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 |
9,324.78 |
9,297.61 |
-27.17 |
-0.3% |
9,339.95 |
High |
9,421.22 |
9,337.00 |
-84.22 |
-0.9% |
9,611.33 |
Low |
9,268.00 |
9,211.23 |
-56.77 |
-0.6% |
9,233.32 |
Close |
9,297.61 |
9,275.88 |
-21.73 |
-0.2% |
9,306.58 |
Range |
153.22 |
125.77 |
-27.45 |
-17.9% |
378.01 |
ATR |
155.09 |
153.00 |
-2.09 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,652.01 |
9,589.72 |
9,345.05 |
|
R3 |
9,526.24 |
9,463.95 |
9,310.47 |
|
R2 |
9,400.47 |
9,400.47 |
9,298.94 |
|
R1 |
9,338.18 |
9,338.18 |
9,287.41 |
9,306.44 |
PP |
9,274.70 |
9,274.70 |
9,274.70 |
9,258.84 |
S1 |
9,212.41 |
9,212.41 |
9,264.35 |
9,180.67 |
S2 |
9,148.93 |
9,148.93 |
9,252.82 |
|
S3 |
9,023.16 |
9,086.64 |
9,241.29 |
|
S4 |
8,897.39 |
8,960.87 |
9,206.71 |
|
|
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 |
9,421.22 |
9,211.23 |
209.99 |
2.3% |
144.06 |
1.6% |
31% |
False |
True |
|
10 |
9,611.33 |
9,190.94 |
420.39 |
4.5% |
154.03 |
1.7% |
20% |
False |
False |
|
20 |
9,611.33 |
9,099.04 |
512.29 |
5.5% |
151.75 |
1.6% |
35% |
False |
False |
|
40 |
9,647.96 |
9,063.26 |
584.70 |
6.3% |
158.98 |
1.7% |
36% |
False |
False |
|
60 |
9,647.96 |
8,676.03 |
971.93 |
10.5% |
146.95 |
1.6% |
62% |
False |
False |
|
80 |
9,647.96 |
8,676.03 |
971.93 |
10.5% |
142.03 |
1.5% |
62% |
False |
False |
|
100 |
9,647.96 |
7,467.49 |
2,180.47 |
23.5% |
146.70 |
1.6% |
83% |
False |
False |
|
120 |
9,647.96 |
7,467.49 |
2,180.47 |
23.5% |
158.13 |
1.7% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,871.52 |
2.618 |
9,666.27 |
1.618 |
9,540.50 |
1.000 |
9,462.77 |
0.618 |
9,414.73 |
HIGH |
9,337.00 |
0.618 |
9,288.96 |
0.500 |
9,274.12 |
0.382 |
9,259.27 |
LOW |
9,211.23 |
0.618 |
9,133.50 |
1.000 |
9,085.46 |
1.618 |
9,007.73 |
2.618 |
8,881.96 |
4.250 |
8,676.71 |
|
|
Fisher Pivots for day following 03-Mar-1999 |
Pivot |
1 day |
3 day |
R1 |
9,275.29 |
9,316.23 |
PP |
9,274.70 |
9,302.78 |
S1 |
9,274.12 |
9,289.33 |
|