| Trading Metrics calculated at close of trading on 16-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-1999 |
16-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
11,149.20 |
11,238.20 |
89.00 |
0.8% |
11,261.70 |
| High |
11,282.20 |
11,244.90 |
-37.30 |
-0.3% |
11,297.80 |
| Low |
11,130.50 |
11,124.40 |
-6.10 |
-0.1% |
11,054.70 |
| Close |
11,225.30 |
11,244.90 |
19.60 |
0.2% |
11,224.70 |
| Range |
151.70 |
120.50 |
-31.20 |
-20.6% |
243.10 |
| ATR |
135.36 |
134.30 |
-1.06 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,566.23 |
11,526.07 |
11,311.18 |
|
| R3 |
11,445.73 |
11,405.57 |
11,278.04 |
|
| R2 |
11,325.23 |
11,325.23 |
11,266.99 |
|
| R1 |
11,285.07 |
11,285.07 |
11,255.95 |
11,305.15 |
| PP |
11,204.73 |
11,204.73 |
11,204.73 |
11,214.78 |
| S1 |
11,164.57 |
11,164.57 |
11,233.85 |
11,184.65 |
| S2 |
11,084.23 |
11,084.23 |
11,222.81 |
|
| S3 |
10,963.73 |
11,044.07 |
11,211.76 |
|
| S4 |
10,843.23 |
10,923.57 |
11,178.63 |
|
|
| 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 |
11,282.20 |
11,118.30 |
163.90 |
1.5% |
121.84 |
1.1% |
77% |
False |
False |
|
| 10 |
11,341.20 |
11,045.80 |
295.40 |
2.6% |
140.89 |
1.3% |
67% |
False |
False |
|
| 20 |
11,341.20 |
10,859.70 |
481.50 |
4.3% |
128.03 |
1.1% |
80% |
False |
False |
|
| 40 |
11,341.20 |
10,177.40 |
1,163.80 |
10.3% |
139.02 |
1.2% |
92% |
False |
False |
|
| 60 |
11,341.20 |
9,976.02 |
1,365.18 |
12.1% |
153.28 |
1.4% |
93% |
False |
False |
|
| 80 |
11,341.20 |
9,976.02 |
1,365.18 |
12.1% |
152.77 |
1.4% |
93% |
False |
False |
|
| 100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.4% |
152.72 |
1.4% |
91% |
False |
False |
|
| 120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.4% |
148.77 |
1.3% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,757.03 |
|
2.618 |
11,560.37 |
|
1.618 |
11,439.87 |
|
1.000 |
11,365.40 |
|
0.618 |
11,319.37 |
|
HIGH |
11,244.90 |
|
0.618 |
11,198.87 |
|
0.500 |
11,184.65 |
|
0.382 |
11,170.43 |
|
LOW |
11,124.40 |
|
0.618 |
11,049.93 |
|
1.000 |
11,003.90 |
|
1.618 |
10,929.43 |
|
2.618 |
10,808.93 |
|
4.250 |
10,612.28 |
|
|
| Fisher Pivots for day following 16-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,224.82 |
11,231.03 |
| PP |
11,204.73 |
11,217.17 |
| S1 |
11,184.65 |
11,203.30 |
|