| Trading Metrics calculated at close of trading on 03-Mar-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-1999 |
03-Mar-1999 |
Change |
Change % |
Previous Week |
| Open |
1,937.70 |
1,888.66 |
-49.04 |
-2.5% |
1,931.59 |
| High |
1,953.83 |
1,913.18 |
-40.65 |
-2.1% |
2,055.82 |
| Low |
1,886.36 |
1,870.37 |
-15.99 |
-0.8% |
1,914.70 |
| Close |
1,888.66 |
1,899.81 |
11.15 |
0.6% |
1,925.28 |
| Range |
67.47 |
42.81 |
-24.66 |
-36.5% |
141.12 |
| ATR |
61.22 |
59.91 |
-1.32 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,022.88 |
2,004.16 |
1,923.36 |
|
| R3 |
1,980.07 |
1,961.35 |
1,911.58 |
|
| R2 |
1,937.26 |
1,937.26 |
1,907.66 |
|
| R1 |
1,918.54 |
1,918.54 |
1,903.73 |
1,927.90 |
| PP |
1,894.45 |
1,894.45 |
1,894.45 |
1,899.14 |
| S1 |
1,875.73 |
1,875.73 |
1,895.89 |
1,885.09 |
| S2 |
1,851.64 |
1,851.64 |
1,891.96 |
|
| S3 |
1,808.83 |
1,832.92 |
1,888.04 |
|
| S4 |
1,766.02 |
1,790.11 |
1,876.26 |
|
|
| 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 |
1,989.14 |
1,870.37 |
118.77 |
6.3% |
53.16 |
2.8% |
25% |
False |
True |
|
| 10 |
2,055.82 |
1,864.90 |
190.92 |
10.0% |
53.76 |
2.8% |
18% |
False |
False |
|
| 20 |
2,121.62 |
1,864.90 |
256.72 |
13.5% |
63.99 |
3.4% |
14% |
False |
False |
|
| 40 |
2,150.83 |
1,838.65 |
312.18 |
16.4% |
63.80 |
3.4% |
20% |
False |
False |
|
| 60 |
2,150.83 |
1,574.83 |
576.00 |
30.3% |
56.19 |
3.0% |
56% |
False |
False |
|
| 80 |
2,150.83 |
1,422.89 |
727.94 |
38.3% |
51.59 |
2.7% |
66% |
False |
False |
|
| 100 |
2,150.83 |
1,063.27 |
1,087.56 |
57.2% |
49.97 |
2.6% |
77% |
False |
False |
|
| 120 |
2,150.83 |
1,063.27 |
1,087.56 |
57.2% |
49.88 |
2.6% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,095.12 |
|
2.618 |
2,025.26 |
|
1.618 |
1,982.45 |
|
1.000 |
1,955.99 |
|
0.618 |
1,939.64 |
|
HIGH |
1,913.18 |
|
0.618 |
1,896.83 |
|
0.500 |
1,891.78 |
|
0.382 |
1,886.72 |
|
LOW |
1,870.37 |
|
0.618 |
1,843.91 |
|
1.000 |
1,827.56 |
|
1.618 |
1,801.10 |
|
2.618 |
1,758.29 |
|
4.250 |
1,688.43 |
|
|
| Fisher Pivots for day following 03-Mar-1999 |
| Pivot |
1 day |
3 day |
| R1 |
1,897.13 |
1,912.10 |
| PP |
1,894.45 |
1,908.00 |
| S1 |
1,891.78 |
1,903.91 |
|