Trading Metrics calculated at close of trading on 05-Mar-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-1999 |
05-Mar-1999 |
Change |
Change % |
Previous Week |
Open |
9,275.88 |
9,467.40 |
191.52 |
2.1% |
9,306.58 |
High |
9,480.71 |
9,738.79 |
258.08 |
2.7% |
9,738.79 |
Low |
9,275.72 |
9,467.67 |
191.95 |
2.1% |
9,211.23 |
Close |
9,467.40 |
9,736.08 |
268.68 |
2.8% |
9,736.08 |
Range |
204.99 |
271.12 |
66.13 |
32.3% |
527.56 |
ATR |
156.71 |
164.90 |
8.19 |
5.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,460.87 |
10,369.60 |
9,885.20 |
|
R3 |
10,189.75 |
10,098.48 |
9,810.64 |
|
R2 |
9,918.63 |
9,918.63 |
9,785.79 |
|
R1 |
9,827.36 |
9,827.36 |
9,760.93 |
9,873.00 |
PP |
9,647.51 |
9,647.51 |
9,647.51 |
9,670.33 |
S1 |
9,556.24 |
9,556.24 |
9,711.23 |
9,601.88 |
S2 |
9,376.39 |
9,376.39 |
9,686.37 |
|
S3 |
9,105.27 |
9,285.12 |
9,661.52 |
|
S4 |
8,834.15 |
9,014.00 |
9,586.96 |
|
|
Weekly Pivots for week ending 05-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,144.71 |
10,967.96 |
10,026.24 |
|
R3 |
10,617.15 |
10,440.40 |
9,881.16 |
|
R2 |
10,089.59 |
10,089.59 |
9,832.80 |
|
R1 |
9,912.84 |
9,912.84 |
9,784.44 |
10,001.22 |
PP |
9,562.03 |
9,562.03 |
9,562.03 |
9,606.22 |
S1 |
9,385.28 |
9,385.28 |
9,687.72 |
9,473.66 |
S2 |
9,034.47 |
9,034.47 |
9,639.36 |
|
S3 |
8,506.91 |
8,857.72 |
9,591.00 |
|
S4 |
7,979.35 |
8,330.16 |
9,445.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,738.79 |
9,211.23 |
527.56 |
5.4% |
177.54 |
1.8% |
99% |
True |
False |
|
10 |
9,738.79 |
9,211.23 |
527.56 |
5.4% |
177.06 |
1.8% |
99% |
True |
False |
|
20 |
9,738.79 |
9,099.04 |
639.75 |
6.6% |
161.48 |
1.7% |
100% |
True |
False |
|
40 |
9,738.79 |
9,063.26 |
675.53 |
6.9% |
160.81 |
1.7% |
100% |
True |
False |
|
60 |
9,738.79 |
8,676.03 |
1,062.76 |
10.9% |
151.12 |
1.6% |
100% |
True |
False |
|
80 |
9,738.79 |
8,676.03 |
1,062.76 |
10.9% |
144.28 |
1.5% |
100% |
True |
False |
|
100 |
9,738.79 |
7,878.15 |
1,860.64 |
19.1% |
146.06 |
1.5% |
100% |
True |
False |
|
120 |
9,738.79 |
7,467.49 |
2,271.30 |
23.3% |
156.79 |
1.6% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,891.05 |
2.618 |
10,448.58 |
1.618 |
10,177.46 |
1.000 |
10,009.91 |
0.618 |
9,906.34 |
HIGH |
9,738.79 |
0.618 |
9,635.22 |
0.500 |
9,603.23 |
0.382 |
9,571.24 |
LOW |
9,467.67 |
0.618 |
9,300.12 |
1.000 |
9,196.55 |
1.618 |
9,029.00 |
2.618 |
8,757.88 |
4.250 |
8,315.41 |
|
|
Fisher Pivots for day following 05-Mar-1999 |
Pivot |
1 day |
3 day |
R1 |
9,691.80 |
9,649.06 |
PP |
9,647.51 |
9,562.03 |
S1 |
9,603.23 |
9,475.01 |
|