| Trading Metrics calculated at close of trading on 22-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-1999 |
22-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
11,101.50 |
11,217.90 |
116.40 |
1.0% |
11,208.10 |
| High |
11,237.90 |
11,260.20 |
22.30 |
0.2% |
11,383.70 |
| Low |
11,098.00 |
11,181.90 |
83.90 |
0.8% |
11,124.40 |
| Close |
11,200.50 |
11,203.60 |
3.10 |
0.0% |
11,257.40 |
| Range |
139.90 |
78.30 |
-61.60 |
-44.0% |
259.30 |
| ATR |
139.27 |
134.92 |
-4.36 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,450.13 |
11,405.17 |
11,246.67 |
|
| R3 |
11,371.83 |
11,326.87 |
11,225.13 |
|
| R2 |
11,293.53 |
11,293.53 |
11,217.96 |
|
| R1 |
11,248.57 |
11,248.57 |
11,210.78 |
11,231.90 |
| PP |
11,215.23 |
11,215.23 |
11,215.23 |
11,206.90 |
| S1 |
11,170.27 |
11,170.27 |
11,196.42 |
11,153.60 |
| S2 |
11,136.93 |
11,136.93 |
11,189.25 |
|
| S3 |
11,058.63 |
11,091.97 |
11,182.07 |
|
| S4 |
10,980.33 |
11,013.67 |
11,160.54 |
|
|
| 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% |
132.82 |
1.2% |
37% |
False |
False |
|
| 10 |
11,383.70 |
11,054.70 |
329.00 |
2.9% |
130.23 |
1.2% |
45% |
False |
False |
|
| 20 |
11,383.70 |
10,859.70 |
524.00 |
4.7% |
130.78 |
1.2% |
66% |
False |
False |
|
| 40 |
11,383.70 |
10,274.00 |
1,109.70 |
9.9% |
135.19 |
1.2% |
84% |
False |
False |
|
| 60 |
11,383.70 |
9,976.02 |
1,407.68 |
12.6% |
149.48 |
1.3% |
87% |
False |
False |
|
| 80 |
11,383.70 |
9,976.02 |
1,407.68 |
12.6% |
151.44 |
1.4% |
87% |
False |
False |
|
| 100 |
11,383.70 |
9,976.02 |
1,407.68 |
12.6% |
151.06 |
1.3% |
87% |
False |
False |
|
| 120 |
11,383.70 |
9,976.02 |
1,407.68 |
12.6% |
147.37 |
1.3% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,592.98 |
|
2.618 |
11,465.19 |
|
1.618 |
11,386.89 |
|
1.000 |
11,338.50 |
|
0.618 |
11,308.59 |
|
HIGH |
11,260.20 |
|
0.618 |
11,230.29 |
|
0.500 |
11,221.05 |
|
0.382 |
11,211.81 |
|
LOW |
11,181.90 |
|
0.618 |
11,133.51 |
|
1.000 |
11,103.60 |
|
1.618 |
11,055.21 |
|
2.618 |
10,976.91 |
|
4.250 |
10,849.13 |
|
|
| Fisher Pivots for day following 22-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,221.05 |
11,204.00 |
| PP |
11,215.23 |
11,203.87 |
| S1 |
11,209.42 |
11,203.73 |
|