| Trading Metrics calculated at close of trading on 21-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-1999 |
21-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
11,257.40 |
11,101.50 |
-155.90 |
-1.4% |
11,208.10 |
| High |
11,310.00 |
11,237.90 |
-72.10 |
-0.6% |
11,383.70 |
| Low |
11,110.90 |
11,098.00 |
-12.90 |
-0.1% |
11,124.40 |
| Close |
11,144.30 |
11,200.50 |
56.20 |
0.5% |
11,257.40 |
| Range |
199.10 |
139.90 |
-59.20 |
-29.7% |
259.30 |
| ATR |
139.22 |
139.27 |
0.05 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,598.50 |
11,539.40 |
11,277.45 |
|
| R3 |
11,458.60 |
11,399.50 |
11,238.97 |
|
| R2 |
11,318.70 |
11,318.70 |
11,226.15 |
|
| R1 |
11,259.60 |
11,259.60 |
11,213.32 |
11,289.15 |
| PP |
11,178.80 |
11,178.80 |
11,178.80 |
11,193.58 |
| S1 |
11,119.70 |
11,119.70 |
11,187.68 |
11,149.25 |
| S2 |
11,038.90 |
11,038.90 |
11,174.85 |
|
| S3 |
10,899.00 |
10,979.80 |
11,162.03 |
|
| S4 |
10,759.10 |
10,839.90 |
11,123.56 |
|
|
| 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 |
11,098.00 |
285.70 |
2.6% |
147.50 |
1.3% |
36% |
False |
True |
|
| 10 |
11,383.70 |
11,054.70 |
329.00 |
2.9% |
132.77 |
1.2% |
44% |
False |
False |
|
| 20 |
11,383.70 |
10,859.70 |
524.00 |
4.7% |
133.13 |
1.2% |
65% |
False |
False |
|
| 40 |
11,383.70 |
10,274.00 |
1,109.70 |
9.9% |
135.92 |
1.2% |
83% |
False |
False |
|
| 60 |
11,383.70 |
9,976.02 |
1,407.68 |
12.6% |
151.99 |
1.4% |
87% |
False |
False |
|
| 80 |
11,383.70 |
9,976.02 |
1,407.68 |
12.6% |
153.22 |
1.4% |
87% |
False |
False |
|
| 100 |
11,383.70 |
9,976.02 |
1,407.68 |
12.6% |
152.04 |
1.4% |
87% |
False |
False |
|
| 120 |
11,383.70 |
9,976.02 |
1,407.68 |
12.6% |
147.39 |
1.3% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,832.48 |
|
2.618 |
11,604.16 |
|
1.618 |
11,464.26 |
|
1.000 |
11,377.80 |
|
0.618 |
11,324.36 |
|
HIGH |
11,237.90 |
|
0.618 |
11,184.46 |
|
0.500 |
11,167.95 |
|
0.382 |
11,151.44 |
|
LOW |
11,098.00 |
|
0.618 |
11,011.54 |
|
1.000 |
10,958.10 |
|
1.618 |
10,871.64 |
|
2.618 |
10,731.74 |
|
4.250 |
10,503.43 |
|
|
| Fisher Pivots for day following 21-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,189.65 |
11,240.85 |
| PP |
11,178.80 |
11,227.40 |
| S1 |
11,167.95 |
11,213.95 |
|