Trading Metrics calculated at close of trading on 04-Mar-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-1999 |
04-Mar-1999 |
Change |
Change % |
Previous Week |
Open |
1,888.66 |
1,899.81 |
11.15 |
0.6% |
1,931.59 |
High |
1,913.18 |
1,954.31 |
41.13 |
2.1% |
2,055.82 |
Low |
1,870.37 |
1,880.85 |
10.48 |
0.6% |
1,914.70 |
Close |
1,899.81 |
1,933.03 |
33.22 |
1.7% |
1,925.28 |
Range |
42.81 |
73.46 |
30.65 |
71.6% |
141.12 |
ATR |
59.91 |
60.88 |
0.97 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,143.11 |
2,111.53 |
1,973.43 |
|
R3 |
2,069.65 |
2,038.07 |
1,953.23 |
|
R2 |
1,996.19 |
1,996.19 |
1,946.50 |
|
R1 |
1,964.61 |
1,964.61 |
1,939.76 |
1,980.40 |
PP |
1,922.73 |
1,922.73 |
1,922.73 |
1,930.63 |
S1 |
1,891.15 |
1,891.15 |
1,926.30 |
1,906.94 |
S2 |
1,849.27 |
1,849.27 |
1,919.56 |
|
S3 |
1,775.81 |
1,817.69 |
1,912.83 |
|
S4 |
1,702.35 |
1,744.23 |
1,892.63 |
|
|
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 |
1,974.39 |
1,870.37 |
104.02 |
5.4% |
57.30 |
3.0% |
60% |
False |
False |
|
10 |
2,055.82 |
1,870.37 |
185.45 |
9.6% |
56.07 |
2.9% |
34% |
False |
False |
|
20 |
2,121.62 |
1,864.90 |
256.72 |
13.3% |
64.87 |
3.4% |
27% |
False |
False |
|
40 |
2,150.83 |
1,838.65 |
312.18 |
16.1% |
64.31 |
3.3% |
30% |
False |
False |
|
60 |
2,150.83 |
1,607.53 |
543.30 |
28.1% |
56.49 |
2.9% |
60% |
False |
False |
|
80 |
2,150.83 |
1,438.93 |
711.90 |
36.8% |
52.22 |
2.7% |
69% |
False |
False |
|
100 |
2,150.83 |
1,128.88 |
1,021.95 |
52.9% |
49.89 |
2.6% |
79% |
False |
False |
|
120 |
2,150.83 |
1,063.27 |
1,087.56 |
56.3% |
50.10 |
2.6% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,266.52 |
2.618 |
2,146.63 |
1.618 |
2,073.17 |
1.000 |
2,027.77 |
0.618 |
1,999.71 |
HIGH |
1,954.31 |
0.618 |
1,926.25 |
0.500 |
1,917.58 |
0.382 |
1,908.91 |
LOW |
1,880.85 |
0.618 |
1,835.45 |
1.000 |
1,807.39 |
1.618 |
1,761.99 |
2.618 |
1,688.53 |
4.250 |
1,568.65 |
|
|
Fisher Pivots for day following 04-Mar-1999 |
Pivot |
1 day |
3 day |
R1 |
1,927.88 |
1,926.13 |
PP |
1,922.73 |
1,919.24 |
S1 |
1,917.58 |
1,912.34 |
|