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 |
9,366.34 |
9,306.58 |
-59.76 |
-0.6% |
9,339.95 |
High |
9,398.40 |
9,355.21 |
-43.19 |
-0.5% |
9,611.33 |
Low |
9,252.52 |
9,222.63 |
-29.89 |
-0.3% |
9,233.32 |
Close |
9,306.58 |
9,324.78 |
18.20 |
0.2% |
9,306.58 |
Range |
145.88 |
132.58 |
-13.30 |
-9.1% |
378.01 |
ATR |
156.98 |
155.24 |
-1.74 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,698.61 |
9,644.28 |
9,397.70 |
|
R3 |
9,566.03 |
9,511.70 |
9,361.24 |
|
R2 |
9,433.45 |
9,433.45 |
9,349.09 |
|
R1 |
9,379.12 |
9,379.12 |
9,336.93 |
9,406.29 |
PP |
9,300.87 |
9,300.87 |
9,300.87 |
9,314.46 |
S1 |
9,246.54 |
9,246.54 |
9,312.63 |
9,273.71 |
S2 |
9,168.29 |
9,168.29 |
9,300.47 |
|
S3 |
9,035.71 |
9,113.96 |
9,288.32 |
|
S4 |
8,903.13 |
8,981.38 |
9,251.86 |
|
|
Weekly Pivots for week ending 26-Feb-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,517.77 |
10,290.19 |
9,514.49 |
|
R3 |
10,139.76 |
9,912.18 |
9,410.53 |
|
R2 |
9,761.75 |
9,761.75 |
9,375.88 |
|
R1 |
9,534.17 |
9,534.17 |
9,341.23 |
9,458.96 |
PP |
9,383.74 |
9,383.74 |
9,383.74 |
9,346.14 |
S1 |
9,156.16 |
9,156.16 |
9,271.93 |
9,080.95 |
S2 |
9,005.73 |
9,005.73 |
9,237.28 |
|
S3 |
8,627.72 |
8,778.15 |
9,202.63 |
|
S4 |
8,249.71 |
8,400.14 |
9,098.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,611.33 |
9,222.63 |
388.70 |
4.2% |
157.68 |
1.7% |
26% |
False |
True |
|
10 |
9,611.33 |
9,179.21 |
432.12 |
4.6% |
160.06 |
1.7% |
34% |
False |
False |
|
20 |
9,611.33 |
9,099.04 |
512.29 |
5.5% |
149.60 |
1.6% |
44% |
False |
False |
|
40 |
9,647.96 |
9,063.26 |
584.70 |
6.3% |
160.31 |
1.7% |
45% |
False |
False |
|
60 |
9,647.96 |
8,676.03 |
971.93 |
10.4% |
148.73 |
1.6% |
67% |
False |
False |
|
80 |
9,647.96 |
8,676.03 |
971.93 |
10.4% |
141.21 |
1.5% |
67% |
False |
False |
|
100 |
9,647.96 |
7,467.49 |
2,180.47 |
23.4% |
148.18 |
1.6% |
85% |
False |
False |
|
120 |
9,647.96 |
7,467.49 |
2,180.47 |
23.4% |
160.52 |
1.7% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,918.68 |
2.618 |
9,702.30 |
1.618 |
9,569.72 |
1.000 |
9,487.79 |
0.618 |
9,437.14 |
HIGH |
9,355.21 |
0.618 |
9,304.56 |
0.500 |
9,288.92 |
0.382 |
9,273.28 |
LOW |
9,222.63 |
0.618 |
9,140.70 |
1.000 |
9,090.05 |
1.618 |
9,008.12 |
2.618 |
8,875.54 |
4.250 |
8,659.17 |
|
|
Fisher Pivots for day following 01-Mar-1999 |
Pivot |
1 day |
3 day |
R1 |
9,312.83 |
9,320.03 |
PP |
9,300.87 |
9,315.27 |
S1 |
9,288.92 |
9,310.52 |
|