Trading Metrics calculated at close of trading on 20-Dec-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-1999 |
20-Dec-1999 |
Change |
Change % |
Previous Week |
Open |
11,257.40 |
11,257.40 |
0.00 |
0.0% |
11,208.10 |
High |
11,383.70 |
11,310.00 |
-73.70 |
-0.6% |
11,383.70 |
Low |
11,257.40 |
11,110.90 |
-146.50 |
-1.3% |
11,124.40 |
Close |
11,257.40 |
11,144.30 |
-113.10 |
-1.0% |
11,257.40 |
Range |
126.30 |
199.10 |
72.80 |
57.6% |
259.30 |
ATR |
134.62 |
139.22 |
4.61 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,785.70 |
11,664.10 |
11,253.81 |
|
R3 |
11,586.60 |
11,465.00 |
11,199.05 |
|
R2 |
11,387.50 |
11,387.50 |
11,180.80 |
|
R1 |
11,265.90 |
11,265.90 |
11,162.55 |
11,227.15 |
PP |
11,188.40 |
11,188.40 |
11,188.40 |
11,169.03 |
S1 |
11,066.80 |
11,066.80 |
11,126.05 |
11,028.05 |
S2 |
10,989.30 |
10,989.30 |
11,107.80 |
|
S3 |
10,790.20 |
10,867.70 |
11,089.55 |
|
S4 |
10,591.10 |
10,668.60 |
11,034.80 |
|
|
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 |
11,110.90 |
272.80 |
2.4% |
138.06 |
1.2% |
12% |
False |
True |
|
10 |
11,383.70 |
11,054.70 |
329.00 |
3.0% |
133.46 |
1.2% |
27% |
False |
False |
|
20 |
11,383.70 |
10,859.70 |
524.00 |
4.7% |
132.87 |
1.2% |
54% |
False |
False |
|
40 |
11,383.70 |
10,274.00 |
1,109.70 |
10.0% |
136.27 |
1.2% |
78% |
False |
False |
|
60 |
11,383.70 |
9,976.02 |
1,407.68 |
12.6% |
151.72 |
1.4% |
83% |
False |
False |
|
80 |
11,383.70 |
9,976.02 |
1,407.68 |
12.6% |
153.37 |
1.4% |
83% |
False |
False |
|
100 |
11,383.70 |
9,976.02 |
1,407.68 |
12.6% |
152.42 |
1.4% |
83% |
False |
False |
|
120 |
11,383.70 |
9,976.02 |
1,407.68 |
12.6% |
147.70 |
1.3% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,156.18 |
2.618 |
11,831.24 |
1.618 |
11,632.14 |
1.000 |
11,509.10 |
0.618 |
11,433.04 |
HIGH |
11,310.00 |
0.618 |
11,233.94 |
0.500 |
11,210.45 |
0.382 |
11,186.96 |
LOW |
11,110.90 |
0.618 |
10,987.86 |
1.000 |
10,911.80 |
1.618 |
10,788.76 |
2.618 |
10,589.66 |
4.250 |
10,264.73 |
|
|
Fisher Pivots for day following 20-Dec-1999 |
Pivot |
1 day |
3 day |
R1 |
11,210.45 |
11,247.30 |
PP |
11,188.40 |
11,212.97 |
S1 |
11,166.35 |
11,178.63 |
|