Trading Metrics calculated at close of trading on 11-Mar-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-1999 |
11-Mar-1999 |
Change |
Change % |
Previous Week |
Open |
9,693.76 |
9,772.84 |
79.08 |
0.8% |
9,306.58 |
High |
9,776.17 |
9,935.46 |
159.29 |
1.6% |
9,738.79 |
Low |
9,675.72 |
9,769.96 |
94.24 |
1.0% |
9,211.23 |
Close |
9,772.84 |
9,897.44 |
124.60 |
1.3% |
9,736.08 |
Range |
100.45 |
165.50 |
65.05 |
64.8% |
527.56 |
ATR |
153.34 |
154.21 |
0.87 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,364.12 |
10,296.28 |
9,988.47 |
|
R3 |
10,198.62 |
10,130.78 |
9,942.95 |
|
R2 |
10,033.12 |
10,033.12 |
9,927.78 |
|
R1 |
9,965.28 |
9,965.28 |
9,912.61 |
9,999.20 |
PP |
9,867.62 |
9,867.62 |
9,867.62 |
9,884.58 |
S1 |
9,799.78 |
9,799.78 |
9,882.27 |
9,833.70 |
S2 |
9,702.12 |
9,702.12 |
9,867.10 |
|
S3 |
9,536.62 |
9,634.28 |
9,851.93 |
|
S4 |
9,371.12 |
9,468.78 |
9,806.42 |
|
|
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 |
9,935.46 |
9,467.67 |
467.79 |
4.7% |
151.32 |
1.5% |
92% |
True |
False |
|
10 |
9,935.46 |
9,211.23 |
724.23 |
7.3% |
151.90 |
1.5% |
95% |
True |
False |
|
20 |
9,935.46 |
9,143.33 |
792.13 |
8.0% |
161.16 |
1.6% |
95% |
True |
False |
|
40 |
9,935.46 |
9,063.26 |
872.20 |
8.8% |
160.01 |
1.6% |
96% |
True |
False |
|
60 |
9,935.46 |
8,676.03 |
1,259.43 |
12.7% |
150.39 |
1.5% |
97% |
True |
False |
|
80 |
9,935.46 |
8,676.03 |
1,259.43 |
12.7% |
144.68 |
1.5% |
97% |
True |
False |
|
100 |
9,935.46 |
8,300.39 |
1,635.07 |
16.5% |
141.85 |
1.4% |
98% |
True |
False |
|
120 |
9,935.46 |
7,467.49 |
2,467.97 |
24.9% |
154.49 |
1.6% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,638.84 |
2.618 |
10,368.74 |
1.618 |
10,203.24 |
1.000 |
10,100.96 |
0.618 |
10,037.74 |
HIGH |
9,935.46 |
0.618 |
9,872.24 |
0.500 |
9,852.71 |
0.382 |
9,833.18 |
LOW |
9,769.96 |
0.618 |
9,667.68 |
1.000 |
9,604.46 |
1.618 |
9,502.18 |
2.618 |
9,336.68 |
4.250 |
9,066.59 |
|
|
Fisher Pivots for day following 11-Mar-1999 |
Pivot |
1 day |
3 day |
R1 |
9,882.53 |
9,865.85 |
PP |
9,867.62 |
9,834.26 |
S1 |
9,852.71 |
9,802.68 |
|