Trading Metrics calculated at close of trading on 18-Mar-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-1999 |
18-Mar-1999 |
Change |
Change % |
Previous Week |
Open |
9,930.47 |
9,879.41 |
-51.06 |
-0.5% |
9,736.08 |
High |
9,960.71 |
10,001.50 |
40.79 |
0.4% |
9,958.77 |
Low |
9,859.15 |
9,845.83 |
-13.32 |
-0.1% |
9,669.89 |
Close |
9,879.41 |
9,997.62 |
118.21 |
1.2% |
9,876.35 |
Range |
101.56 |
155.67 |
54.11 |
53.3% |
288.88 |
ATR |
139.06 |
140.25 |
1.19 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,415.33 |
10,362.14 |
10,083.24 |
|
R3 |
10,259.66 |
10,206.47 |
10,040.43 |
|
R2 |
10,103.99 |
10,103.99 |
10,026.16 |
|
R1 |
10,050.80 |
10,050.80 |
10,011.89 |
10,077.40 |
PP |
9,948.32 |
9,948.32 |
9,948.32 |
9,961.61 |
S1 |
9,895.13 |
9,895.13 |
9,983.35 |
9,921.73 |
S2 |
9,792.65 |
9,792.65 |
9,969.08 |
|
S3 |
9,636.98 |
9,739.46 |
9,954.81 |
|
S4 |
9,481.31 |
9,583.79 |
9,912.00 |
|
|
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 |
9,845.83 |
155.97 |
1.6% |
107.39 |
1.1% |
97% |
False |
True |
|
10 |
10,001.80 |
9,467.67 |
534.13 |
5.3% |
129.36 |
1.3% |
99% |
False |
False |
|
20 |
10,001.80 |
9,211.23 |
790.57 |
7.9% |
146.05 |
1.5% |
99% |
False |
False |
|
40 |
10,001.80 |
9,063.26 |
938.54 |
9.4% |
145.59 |
1.5% |
100% |
False |
False |
|
60 |
10,001.80 |
8,898.74 |
1,103.06 |
11.0% |
150.08 |
1.5% |
100% |
False |
False |
|
80 |
10,001.80 |
8,676.03 |
1,325.77 |
13.3% |
144.66 |
1.4% |
100% |
False |
False |
|
100 |
10,001.80 |
8,328.71 |
1,673.09 |
16.7% |
140.36 |
1.4% |
100% |
False |
False |
|
120 |
10,001.80 |
7,467.49 |
2,534.31 |
25.3% |
150.81 |
1.5% |
100% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,663.10 |
2.618 |
10,409.04 |
1.618 |
10,253.37 |
1.000 |
10,157.17 |
0.618 |
10,097.70 |
HIGH |
10,001.50 |
0.618 |
9,942.03 |
0.500 |
9,923.67 |
0.382 |
9,905.30 |
LOW |
9,845.83 |
0.618 |
9,749.63 |
1.000 |
9,690.16 |
1.618 |
9,593.96 |
2.618 |
9,438.29 |
4.250 |
9,184.23 |
|
|
Fisher Pivots for day following 18-Mar-1999 |
Pivot |
1 day |
3 day |
R1 |
9,972.97 |
9,973.02 |
PP |
9,948.32 |
9,948.42 |
S1 |
9,923.67 |
9,923.82 |
|