| Trading Metrics calculated at close of trading on 13-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-1999 |
13-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
11,174.20 |
11,208.10 |
33.90 |
0.3% |
11,261.70 |
| High |
11,274.50 |
11,250.40 |
-24.10 |
-0.2% |
11,297.80 |
| Low |
11,118.30 |
11,162.30 |
44.00 |
0.4% |
11,054.70 |
| Close |
11,224.70 |
11,192.60 |
-32.10 |
-0.3% |
11,224.70 |
| Range |
156.20 |
88.10 |
-68.10 |
-43.6% |
243.10 |
| ATR |
141.07 |
137.28 |
-3.78 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,466.07 |
11,417.43 |
11,241.06 |
|
| R3 |
11,377.97 |
11,329.33 |
11,216.83 |
|
| R2 |
11,289.87 |
11,289.87 |
11,208.75 |
|
| R1 |
11,241.23 |
11,241.23 |
11,200.68 |
11,221.50 |
| PP |
11,201.77 |
11,201.77 |
11,201.77 |
11,191.90 |
| S1 |
11,153.13 |
11,153.13 |
11,184.52 |
11,133.40 |
| S2 |
11,113.67 |
11,113.67 |
11,176.45 |
|
| S3 |
11,025.57 |
11,065.03 |
11,168.37 |
|
| S4 |
10,937.47 |
10,976.93 |
11,144.15 |
|
|
| Weekly Pivots for week ending 10-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,921.70 |
11,816.30 |
11,358.41 |
|
| R3 |
11,678.60 |
11,573.20 |
11,291.55 |
|
| R2 |
11,435.50 |
11,435.50 |
11,269.27 |
|
| R1 |
11,330.10 |
11,330.10 |
11,246.98 |
11,261.25 |
| PP |
11,192.40 |
11,192.40 |
11,192.40 |
11,157.98 |
| S1 |
11,087.00 |
11,087.00 |
11,202.42 |
11,018.15 |
| S2 |
10,949.30 |
10,949.30 |
11,180.13 |
|
| S3 |
10,706.20 |
10,843.90 |
11,157.85 |
|
| S4 |
10,463.10 |
10,600.80 |
11,091.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,274.50 |
11,054.70 |
219.80 |
2.0% |
128.86 |
1.2% |
63% |
False |
False |
|
| 10 |
11,341.20 |
10,859.70 |
481.50 |
4.3% |
143.91 |
1.3% |
69% |
False |
False |
|
| 20 |
11,341.20 |
10,712.10 |
629.10 |
5.6% |
126.04 |
1.1% |
76% |
False |
False |
|
| 40 |
11,341.20 |
9,976.02 |
1,365.18 |
12.2% |
143.87 |
1.3% |
89% |
False |
False |
|
| 60 |
11,341.20 |
9,976.02 |
1,365.18 |
12.2% |
154.67 |
1.4% |
89% |
False |
False |
|
| 80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.4% |
154.59 |
1.4% |
88% |
False |
False |
|
| 100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.4% |
153.18 |
1.4% |
88% |
False |
False |
|
| 120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.4% |
149.43 |
1.3% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,624.83 |
|
2.618 |
11,481.05 |
|
1.618 |
11,392.95 |
|
1.000 |
11,338.50 |
|
0.618 |
11,304.85 |
|
HIGH |
11,250.40 |
|
0.618 |
11,216.75 |
|
0.500 |
11,206.35 |
|
0.382 |
11,195.95 |
|
LOW |
11,162.30 |
|
0.618 |
11,107.85 |
|
1.000 |
11,074.20 |
|
1.618 |
11,019.75 |
|
2.618 |
10,931.65 |
|
4.250 |
10,787.88 |
|
|
| Fisher Pivots for day following 13-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,206.35 |
11,183.27 |
| PP |
11,201.77 |
11,173.93 |
| S1 |
11,197.18 |
11,164.60 |
|