Trading Metrics calculated at close of trading on 24-Feb-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-1999 |
24-Feb-1999 |
Change |
Change % |
Previous Week |
Open |
1,996.02 |
2,028.23 |
32.21 |
1.6% |
1,958.60 |
High |
2,035.37 |
2,055.82 |
20.45 |
1.0% |
2,004.64 |
Low |
1,991.60 |
1,988.33 |
-3.27 |
-0.2% |
1,864.90 |
Close |
2,028.23 |
1,989.14 |
-39.09 |
-1.9% |
1,931.59 |
Range |
43.77 |
67.49 |
23.72 |
54.2% |
139.74 |
ATR |
62.68 |
63.02 |
0.34 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Feb-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,213.57 |
2,168.84 |
2,026.26 |
|
R3 |
2,146.08 |
2,101.35 |
2,007.70 |
|
R2 |
2,078.59 |
2,078.59 |
2,001.51 |
|
R1 |
2,033.86 |
2,033.86 |
1,995.33 |
2,022.48 |
PP |
2,011.10 |
2,011.10 |
2,011.10 |
2,005.41 |
S1 |
1,966.37 |
1,966.37 |
1,982.95 |
1,954.99 |
S2 |
1,943.61 |
1,943.61 |
1,976.77 |
|
S3 |
1,876.12 |
1,898.88 |
1,970.58 |
|
S4 |
1,808.63 |
1,831.39 |
1,952.02 |
|
|
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 |
2,055.82 |
1,864.90 |
190.92 |
9.6% |
54.37 |
2.7% |
65% |
True |
False |
|
10 |
2,055.82 |
1,864.90 |
190.92 |
9.6% |
63.92 |
3.2% |
65% |
True |
False |
|
20 |
2,150.83 |
1,864.90 |
285.93 |
14.4% |
65.44 |
3.3% |
43% |
False |
False |
|
40 |
2,150.83 |
1,802.86 |
347.97 |
17.5% |
61.36 |
3.1% |
54% |
False |
False |
|
60 |
2,150.83 |
1,535.18 |
615.65 |
31.0% |
56.93 |
2.9% |
74% |
False |
False |
|
80 |
2,150.83 |
1,370.61 |
780.22 |
39.2% |
49.83 |
2.5% |
79% |
False |
False |
|
100 |
2,150.83 |
1,063.27 |
1,087.56 |
54.7% |
51.02 |
2.6% |
85% |
False |
False |
|
120 |
2,150.83 |
1,063.27 |
1,087.56 |
54.7% |
49.96 |
2.5% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,342.65 |
2.618 |
2,232.51 |
1.618 |
2,165.02 |
1.000 |
2,123.31 |
0.618 |
2,097.53 |
HIGH |
2,055.82 |
0.618 |
2,030.04 |
0.500 |
2,022.08 |
0.382 |
2,014.11 |
LOW |
1,988.33 |
0.618 |
1,946.62 |
1.000 |
1,920.84 |
1.618 |
1,879.13 |
2.618 |
1,811.64 |
4.250 |
1,701.50 |
|
|
Fisher Pivots for day following 24-Feb-1999 |
Pivot |
1 day |
3 day |
R1 |
2,022.08 |
1,988.52 |
PP |
2,011.10 |
1,987.89 |
S1 |
2,000.12 |
1,987.27 |
|