Trading Metrics calculated at close of trading on 10-Mar-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-1999 |
10-Mar-1999 |
Change |
Change % |
Previous Week |
Open |
9,727.61 |
9,693.76 |
-33.85 |
-0.3% |
9,306.58 |
High |
9,798.93 |
9,776.17 |
-22.76 |
-0.2% |
9,738.79 |
Low |
9,669.89 |
9,675.72 |
5.83 |
0.1% |
9,211.23 |
Close |
9,693.76 |
9,772.84 |
79.08 |
0.8% |
9,736.08 |
Range |
129.04 |
100.45 |
-28.59 |
-22.2% |
527.56 |
ATR |
157.41 |
153.34 |
-4.07 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,042.93 |
10,008.33 |
9,828.09 |
|
R3 |
9,942.48 |
9,907.88 |
9,800.46 |
|
R2 |
9,842.03 |
9,842.03 |
9,791.26 |
|
R1 |
9,807.43 |
9,807.43 |
9,782.05 |
9,824.73 |
PP |
9,741.58 |
9,741.58 |
9,741.58 |
9,750.23 |
S1 |
9,706.98 |
9,706.98 |
9,763.63 |
9,724.28 |
S2 |
9,641.13 |
9,641.13 |
9,754.42 |
|
S3 |
9,540.68 |
9,606.53 |
9,745.22 |
|
S4 |
9,440.23 |
9,506.08 |
9,717.59 |
|
|
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 |
9,275.72 |
523.21 |
5.4% |
159.21 |
1.6% |
95% |
False |
False |
|
10 |
9,798.93 |
9,211.23 |
587.70 |
6.0% |
151.64 |
1.6% |
96% |
False |
False |
|
20 |
9,798.93 |
9,099.04 |
699.89 |
7.2% |
157.11 |
1.6% |
96% |
False |
False |
|
40 |
9,798.93 |
9,063.26 |
735.67 |
7.5% |
160.08 |
1.6% |
96% |
False |
False |
|
60 |
9,798.93 |
8,676.03 |
1,122.90 |
11.5% |
149.55 |
1.5% |
98% |
False |
False |
|
80 |
9,798.93 |
8,676.03 |
1,122.90 |
11.5% |
143.82 |
1.5% |
98% |
False |
False |
|
100 |
9,798.93 |
7,920.12 |
1,878.81 |
19.2% |
144.47 |
1.5% |
99% |
False |
False |
|
120 |
9,798.93 |
7,467.49 |
2,331.44 |
23.9% |
154.98 |
1.6% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,203.08 |
2.618 |
10,039.15 |
1.618 |
9,938.70 |
1.000 |
9,876.62 |
0.618 |
9,838.25 |
HIGH |
9,776.17 |
0.618 |
9,737.80 |
0.500 |
9,725.95 |
0.382 |
9,714.09 |
LOW |
9,675.72 |
0.618 |
9,613.64 |
1.000 |
9,575.27 |
1.618 |
9,513.19 |
2.618 |
9,412.74 |
4.250 |
9,248.81 |
|
|
Fisher Pivots for day following 10-Mar-1999 |
Pivot |
1 day |
3 day |
R1 |
9,757.21 |
9,760.03 |
PP |
9,741.58 |
9,747.22 |
S1 |
9,725.95 |
9,734.41 |
|