| Trading Metrics calculated at close of trading on 27-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-1999 |
27-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
11,305.80 |
11,430.80 |
125.00 |
1.1% |
11,257.40 |
| High |
11,443.10 |
11,475.20 |
32.10 |
0.3% |
11,443.10 |
| Low |
11,202.10 |
11,380.60 |
178.50 |
1.6% |
11,098.00 |
| Close |
11,405.80 |
11,391.10 |
-14.70 |
-0.1% |
11,405.80 |
| Range |
241.00 |
94.60 |
-146.40 |
-60.7% |
345.10 |
| ATR |
142.49 |
139.07 |
-3.42 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,699.43 |
11,639.87 |
11,443.13 |
|
| R3 |
11,604.83 |
11,545.27 |
11,417.12 |
|
| R2 |
11,510.23 |
11,510.23 |
11,408.44 |
|
| R1 |
11,450.67 |
11,450.67 |
11,399.77 |
11,433.15 |
| PP |
11,415.63 |
11,415.63 |
11,415.63 |
11,406.88 |
| S1 |
11,356.07 |
11,356.07 |
11,382.43 |
11,338.55 |
| S2 |
11,321.03 |
11,321.03 |
11,373.76 |
|
| S3 |
11,226.43 |
11,261.47 |
11,365.09 |
|
| S4 |
11,131.83 |
11,166.87 |
11,339.07 |
|
|
| Weekly Pivots for week ending 24-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,350.93 |
12,223.47 |
11,595.61 |
|
| R3 |
12,005.83 |
11,878.37 |
11,500.70 |
|
| R2 |
11,660.73 |
11,660.73 |
11,469.07 |
|
| R1 |
11,533.27 |
11,533.27 |
11,437.43 |
11,597.00 |
| PP |
11,315.63 |
11,315.63 |
11,315.63 |
11,347.50 |
| S1 |
11,188.17 |
11,188.17 |
11,374.17 |
11,251.90 |
| S2 |
10,970.53 |
10,970.53 |
11,342.53 |
|
| S3 |
10,625.43 |
10,843.07 |
11,310.90 |
|
| S4 |
10,280.33 |
10,497.97 |
11,216.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,475.20 |
11,098.00 |
377.20 |
3.3% |
150.58 |
1.3% |
78% |
True |
False |
|
| 10 |
11,475.20 |
11,098.00 |
377.20 |
3.3% |
133.22 |
1.2% |
78% |
True |
False |
|
| 20 |
11,475.20 |
10,859.70 |
615.50 |
5.4% |
139.22 |
1.2% |
86% |
True |
False |
|
| 40 |
11,475.20 |
10,536.30 |
938.90 |
8.2% |
133.92 |
1.2% |
91% |
True |
False |
|
| 60 |
11,475.20 |
9,976.02 |
1,499.18 |
13.2% |
149.85 |
1.3% |
94% |
True |
False |
|
| 80 |
11,475.20 |
9,976.02 |
1,499.18 |
13.2% |
151.72 |
1.3% |
94% |
True |
False |
|
| 100 |
11,475.20 |
9,976.02 |
1,499.18 |
13.2% |
151.68 |
1.3% |
94% |
True |
False |
|
| 120 |
11,475.20 |
9,976.02 |
1,499.18 |
13.2% |
148.17 |
1.3% |
94% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,877.25 |
|
2.618 |
11,722.86 |
|
1.618 |
11,628.26 |
|
1.000 |
11,569.80 |
|
0.618 |
11,533.66 |
|
HIGH |
11,475.20 |
|
0.618 |
11,439.06 |
|
0.500 |
11,427.90 |
|
0.382 |
11,416.74 |
|
LOW |
11,380.60 |
|
0.618 |
11,322.14 |
|
1.000 |
11,286.00 |
|
1.618 |
11,227.54 |
|
2.618 |
11,132.94 |
|
4.250 |
10,978.55 |
|
|
| Fisher Pivots for day following 27-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,427.90 |
11,370.25 |
| PP |
11,415.63 |
11,349.40 |
| S1 |
11,403.37 |
11,328.55 |
|