Trading Metrics calculated at close of trading on 17-Dec-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-1999 |
17-Dec-1999 |
Change |
Change % |
Previous Week |
Open |
11,238.20 |
11,257.40 |
19.20 |
0.2% |
11,208.10 |
High |
11,244.90 |
11,383.70 |
138.80 |
1.2% |
11,383.70 |
Low |
11,124.40 |
11,257.40 |
133.00 |
1.2% |
11,124.40 |
Close |
11,244.90 |
11,257.40 |
12.50 |
0.1% |
11,257.40 |
Range |
120.50 |
126.30 |
5.80 |
4.8% |
259.30 |
ATR |
134.30 |
134.62 |
0.32 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,678.40 |
11,594.20 |
11,326.87 |
|
R3 |
11,552.10 |
11,467.90 |
11,292.13 |
|
R2 |
11,425.80 |
11,425.80 |
11,280.56 |
|
R1 |
11,341.60 |
11,341.60 |
11,268.98 |
11,320.55 |
PP |
11,299.50 |
11,299.50 |
11,299.50 |
11,288.98 |
S1 |
11,215.30 |
11,215.30 |
11,245.82 |
11,194.25 |
S2 |
11,173.20 |
11,173.20 |
11,234.25 |
|
S3 |
11,046.90 |
11,089.00 |
11,222.67 |
|
S4 |
10,920.60 |
10,962.70 |
11,187.94 |
|
|
Weekly Pivots for week ending 17-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,033.07 |
11,904.53 |
11,400.02 |
|
R3 |
11,773.77 |
11,645.23 |
11,328.71 |
|
R2 |
11,514.47 |
11,514.47 |
11,304.94 |
|
R1 |
11,385.93 |
11,385.93 |
11,281.17 |
11,450.20 |
PP |
11,255.17 |
11,255.17 |
11,255.17 |
11,287.30 |
S1 |
11,126.63 |
11,126.63 |
11,233.63 |
11,190.90 |
S2 |
10,995.87 |
10,995.87 |
11,209.86 |
|
S3 |
10,736.57 |
10,867.33 |
11,186.09 |
|
S4 |
10,477.27 |
10,608.03 |
11,114.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,383.70 |
11,124.40 |
259.30 |
2.3% |
115.86 |
1.0% |
51% |
True |
False |
|
10 |
11,383.70 |
11,054.70 |
329.00 |
2.9% |
123.98 |
1.1% |
62% |
True |
False |
|
20 |
11,383.70 |
10,859.70 |
524.00 |
4.7% |
125.94 |
1.1% |
76% |
True |
False |
|
40 |
11,383.70 |
10,274.00 |
1,109.70 |
9.9% |
136.84 |
1.2% |
89% |
True |
False |
|
60 |
11,383.70 |
9,976.02 |
1,407.68 |
12.5% |
150.88 |
1.3% |
91% |
True |
False |
|
80 |
11,383.70 |
9,976.02 |
1,407.68 |
12.5% |
152.65 |
1.4% |
91% |
True |
False |
|
100 |
11,383.70 |
9,976.02 |
1,407.68 |
12.5% |
153.01 |
1.4% |
91% |
True |
False |
|
120 |
11,383.70 |
9,976.02 |
1,407.68 |
12.5% |
148.31 |
1.3% |
91% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,920.48 |
2.618 |
11,714.35 |
1.618 |
11,588.05 |
1.000 |
11,510.00 |
0.618 |
11,461.75 |
HIGH |
11,383.70 |
0.618 |
11,335.45 |
0.500 |
11,320.55 |
0.382 |
11,305.65 |
LOW |
11,257.40 |
0.618 |
11,179.35 |
1.000 |
11,131.10 |
1.618 |
11,053.05 |
2.618 |
10,926.75 |
4.250 |
10,720.63 |
|
|
Fisher Pivots for day following 17-Dec-1999 |
Pivot |
1 day |
3 day |
R1 |
11,320.55 |
11,256.28 |
PP |
11,299.50 |
11,255.17 |
S1 |
11,278.45 |
11,254.05 |
|