| Trading Metrics calculated at close of trading on 28-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-1999 |
28-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
11,430.80 |
11,414.00 |
-16.80 |
-0.1% |
11,257.40 |
| High |
11,475.20 |
11,517.40 |
42.20 |
0.4% |
11,443.10 |
| Low |
11,380.60 |
11,382.20 |
1.60 |
0.0% |
11,098.00 |
| Close |
11,391.10 |
11,476.70 |
85.60 |
0.8% |
11,405.80 |
| Range |
94.60 |
135.20 |
40.60 |
42.9% |
345.10 |
| ATR |
139.07 |
138.80 |
-0.28 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,864.37 |
11,805.73 |
11,551.06 |
|
| R3 |
11,729.17 |
11,670.53 |
11,513.88 |
|
| R2 |
11,593.97 |
11,593.97 |
11,501.49 |
|
| R1 |
11,535.33 |
11,535.33 |
11,489.09 |
11,564.65 |
| PP |
11,458.77 |
11,458.77 |
11,458.77 |
11,473.43 |
| S1 |
11,400.13 |
11,400.13 |
11,464.31 |
11,429.45 |
| S2 |
11,323.57 |
11,323.57 |
11,451.91 |
|
| S3 |
11,188.37 |
11,264.93 |
11,439.52 |
|
| S4 |
11,053.17 |
11,129.73 |
11,402.34 |
|
|
| 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 |
11,517.40 |
11,098.00 |
419.40 |
3.7% |
137.80 |
1.2% |
90% |
True |
False |
|
| 10 |
11,517.40 |
11,098.00 |
419.40 |
3.7% |
137.93 |
1.2% |
90% |
True |
False |
|
| 20 |
11,517.40 |
10,859.70 |
657.70 |
5.7% |
140.92 |
1.2% |
94% |
True |
False |
|
| 40 |
11,517.40 |
10,536.30 |
981.10 |
8.5% |
133.27 |
1.2% |
96% |
True |
False |
|
| 60 |
11,517.40 |
9,976.02 |
1,541.38 |
13.4% |
149.57 |
1.3% |
97% |
True |
False |
|
| 80 |
11,517.40 |
9,976.02 |
1,541.38 |
13.4% |
150.89 |
1.3% |
97% |
True |
False |
|
| 100 |
11,517.40 |
9,976.02 |
1,541.38 |
13.4% |
150.71 |
1.3% |
97% |
True |
False |
|
| 120 |
11,517.40 |
9,976.02 |
1,541.38 |
13.4% |
148.31 |
1.3% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,092.00 |
|
2.618 |
11,871.35 |
|
1.618 |
11,736.15 |
|
1.000 |
11,652.60 |
|
0.618 |
11,600.95 |
|
HIGH |
11,517.40 |
|
0.618 |
11,465.75 |
|
0.500 |
11,449.80 |
|
0.382 |
11,433.85 |
|
LOW |
11,382.20 |
|
0.618 |
11,298.65 |
|
1.000 |
11,247.00 |
|
1.618 |
11,163.45 |
|
2.618 |
11,028.25 |
|
4.250 |
10,807.60 |
|
|
| Fisher Pivots for day following 28-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,467.73 |
11,437.72 |
| PP |
11,458.77 |
11,398.73 |
| S1 |
11,449.80 |
11,359.75 |
|