| Trading Metrics calculated at close of trading on 22-Feb-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-1999 |
22-Feb-1999 |
Change |
Change % |
Previous Week |
| Open |
1,906.09 |
1,931.59 |
25.50 |
1.3% |
1,958.60 |
| High |
1,938.65 |
1,996.38 |
57.73 |
3.0% |
2,004.64 |
| Low |
1,906.09 |
1,918.71 |
12.62 |
0.7% |
1,864.90 |
| Close |
1,931.59 |
1,996.02 |
64.43 |
3.3% |
1,931.59 |
| Range |
32.56 |
77.67 |
45.11 |
138.5% |
139.74 |
| ATR |
63.09 |
64.13 |
1.04 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Feb-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,203.38 |
2,177.37 |
2,038.74 |
|
| R3 |
2,125.71 |
2,099.70 |
2,017.38 |
|
| R2 |
2,048.04 |
2,048.04 |
2,010.26 |
|
| R1 |
2,022.03 |
2,022.03 |
2,003.14 |
2,035.04 |
| PP |
1,970.37 |
1,970.37 |
1,970.37 |
1,976.87 |
| S1 |
1,944.36 |
1,944.36 |
1,988.90 |
1,957.37 |
| S2 |
1,892.70 |
1,892.70 |
1,981.78 |
|
| S3 |
1,815.03 |
1,866.69 |
1,974.66 |
|
| S4 |
1,737.36 |
1,789.02 |
1,953.30 |
|
|
| Weekly Pivots for week ending 19-Feb-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,352.93 |
2,282.00 |
2,008.45 |
|
| R3 |
2,213.19 |
2,142.26 |
1,970.02 |
|
| R2 |
2,073.45 |
2,073.45 |
1,957.21 |
|
| R1 |
2,002.52 |
2,002.52 |
1,944.40 |
1,968.12 |
| PP |
1,933.71 |
1,933.71 |
1,933.71 |
1,916.51 |
| S1 |
1,862.78 |
1,862.78 |
1,918.78 |
1,828.38 |
| S2 |
1,793.97 |
1,793.97 |
1,905.97 |
|
| S3 |
1,654.23 |
1,723.04 |
1,893.16 |
|
| S4 |
1,514.49 |
1,583.30 |
1,854.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,004.64 |
1,864.90 |
139.74 |
7.0% |
58.64 |
2.9% |
94% |
False |
False |
|
| 10 |
2,045.08 |
1,864.90 |
180.18 |
9.0% |
67.69 |
3.4% |
73% |
False |
False |
|
| 20 |
2,150.83 |
1,864.90 |
285.93 |
14.3% |
65.19 |
3.3% |
46% |
False |
False |
|
| 40 |
2,150.83 |
1,767.82 |
383.01 |
19.2% |
60.18 |
3.0% |
60% |
False |
False |
|
| 60 |
2,150.83 |
1,535.18 |
615.65 |
30.8% |
56.02 |
2.8% |
75% |
False |
False |
|
| 80 |
2,150.83 |
1,348.01 |
802.82 |
40.2% |
49.61 |
2.5% |
81% |
False |
False |
|
| 100 |
2,150.83 |
1,063.27 |
1,087.56 |
54.5% |
50.62 |
2.5% |
86% |
False |
False |
|
| 120 |
2,150.83 |
1,063.27 |
1,087.56 |
54.5% |
51.04 |
2.6% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,326.48 |
|
2.618 |
2,199.72 |
|
1.618 |
2,122.05 |
|
1.000 |
2,074.05 |
|
0.618 |
2,044.38 |
|
HIGH |
1,996.38 |
|
0.618 |
1,966.71 |
|
0.500 |
1,957.55 |
|
0.382 |
1,948.38 |
|
LOW |
1,918.71 |
|
0.618 |
1,870.71 |
|
1.000 |
1,841.04 |
|
1.618 |
1,793.04 |
|
2.618 |
1,715.37 |
|
4.250 |
1,588.61 |
|
|
| Fisher Pivots for day following 22-Feb-1999 |
| Pivot |
1 day |
3 day |
| R1 |
1,983.20 |
1,974.23 |
| PP |
1,970.37 |
1,952.43 |
| S1 |
1,957.55 |
1,930.64 |
|