| Trading Metrics calculated at close of trading on 23-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-1999 |
23-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
11,217.90 |
11,305.80 |
87.90 |
0.8% |
11,208.10 |
| High |
11,260.20 |
11,443.10 |
182.90 |
1.6% |
11,383.70 |
| Low |
11,181.90 |
11,202.10 |
20.20 |
0.2% |
11,124.40 |
| Close |
11,203.60 |
11,405.80 |
202.20 |
1.8% |
11,257.40 |
| Range |
78.30 |
241.00 |
162.70 |
207.8% |
259.30 |
| ATR |
134.92 |
142.49 |
7.58 |
5.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,073.33 |
11,980.57 |
11,538.35 |
|
| R3 |
11,832.33 |
11,739.57 |
11,472.08 |
|
| R2 |
11,591.33 |
11,591.33 |
11,449.98 |
|
| R1 |
11,498.57 |
11,498.57 |
11,427.89 |
11,544.95 |
| PP |
11,350.33 |
11,350.33 |
11,350.33 |
11,373.53 |
| S1 |
11,257.57 |
11,257.57 |
11,383.71 |
11,303.95 |
| S2 |
11,109.33 |
11,109.33 |
11,361.62 |
|
| S3 |
10,868.33 |
11,016.57 |
11,339.53 |
|
| S4 |
10,627.33 |
10,775.57 |
11,273.25 |
|
|
| 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 |
11,443.10 |
11,098.00 |
345.10 |
3.0% |
156.92 |
1.4% |
89% |
True |
False |
|
| 10 |
11,443.10 |
11,098.00 |
345.10 |
3.0% |
139.38 |
1.2% |
89% |
True |
False |
|
| 20 |
11,443.10 |
10,859.70 |
583.40 |
5.1% |
138.07 |
1.2% |
94% |
True |
False |
|
| 40 |
11,443.10 |
10,397.70 |
1,045.40 |
9.2% |
137.55 |
1.2% |
96% |
True |
False |
|
| 60 |
11,443.10 |
9,976.02 |
1,467.08 |
12.9% |
151.44 |
1.3% |
97% |
True |
False |
|
| 80 |
11,443.10 |
9,976.02 |
1,467.08 |
12.9% |
151.95 |
1.3% |
97% |
True |
False |
|
| 100 |
11,443.10 |
9,976.02 |
1,467.08 |
12.9% |
152.33 |
1.3% |
97% |
True |
False |
|
| 120 |
11,443.10 |
9,976.02 |
1,467.08 |
12.9% |
148.27 |
1.3% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,467.35 |
|
2.618 |
12,074.04 |
|
1.618 |
11,833.04 |
|
1.000 |
11,684.10 |
|
0.618 |
11,592.04 |
|
HIGH |
11,443.10 |
|
0.618 |
11,351.04 |
|
0.500 |
11,322.60 |
|
0.382 |
11,294.16 |
|
LOW |
11,202.10 |
|
0.618 |
11,053.16 |
|
1.000 |
10,961.10 |
|
1.618 |
10,812.16 |
|
2.618 |
10,571.16 |
|
4.250 |
10,177.85 |
|
|
| Fisher Pivots for day following 23-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,378.07 |
11,360.72 |
| PP |
11,350.33 |
11,315.63 |
| S1 |
11,322.60 |
11,270.55 |
|