| Trading Metrics calculated at close of trading on 03-Jan-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-1999 |
03-Jan-2000 |
Change |
Change % |
Previous Week |
| Open |
11,450.90 |
11,494.70 |
43.80 |
0.4% |
11,430.80 |
| High |
11,542.40 |
11,522.00 |
-20.40 |
-0.2% |
11,568.80 |
| Low |
11,442.80 |
11,305.70 |
-137.10 |
-1.2% |
11,380.60 |
| Close |
11,497.10 |
11,357.50 |
-139.60 |
-1.2% |
11,497.10 |
| Range |
99.60 |
216.30 |
116.70 |
117.2% |
188.20 |
| ATR |
133.58 |
139.49 |
5.91 |
4.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,043.97 |
11,917.03 |
11,476.47 |
|
| R3 |
11,827.67 |
11,700.73 |
11,416.98 |
|
| R2 |
11,611.37 |
11,611.37 |
11,397.16 |
|
| R1 |
11,484.43 |
11,484.43 |
11,377.33 |
11,439.75 |
| PP |
11,395.07 |
11,395.07 |
11,395.07 |
11,372.73 |
| S1 |
11,268.13 |
11,268.13 |
11,337.67 |
11,223.45 |
| S2 |
11,178.77 |
11,178.77 |
11,317.85 |
|
| S3 |
10,962.47 |
11,051.83 |
11,298.02 |
|
| S4 |
10,746.17 |
10,835.53 |
11,238.54 |
|
|
| 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 |
11,305.70 |
263.10 |
2.3% |
138.14 |
1.2% |
20% |
False |
True |
|
| 10 |
11,568.80 |
11,098.00 |
470.80 |
4.1% |
144.36 |
1.3% |
55% |
False |
False |
|
| 20 |
11,568.80 |
11,054.70 |
514.10 |
4.5% |
134.17 |
1.2% |
59% |
False |
False |
|
| 40 |
11,568.80 |
10,536.30 |
1,032.50 |
9.1% |
135.34 |
1.2% |
80% |
False |
False |
|
| 60 |
11,568.80 |
9,976.02 |
1,592.78 |
14.0% |
147.82 |
1.3% |
87% |
False |
False |
|
| 80 |
11,568.80 |
9,976.02 |
1,592.78 |
14.0% |
150.50 |
1.3% |
87% |
False |
False |
|
| 100 |
11,568.80 |
9,976.02 |
1,592.78 |
14.0% |
150.69 |
1.3% |
87% |
False |
False |
|
| 120 |
11,568.80 |
9,976.02 |
1,592.78 |
14.0% |
149.81 |
1.3% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,441.28 |
|
2.618 |
12,088.27 |
|
1.618 |
11,871.97 |
|
1.000 |
11,738.30 |
|
0.618 |
11,655.67 |
|
HIGH |
11,522.00 |
|
0.618 |
11,439.37 |
|
0.500 |
11,413.85 |
|
0.382 |
11,388.33 |
|
LOW |
11,305.70 |
|
0.618 |
11,172.03 |
|
1.000 |
11,089.40 |
|
1.618 |
10,955.73 |
|
2.618 |
10,739.43 |
|
4.250 |
10,386.43 |
|
|
| Fisher Pivots for day following 03-Jan-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,413.85 |
11,437.25 |
| PP |
11,395.07 |
11,410.67 |
| S1 |
11,376.28 |
11,384.08 |
|