 |
HIGH |
11,204.20 |
0.618 |
11,147.09 |
0.500 |
11,129.45 |
0.382 |
11,111.81 |
LOW |
11,054.70 |
0.618 |
10,962.31 |
1.000 |
10,905.20 |
1.618 |
10,812.81 |
2.618 |
10,663.31 |
4.250 |
10,419.33 |
|
|
Fisher Pivots for day following 09-Dec-1999 |
Pivot |
1 day |
3 day |
R1 |
11,133.02 |
11,154.10 |
PP |
11,131.23 |
11,147.67 |
S1 |
11,129.45 |
11,141.23 |
|