Trading Metrics calculated at close of trading on 15-Mar-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-1999 |
15-Mar-1999 |
Change |
Change % |
Previous Week |
Open |
9,897.44 |
9,876.35 |
-21.09 |
-0.2% |
9,736.08 |
High |
9,958.77 |
9,970.15 |
11.38 |
0.1% |
9,958.77 |
Low |
9,861.92 |
9,862.48 |
0.56 |
0.0% |
9,669.89 |
Close |
9,876.35 |
9,958.77 |
82.42 |
0.8% |
9,876.35 |
Range |
96.85 |
107.67 |
10.82 |
11.2% |
288.88 |
ATR |
150.11 |
147.08 |
-3.03 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,253.48 |
10,213.79 |
10,017.99 |
|
R3 |
10,145.81 |
10,106.12 |
9,988.38 |
|
R2 |
10,038.14 |
10,038.14 |
9,978.51 |
|
R1 |
9,998.45 |
9,998.45 |
9,968.64 |
10,018.30 |
PP |
9,930.47 |
9,930.47 |
9,930.47 |
9,940.39 |
S1 |
9,890.78 |
9,890.78 |
9,948.90 |
9,910.63 |
S2 |
9,822.80 |
9,822.80 |
9,939.03 |
|
S3 |
9,715.13 |
9,783.11 |
9,929.16 |
|
S4 |
9,607.46 |
9,675.44 |
9,899.55 |
|
|
Weekly Pivots for week ending 12-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,701.64 |
10,577.88 |
10,035.23 |
|
R3 |
10,412.76 |
10,289.00 |
9,955.79 |
|
R2 |
10,123.88 |
10,123.88 |
9,929.31 |
|
R1 |
10,000.12 |
10,000.12 |
9,902.83 |
10,062.00 |
PP |
9,835.00 |
9,835.00 |
9,835.00 |
9,865.95 |
S1 |
9,711.24 |
9,711.24 |
9,849.87 |
9,773.12 |
S2 |
9,546.12 |
9,546.12 |
9,823.39 |
|
S3 |
9,257.24 |
9,422.36 |
9,796.91 |
|
S4 |
8,968.36 |
9,133.48 |
9,717.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,970.15 |
9,669.89 |
300.26 |
3.0% |
119.90 |
1.2% |
96% |
True |
False |
|
10 |
9,970.15 |
9,211.23 |
758.92 |
7.6% |
144.51 |
1.5% |
99% |
True |
False |
|
20 |
9,970.15 |
9,179.21 |
790.94 |
7.9% |
152.28 |
1.5% |
99% |
True |
False |
|
40 |
9,970.15 |
9,063.26 |
906.89 |
9.1% |
151.88 |
1.5% |
99% |
True |
False |
|
60 |
9,970.15 |
8,740.65 |
1,229.50 |
12.3% |
149.12 |
1.5% |
99% |
True |
False |
|
80 |
9,970.15 |
8,676.03 |
1,294.12 |
13.0% |
144.68 |
1.5% |
99% |
True |
False |
|
100 |
9,970.15 |
8,328.71 |
1,641.44 |
16.5% |
141.34 |
1.4% |
99% |
True |
False |
|
120 |
9,970.15 |
7,467.49 |
2,502.66 |
25.1% |
153.39 |
1.5% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,427.75 |
2.618 |
10,252.03 |
1.618 |
10,144.36 |
1.000 |
10,077.82 |
0.618 |
10,036.69 |
HIGH |
9,970.15 |
0.618 |
9,929.02 |
0.500 |
9,916.32 |
0.382 |
9,903.61 |
LOW |
9,862.48 |
0.618 |
9,795.94 |
1.000 |
9,754.81 |
1.618 |
9,688.27 |
2.618 |
9,580.60 |
4.250 |
9,404.88 |
|
|
Fisher Pivots for day following 15-Mar-1999 |
Pivot |
1 day |
3 day |
R1 |
9,944.62 |
9,929.20 |
PP |
9,930.47 |
9,899.63 |
S1 |
9,916.32 |
9,870.06 |
|