| Trading Metrics calculated at close of trading on 16-Feb-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-1999 |
16-Feb-1999 |
Change |
Change % |
Previous Week |
| Open |
9,363.46 |
9,274.89 |
-88.57 |
-0.9% |
9,304.24 |
| High |
9,389.98 |
9,387.66 |
-2.32 |
0.0% |
9,389.98 |
| Low |
9,228.03 |
9,234.73 |
6.70 |
0.1% |
9,099.04 |
| Close |
9,274.89 |
9,297.03 |
22.14 |
0.2% |
9,274.89 |
| Range |
161.95 |
152.93 |
-9.02 |
-5.6% |
290.94 |
| ATR |
150.09 |
150.29 |
0.20 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Feb-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,765.26 |
9,684.08 |
9,381.14 |
|
| R3 |
9,612.33 |
9,531.15 |
9,339.09 |
|
| R2 |
9,459.40 |
9,459.40 |
9,325.07 |
|
| R1 |
9,378.22 |
9,378.22 |
9,311.05 |
9,418.81 |
| PP |
9,306.47 |
9,306.47 |
9,306.47 |
9,326.77 |
| S1 |
9,225.29 |
9,225.29 |
9,283.01 |
9,265.88 |
| S2 |
9,153.54 |
9,153.54 |
9,268.99 |
|
| S3 |
9,000.61 |
9,072.36 |
9,254.97 |
|
| S4 |
8,847.68 |
8,919.43 |
9,212.92 |
|
|
| Weekly Pivots for week ending 12-Feb-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,127.46 |
9,992.11 |
9,434.91 |
|
| R3 |
9,836.52 |
9,701.17 |
9,354.90 |
|
| R2 |
9,545.58 |
9,545.58 |
9,328.23 |
|
| R1 |
9,410.23 |
9,410.23 |
9,301.56 |
9,332.44 |
| PP |
9,254.64 |
9,254.64 |
9,254.64 |
9,215.74 |
| S1 |
9,119.29 |
9,119.29 |
9,248.22 |
9,041.50 |
| S2 |
8,963.70 |
8,963.70 |
9,221.55 |
|
| S3 |
8,672.76 |
8,828.35 |
9,194.88 |
|
| S4 |
8,381.82 |
8,537.41 |
9,114.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,389.98 |
9,099.04 |
290.94 |
3.1% |
160.25 |
1.7% |
68% |
False |
False |
|
| 10 |
9,398.22 |
9,099.04 |
299.18 |
3.2% |
145.52 |
1.6% |
66% |
False |
False |
|
| 20 |
9,480.09 |
9,063.26 |
416.83 |
4.5% |
148.35 |
1.6% |
56% |
False |
False |
|
| 40 |
9,647.96 |
8,785.75 |
862.21 |
9.3% |
148.60 |
1.6% |
59% |
False |
False |
|
| 60 |
9,647.96 |
8,676.03 |
971.93 |
10.5% |
141.79 |
1.5% |
64% |
False |
False |
|
| 80 |
9,647.96 |
8,328.71 |
1,319.25 |
14.2% |
138.25 |
1.5% |
73% |
False |
False |
|
| 100 |
9,647.96 |
7,467.49 |
2,180.47 |
23.5% |
153.83 |
1.7% |
84% |
False |
False |
|
| 120 |
9,647.96 |
7,400.30 |
2,247.66 |
24.2% |
169.95 |
1.8% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,037.61 |
|
2.618 |
9,788.03 |
|
1.618 |
9,635.10 |
|
1.000 |
9,540.59 |
|
0.618 |
9,482.17 |
|
HIGH |
9,387.66 |
|
0.618 |
9,329.24 |
|
0.500 |
9,311.20 |
|
0.382 |
9,293.15 |
|
LOW |
9,234.73 |
|
0.618 |
9,140.22 |
|
1.000 |
9,081.80 |
|
1.618 |
8,987.29 |
|
2.618 |
8,834.36 |
|
4.250 |
8,584.78 |
|
|
| Fisher Pivots for day following 16-Feb-1999 |
| Pivot |
1 day |
3 day |
| R1 |
9,311.20 |
9,286.91 |
| PP |
9,306.47 |
9,276.78 |
| S1 |
9,301.75 |
9,266.66 |
|