| Trading Metrics calculated at close of trading on 16-Mar-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-1999 |
16-Mar-1999 |
Change |
Change % |
Previous Week |
| Open |
9,876.35 |
9,958.77 |
82.42 |
0.8% |
9,736.08 |
| High |
9,970.15 |
10,001.80 |
31.65 |
0.3% |
9,958.77 |
| Low |
9,862.48 |
9,926.58 |
64.10 |
0.6% |
9,669.89 |
| Close |
9,958.77 |
9,930.47 |
-28.30 |
-0.3% |
9,876.35 |
| Range |
107.67 |
75.22 |
-32.45 |
-30.1% |
288.88 |
| ATR |
147.08 |
141.95 |
-5.13 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,178.61 |
10,129.76 |
9,971.84 |
|
| R3 |
10,103.39 |
10,054.54 |
9,951.16 |
|
| R2 |
10,028.17 |
10,028.17 |
9,944.26 |
|
| R1 |
9,979.32 |
9,979.32 |
9,937.37 |
9,966.14 |
| PP |
9,952.95 |
9,952.95 |
9,952.95 |
9,946.36 |
| S1 |
9,904.10 |
9,904.10 |
9,923.57 |
9,890.92 |
| S2 |
9,877.73 |
9,877.73 |
9,916.68 |
|
| S3 |
9,802.51 |
9,828.88 |
9,909.78 |
|
| S4 |
9,727.29 |
9,753.66 |
9,889.10 |
|
|
| 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 |
10,001.80 |
9,675.72 |
326.08 |
3.3% |
109.14 |
1.1% |
78% |
True |
False |
|
| 10 |
10,001.80 |
9,211.23 |
790.57 |
8.0% |
136.71 |
1.4% |
91% |
True |
False |
|
| 20 |
10,001.80 |
9,179.21 |
822.59 |
8.3% |
148.40 |
1.5% |
91% |
True |
False |
|
| 40 |
10,001.80 |
9,063.26 |
938.54 |
9.5% |
148.37 |
1.5% |
92% |
True |
False |
|
| 60 |
10,001.80 |
8,785.75 |
1,216.05 |
12.2% |
148.53 |
1.5% |
94% |
True |
False |
|
| 80 |
10,001.80 |
8,676.03 |
1,325.77 |
13.4% |
143.44 |
1.4% |
95% |
True |
False |
|
| 100 |
10,001.80 |
8,328.71 |
1,673.09 |
16.8% |
140.28 |
1.4% |
96% |
True |
False |
|
| 120 |
10,001.80 |
7,467.49 |
2,534.31 |
25.5% |
152.92 |
1.5% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,321.49 |
|
2.618 |
10,198.73 |
|
1.618 |
10,123.51 |
|
1.000 |
10,077.02 |
|
0.618 |
10,048.29 |
|
HIGH |
10,001.80 |
|
0.618 |
9,973.07 |
|
0.500 |
9,964.19 |
|
0.382 |
9,955.31 |
|
LOW |
9,926.58 |
|
0.618 |
9,880.09 |
|
1.000 |
9,851.36 |
|
1.618 |
9,804.87 |
|
2.618 |
9,729.65 |
|
4.250 |
9,606.90 |
|
|
| Fisher Pivots for day following 16-Mar-1999 |
| Pivot |
1 day |
3 day |
| R1 |
9,964.19 |
9,931.86 |
| PP |
9,952.95 |
9,931.40 |
| S1 |
9,941.71 |
9,930.93 |
|