| Trading Metrics calculated at close of trading on 17-Mar-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-1999 |
17-Mar-1999 |
Change |
Change % |
Previous Week |
| Open |
9,958.77 |
9,930.47 |
-28.30 |
-0.3% |
9,736.08 |
| High |
10,001.80 |
9,960.71 |
-41.09 |
-0.4% |
9,958.77 |
| Low |
9,926.58 |
9,859.15 |
-67.43 |
-0.7% |
9,669.89 |
| Close |
9,930.47 |
9,879.41 |
-51.06 |
-0.5% |
9,876.35 |
| Range |
75.22 |
101.56 |
26.34 |
35.0% |
288.88 |
| ATR |
141.95 |
139.06 |
-2.88 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,204.44 |
10,143.48 |
9,935.27 |
|
| R3 |
10,102.88 |
10,041.92 |
9,907.34 |
|
| R2 |
10,001.32 |
10,001.32 |
9,898.03 |
|
| R1 |
9,940.36 |
9,940.36 |
9,888.72 |
9,920.06 |
| PP |
9,899.76 |
9,899.76 |
9,899.76 |
9,889.61 |
| S1 |
9,838.80 |
9,838.80 |
9,870.10 |
9,818.50 |
| S2 |
9,798.20 |
9,798.20 |
9,860.79 |
|
| S3 |
9,696.64 |
9,737.24 |
9,851.48 |
|
| S4 |
9,595.08 |
9,635.68 |
9,823.55 |
|
|
| 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 |
10,001.80 |
9,769.96 |
231.84 |
2.3% |
109.36 |
1.1% |
47% |
False |
False |
|
| 10 |
10,001.80 |
9,275.72 |
726.08 |
7.3% |
134.29 |
1.4% |
83% |
False |
False |
|
| 20 |
10,001.80 |
9,190.94 |
810.86 |
8.2% |
144.16 |
1.5% |
85% |
False |
False |
|
| 40 |
10,001.80 |
9,063.26 |
938.54 |
9.5% |
146.18 |
1.5% |
87% |
False |
False |
|
| 60 |
10,001.80 |
8,858.57 |
1,143.23 |
11.6% |
148.65 |
1.5% |
89% |
False |
False |
|
| 80 |
10,001.80 |
8,676.03 |
1,325.77 |
13.4% |
143.68 |
1.5% |
91% |
False |
False |
|
| 100 |
10,001.80 |
8,328.71 |
1,673.09 |
16.9% |
140.14 |
1.4% |
93% |
False |
False |
|
| 120 |
10,001.80 |
7,467.49 |
2,534.31 |
25.7% |
151.57 |
1.5% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,392.34 |
|
2.618 |
10,226.59 |
|
1.618 |
10,125.03 |
|
1.000 |
10,062.27 |
|
0.618 |
10,023.47 |
|
HIGH |
9,960.71 |
|
0.618 |
9,921.91 |
|
0.500 |
9,909.93 |
|
0.382 |
9,897.95 |
|
LOW |
9,859.15 |
|
0.618 |
9,796.39 |
|
1.000 |
9,757.59 |
|
1.618 |
9,694.83 |
|
2.618 |
9,593.27 |
|
4.250 |
9,427.52 |
|
|
| Fisher Pivots for day following 17-Mar-1999 |
| Pivot |
1 day |
3 day |
| R1 |
9,909.93 |
9,930.48 |
| PP |
9,899.76 |
9,913.45 |
| S1 |
9,889.58 |
9,896.43 |
|