Trading Metrics calculated at close of trading on 31-Dec-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-1999 |
31-Dec-1999 |
Change |
Change % |
Previous Week |
Open |
11,524.40 |
11,450.90 |
-73.50 |
-0.6% |
11,430.80 |
High |
11,568.80 |
11,542.40 |
-26.40 |
-0.2% |
11,568.80 |
Low |
11,446.70 |
11,442.80 |
-3.90 |
0.0% |
11,380.60 |
Close |
11,452.90 |
11,497.10 |
44.20 |
0.4% |
11,497.10 |
Range |
122.10 |
99.60 |
-22.50 |
-18.4% |
188.20 |
ATR |
136.19 |
133.58 |
-2.61 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,792.90 |
11,744.60 |
11,551.88 |
|
R3 |
11,693.30 |
11,645.00 |
11,524.49 |
|
R2 |
11,593.70 |
11,593.70 |
11,515.36 |
|
R1 |
11,545.40 |
11,545.40 |
11,506.23 |
11,569.55 |
PP |
11,494.10 |
11,494.10 |
11,494.10 |
11,506.18 |
S1 |
11,445.80 |
11,445.80 |
11,487.97 |
11,469.95 |
S2 |
11,394.50 |
11,394.50 |
11,478.84 |
|
S3 |
11,294.90 |
11,346.20 |
11,469.71 |
|
S4 |
11,195.30 |
11,246.60 |
11,442.32 |
|
|
Weekly Pivots for week ending 31-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,046.77 |
11,960.13 |
11,600.61 |
|
R3 |
11,858.57 |
11,771.93 |
11,548.86 |
|
R2 |
11,670.37 |
11,670.37 |
11,531.60 |
|
R1 |
11,583.73 |
11,583.73 |
11,514.35 |
11,627.05 |
PP |
11,482.17 |
11,482.17 |
11,482.17 |
11,503.83 |
S1 |
11,395.53 |
11,395.53 |
11,479.85 |
11,438.85 |
S2 |
11,293.97 |
11,293.97 |
11,462.60 |
|
S3 |
11,105.77 |
11,207.33 |
11,445.35 |
|
S4 |
10,917.57 |
11,019.13 |
11,393.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,568.80 |
11,380.60 |
188.20 |
1.6% |
113.80 |
1.0% |
62% |
False |
False |
|
10 |
11,568.80 |
11,098.00 |
470.80 |
4.1% |
135.36 |
1.2% |
85% |
False |
False |
|
20 |
11,568.80 |
11,045.80 |
523.00 |
4.5% |
138.13 |
1.2% |
86% |
False |
False |
|
40 |
11,568.80 |
10,536.30 |
1,032.50 |
9.0% |
132.66 |
1.2% |
93% |
False |
False |
|
60 |
11,568.80 |
9,976.02 |
1,592.78 |
13.9% |
145.82 |
1.3% |
95% |
False |
False |
|
80 |
11,568.80 |
9,976.02 |
1,592.78 |
13.9% |
149.22 |
1.3% |
95% |
False |
False |
|
100 |
11,568.80 |
9,976.02 |
1,592.78 |
13.9% |
150.01 |
1.3% |
95% |
False |
False |
|
120 |
11,568.80 |
9,976.02 |
1,592.78 |
13.9% |
148.82 |
1.3% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,965.70 |
2.618 |
11,803.15 |
1.618 |
11,703.55 |
1.000 |
11,642.00 |
0.618 |
11,603.95 |
HIGH |
11,542.40 |
0.618 |
11,504.35 |
0.500 |
11,492.60 |
0.382 |
11,480.85 |
LOW |
11,442.80 |
0.618 |
11,381.25 |
1.000 |
11,343.20 |
1.618 |
11,281.65 |
2.618 |
11,182.05 |
4.250 |
11,019.50 |
|
|
Fisher Pivots for day following 31-Dec-1999 |
Pivot |
1 day |
3 day |
R1 |
11,495.60 |
11,497.20 |
PP |
11,494.10 |
11,497.17 |
S1 |
11,492.60 |
11,497.13 |
|