Trading Metrics calculated at close of trading on 01-Mar-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-1999 |
01-Mar-1999 |
Change |
Change % |
Previous Week |
Open |
1,974.39 |
1,925.28 |
-49.11 |
-2.5% |
1,931.59 |
High |
1,974.39 |
1,945.37 |
-29.02 |
-1.5% |
2,055.82 |
Low |
1,914.70 |
1,902.29 |
-12.41 |
-0.6% |
1,914.70 |
Close |
1,925.28 |
1,937.70 |
12.42 |
0.6% |
1,925.28 |
Range |
59.69 |
43.08 |
-16.61 |
-27.8% |
141.12 |
ATR |
62.10 |
60.74 |
-1.36 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,057.69 |
2,040.78 |
1,961.39 |
|
R3 |
2,014.61 |
1,997.70 |
1,949.55 |
|
R2 |
1,971.53 |
1,971.53 |
1,945.60 |
|
R1 |
1,954.62 |
1,954.62 |
1,941.65 |
1,963.08 |
PP |
1,928.45 |
1,928.45 |
1,928.45 |
1,932.68 |
S1 |
1,911.54 |
1,911.54 |
1,933.75 |
1,920.00 |
S2 |
1,885.37 |
1,885.37 |
1,929.80 |
|
S3 |
1,842.29 |
1,868.46 |
1,925.85 |
|
S4 |
1,799.21 |
1,825.38 |
1,914.01 |
|
|
Weekly Pivots for week ending 26-Feb-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,388.63 |
2,298.07 |
2,002.90 |
|
R3 |
2,247.51 |
2,156.95 |
1,964.09 |
|
R2 |
2,106.39 |
2,106.39 |
1,951.15 |
|
R1 |
2,015.83 |
2,015.83 |
1,938.22 |
1,990.55 |
PP |
1,965.27 |
1,965.27 |
1,965.27 |
1,952.63 |
S1 |
1,874.71 |
1,874.71 |
1,912.34 |
1,849.43 |
S2 |
1,824.15 |
1,824.15 |
1,899.41 |
|
S3 |
1,683.03 |
1,733.59 |
1,886.47 |
|
S4 |
1,541.91 |
1,592.47 |
1,847.66 |
|
|
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 |
1,902.29 |
153.53 |
7.9% |
53.35 |
2.8% |
23% |
False |
True |
|
10 |
2,055.82 |
1,864.90 |
190.92 |
9.9% |
56.00 |
2.9% |
38% |
False |
False |
|
20 |
2,150.83 |
1,864.90 |
285.93 |
14.8% |
63.67 |
3.3% |
25% |
False |
False |
|
40 |
2,150.83 |
1,809.91 |
340.92 |
17.6% |
63.03 |
3.3% |
37% |
False |
False |
|
60 |
2,150.83 |
1,573.82 |
577.01 |
29.8% |
56.12 |
2.9% |
63% |
False |
False |
|
80 |
2,150.83 |
1,395.53 |
755.30 |
39.0% |
50.95 |
2.6% |
72% |
False |
False |
|
100 |
2,150.83 |
1,063.27 |
1,087.56 |
56.1% |
50.28 |
2.6% |
80% |
False |
False |
|
120 |
2,150.83 |
1,063.27 |
1,087.56 |
56.1% |
50.12 |
2.6% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,128.46 |
2.618 |
2,058.15 |
1.618 |
2,015.07 |
1.000 |
1,988.45 |
0.618 |
1,971.99 |
HIGH |
1,945.37 |
0.618 |
1,928.91 |
0.500 |
1,923.83 |
0.382 |
1,918.75 |
LOW |
1,902.29 |
0.618 |
1,875.67 |
1.000 |
1,859.21 |
1.618 |
1,832.59 |
2.618 |
1,789.51 |
4.250 |
1,719.20 |
|
|
Fisher Pivots for day following 01-Mar-1999 |
Pivot |
1 day |
3 day |
R1 |
1,933.08 |
1,945.72 |
PP |
1,928.45 |
1,943.04 |
S1 |
1,923.83 |
1,940.37 |
|