Trading Metrics calculated at close of trading on 09-Mar-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-1999 |
09-Mar-1999 |
Change |
Change % |
Previous Week |
Open |
9,736.08 |
9,727.61 |
-8.47 |
-0.1% |
9,306.58 |
High |
9,764.80 |
9,798.93 |
34.13 |
0.3% |
9,738.79 |
Low |
9,674.33 |
9,669.89 |
-4.44 |
0.0% |
9,211.23 |
Close |
9,727.61 |
9,693.76 |
-33.85 |
-0.3% |
9,736.08 |
Range |
90.47 |
129.04 |
38.57 |
42.6% |
527.56 |
ATR |
159.59 |
157.41 |
-2.18 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,107.98 |
10,029.91 |
9,764.73 |
|
R3 |
9,978.94 |
9,900.87 |
9,729.25 |
|
R2 |
9,849.90 |
9,849.90 |
9,717.42 |
|
R1 |
9,771.83 |
9,771.83 |
9,705.59 |
9,746.35 |
PP |
9,720.86 |
9,720.86 |
9,720.86 |
9,708.12 |
S1 |
9,642.79 |
9,642.79 |
9,681.93 |
9,617.31 |
S2 |
9,591.82 |
9,591.82 |
9,670.10 |
|
S3 |
9,462.78 |
9,513.75 |
9,658.27 |
|
S4 |
9,333.74 |
9,384.71 |
9,622.79 |
|
|
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 |
9,798.93 |
9,211.23 |
587.70 |
6.1% |
164.28 |
1.7% |
82% |
True |
False |
|
10 |
9,798.93 |
9,211.23 |
587.70 |
6.1% |
162.49 |
1.7% |
82% |
True |
False |
|
20 |
9,798.93 |
9,099.04 |
699.89 |
7.2% |
161.17 |
1.7% |
85% |
True |
False |
|
40 |
9,798.93 |
9,063.26 |
735.67 |
7.6% |
160.33 |
1.7% |
86% |
True |
False |
|
60 |
9,798.93 |
8,676.03 |
1,122.90 |
11.6% |
151.03 |
1.6% |
91% |
True |
False |
|
80 |
9,798.93 |
8,676.03 |
1,122.90 |
11.6% |
144.36 |
1.5% |
91% |
True |
False |
|
100 |
9,798.93 |
7,878.15 |
1,920.78 |
19.8% |
145.16 |
1.5% |
95% |
True |
False |
|
120 |
9,798.93 |
7,467.49 |
2,331.44 |
24.1% |
155.31 |
1.6% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,347.35 |
2.618 |
10,136.76 |
1.618 |
10,007.72 |
1.000 |
9,927.97 |
0.618 |
9,878.68 |
HIGH |
9,798.93 |
0.618 |
9,749.64 |
0.500 |
9,734.41 |
0.382 |
9,719.18 |
LOW |
9,669.89 |
0.618 |
9,590.14 |
1.000 |
9,540.85 |
1.618 |
9,461.10 |
2.618 |
9,332.06 |
4.250 |
9,121.47 |
|
|
Fisher Pivots for day following 09-Mar-1999 |
Pivot |
1 day |
3 day |
R1 |
9,734.41 |
9,673.61 |
PP |
9,720.86 |
9,653.45 |
S1 |
9,707.31 |
9,633.30 |
|