Trading Metrics calculated at close of trading on 02-Mar-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-1999 |
02-Mar-1999 |
Change |
Change % |
Previous Week |
Open |
1,925.28 |
1,937.70 |
12.42 |
0.6% |
1,931.59 |
High |
1,945.37 |
1,953.83 |
8.46 |
0.4% |
2,055.82 |
Low |
1,902.29 |
1,886.36 |
-15.93 |
-0.8% |
1,914.70 |
Close |
1,937.70 |
1,888.66 |
-49.04 |
-2.5% |
1,925.28 |
Range |
43.08 |
67.47 |
24.39 |
56.6% |
141.12 |
ATR |
60.74 |
61.22 |
0.48 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,112.03 |
2,067.81 |
1,925.77 |
|
R3 |
2,044.56 |
2,000.34 |
1,907.21 |
|
R2 |
1,977.09 |
1,977.09 |
1,901.03 |
|
R1 |
1,932.87 |
1,932.87 |
1,894.84 |
1,921.25 |
PP |
1,909.62 |
1,909.62 |
1,909.62 |
1,903.80 |
S1 |
1,865.40 |
1,865.40 |
1,882.48 |
1,853.78 |
S2 |
1,842.15 |
1,842.15 |
1,876.29 |
|
S3 |
1,774.68 |
1,797.93 |
1,870.11 |
|
S4 |
1,707.21 |
1,730.46 |
1,851.55 |
|
|
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 |
1,886.36 |
169.46 |
9.0% |
58.09 |
3.1% |
1% |
False |
True |
|
10 |
2,055.82 |
1,864.90 |
190.92 |
10.1% |
56.35 |
3.0% |
12% |
False |
False |
|
20 |
2,133.40 |
1,864.90 |
268.50 |
14.2% |
65.23 |
3.5% |
9% |
False |
False |
|
40 |
2,150.83 |
1,833.43 |
317.40 |
16.8% |
63.76 |
3.4% |
17% |
False |
False |
|
60 |
2,150.83 |
1,573.82 |
577.01 |
30.6% |
56.60 |
3.0% |
55% |
False |
False |
|
80 |
2,150.83 |
1,401.73 |
749.10 |
39.7% |
51.51 |
2.7% |
65% |
False |
False |
|
100 |
2,150.83 |
1,063.27 |
1,087.56 |
57.6% |
50.20 |
2.7% |
76% |
False |
False |
|
120 |
2,150.83 |
1,063.27 |
1,087.56 |
57.6% |
50.01 |
2.6% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,240.58 |
2.618 |
2,130.47 |
1.618 |
2,063.00 |
1.000 |
2,021.30 |
0.618 |
1,995.53 |
HIGH |
1,953.83 |
0.618 |
1,928.06 |
0.500 |
1,920.10 |
0.382 |
1,912.13 |
LOW |
1,886.36 |
0.618 |
1,844.66 |
1.000 |
1,818.89 |
1.618 |
1,777.19 |
2.618 |
1,709.72 |
4.250 |
1,599.61 |
|
|
Fisher Pivots for day following 02-Mar-1999 |
Pivot |
1 day |
3 day |
R1 |
1,920.10 |
1,930.38 |
PP |
1,909.62 |
1,916.47 |
S1 |
1,899.14 |
1,902.57 |
|