Trading Metrics calculated at close of trading on 11-Feb-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-1999 |
11-Feb-1999 |
Change |
Change % |
Previous Week |
Open |
1,935.33 |
1,944.18 |
8.85 |
0.5% |
2,127.19 |
High |
1,973.90 |
2,045.08 |
71.18 |
3.6% |
2,150.83 |
Low |
1,924.53 |
1,946.41 |
21.88 |
1.1% |
1,963.80 |
Close |
1,944.18 |
2,044.68 |
100.50 |
5.2% |
1,988.55 |
Range |
49.37 |
98.67 |
49.30 |
99.9% |
187.03 |
ATR |
62.33 |
65.08 |
2.76 |
4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Feb-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,308.07 |
2,275.04 |
2,098.95 |
|
R3 |
2,209.40 |
2,176.37 |
2,071.81 |
|
R2 |
2,110.73 |
2,110.73 |
2,062.77 |
|
R1 |
2,077.70 |
2,077.70 |
2,053.72 |
2,094.22 |
PP |
2,012.06 |
2,012.06 |
2,012.06 |
2,020.31 |
S1 |
1,979.03 |
1,979.03 |
2,035.64 |
1,995.55 |
S2 |
1,913.39 |
1,913.39 |
2,026.59 |
|
S3 |
1,814.72 |
1,880.36 |
2,017.55 |
|
S4 |
1,716.05 |
1,781.69 |
1,990.41 |
|
|
Weekly Pivots for week ending 05-Feb-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,595.48 |
2,479.05 |
2,091.42 |
|
R3 |
2,408.45 |
2,292.02 |
2,039.98 |
|
R2 |
2,221.42 |
2,221.42 |
2,022.84 |
|
R1 |
2,104.99 |
2,104.99 |
2,005.69 |
2,069.69 |
PP |
2,034.39 |
2,034.39 |
2,034.39 |
2,016.75 |
S1 |
1,917.96 |
1,917.96 |
1,971.41 |
1,882.66 |
S2 |
1,847.36 |
1,847.36 |
1,954.26 |
|
S3 |
1,660.33 |
1,730.93 |
1,937.12 |
|
S4 |
1,473.30 |
1,543.90 |
1,885.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,045.08 |
1,924.53 |
120.55 |
5.9% |
74.59 |
3.6% |
100% |
True |
False |
|
10 |
2,150.83 |
1,924.53 |
226.30 |
11.1% |
68.09 |
3.3% |
53% |
False |
False |
|
20 |
2,150.83 |
1,905.47 |
245.36 |
12.0% |
65.81 |
3.2% |
57% |
False |
False |
|
40 |
2,150.83 |
1,614.08 |
536.75 |
26.3% |
57.20 |
2.8% |
80% |
False |
False |
|
60 |
2,150.83 |
1,457.47 |
693.36 |
33.9% |
53.38 |
2.6% |
85% |
False |
False |
|
80 |
2,150.83 |
1,282.83 |
868.00 |
42.5% |
47.57 |
2.3% |
88% |
False |
False |
|
100 |
2,150.83 |
1,063.27 |
1,087.56 |
53.2% |
49.81 |
2.4% |
90% |
False |
False |
|
120 |
2,150.83 |
1,063.27 |
1,087.56 |
53.2% |
50.20 |
2.5% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,464.43 |
2.618 |
2,303.40 |
1.618 |
2,204.73 |
1.000 |
2,143.75 |
0.618 |
2,106.06 |
HIGH |
2,045.08 |
0.618 |
2,007.39 |
0.500 |
1,995.75 |
0.382 |
1,984.10 |
LOW |
1,946.41 |
0.618 |
1,885.43 |
1.000 |
1,847.74 |
1.618 |
1,786.76 |
2.618 |
1,688.09 |
4.250 |
1,527.06 |
|
|
Fisher Pivots for day following 11-Feb-1999 |
Pivot |
1 day |
3 day |
R1 |
2,028.37 |
2,024.72 |
PP |
2,012.06 |
2,004.76 |
S1 |
1,995.75 |
1,984.81 |
|