| Trading Metrics calculated at close of trading on 29-Dec-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-1999 |
29-Dec-1999 |
Change |
Change % |
Previous Week |
| Open |
11,414.00 |
11,528.40 |
114.40 |
1.0% |
11,257.40 |
| High |
11,517.40 |
11,543.10 |
25.70 |
0.2% |
11,443.10 |
| Low |
11,382.20 |
11,425.60 |
43.40 |
0.4% |
11,098.00 |
| Close |
11,476.70 |
11,484.70 |
8.00 |
0.1% |
11,405.80 |
| Range |
135.20 |
117.50 |
-17.70 |
-13.1% |
345.10 |
| ATR |
138.80 |
137.28 |
-1.52 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,836.97 |
11,778.33 |
11,549.33 |
|
| R3 |
11,719.47 |
11,660.83 |
11,517.01 |
|
| R2 |
11,601.97 |
11,601.97 |
11,506.24 |
|
| R1 |
11,543.33 |
11,543.33 |
11,495.47 |
11,513.90 |
| PP |
11,484.47 |
11,484.47 |
11,484.47 |
11,469.75 |
| S1 |
11,425.83 |
11,425.83 |
11,473.93 |
11,396.40 |
| S2 |
11,366.97 |
11,366.97 |
11,463.16 |
|
| S3 |
11,249.47 |
11,308.33 |
11,452.39 |
|
| S4 |
11,131.97 |
11,190.83 |
11,420.08 |
|
|
| 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 |
11,543.10 |
11,181.90 |
361.20 |
3.1% |
133.32 |
1.2% |
84% |
True |
False |
|
| 10 |
11,543.10 |
11,098.00 |
445.10 |
3.9% |
140.41 |
1.2% |
87% |
True |
False |
|
| 20 |
11,543.10 |
10,859.70 |
683.40 |
6.0% |
138.20 |
1.2% |
91% |
True |
False |
|
| 40 |
11,543.10 |
10,536.30 |
1,006.80 |
8.8% |
133.78 |
1.2% |
94% |
True |
False |
|
| 60 |
11,543.10 |
9,976.02 |
1,567.08 |
13.6% |
149.14 |
1.3% |
96% |
True |
False |
|
| 80 |
11,543.10 |
9,976.02 |
1,567.08 |
13.6% |
149.48 |
1.3% |
96% |
True |
False |
|
| 100 |
11,543.10 |
9,976.02 |
1,567.08 |
13.6% |
150.24 |
1.3% |
96% |
True |
False |
|
| 120 |
11,543.10 |
9,976.02 |
1,567.08 |
13.6% |
148.70 |
1.3% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,042.48 |
|
2.618 |
11,850.72 |
|
1.618 |
11,733.22 |
|
1.000 |
11,660.60 |
|
0.618 |
11,615.72 |
|
HIGH |
11,543.10 |
|
0.618 |
11,498.22 |
|
0.500 |
11,484.35 |
|
0.382 |
11,470.49 |
|
LOW |
11,425.60 |
|
0.618 |
11,352.99 |
|
1.000 |
11,308.10 |
|
1.618 |
11,235.49 |
|
2.618 |
11,117.99 |
|
4.250 |
10,926.23 |
|
|
| Fisher Pivots for day following 29-Dec-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,484.58 |
11,477.08 |
| PP |
11,484.47 |
11,469.47 |
| S1 |
11,484.35 |
11,461.85 |
|