Trading Metrics calculated at close of trading on 19-Mar-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-1999 |
19-Mar-1999 |
Change |
Change % |
Previous Week |
Open |
9,879.41 |
9,997.62 |
118.21 |
1.2% |
9,876.35 |
High |
10,001.50 |
10,085.30 |
83.80 |
0.8% |
10,085.30 |
Low |
9,845.83 |
9,899.94 |
54.11 |
0.5% |
9,845.83 |
Close |
9,997.62 |
9,903.55 |
-94.07 |
-0.9% |
9,903.55 |
Range |
155.67 |
185.36 |
29.69 |
19.1% |
239.47 |
ATR |
140.25 |
143.47 |
3.22 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,519.01 |
10,396.64 |
10,005.50 |
|
R3 |
10,333.65 |
10,211.28 |
9,954.52 |
|
R2 |
10,148.29 |
10,148.29 |
9,937.53 |
|
R1 |
10,025.92 |
10,025.92 |
9,920.54 |
9,994.43 |
PP |
9,962.93 |
9,962.93 |
9,962.93 |
9,947.18 |
S1 |
9,840.56 |
9,840.56 |
9,886.56 |
9,809.07 |
S2 |
9,777.57 |
9,777.57 |
9,869.57 |
|
S3 |
9,592.21 |
9,655.20 |
9,852.58 |
|
S4 |
9,406.85 |
9,469.84 |
9,801.60 |
|
|
Weekly Pivots for week ending 19-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,663.30 |
10,522.90 |
10,035.26 |
|
R3 |
10,423.83 |
10,283.43 |
9,969.40 |
|
R2 |
10,184.36 |
10,184.36 |
9,947.45 |
|
R1 |
10,043.96 |
10,043.96 |
9,925.50 |
10,114.16 |
PP |
9,944.89 |
9,944.89 |
9,944.89 |
9,980.00 |
S1 |
9,804.49 |
9,804.49 |
9,881.60 |
9,874.69 |
S2 |
9,705.42 |
9,705.42 |
9,859.65 |
|
S3 |
9,465.95 |
9,565.02 |
9,837.70 |
|
S4 |
9,226.48 |
9,325.55 |
9,771.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,085.30 |
9,845.83 |
239.47 |
2.4% |
125.10 |
1.3% |
24% |
True |
False |
|
10 |
10,085.30 |
9,669.89 |
415.41 |
4.2% |
120.78 |
1.2% |
56% |
True |
False |
|
20 |
10,085.30 |
9,211.23 |
874.07 |
8.8% |
148.92 |
1.5% |
79% |
True |
False |
|
40 |
10,085.30 |
9,063.26 |
1,022.04 |
10.3% |
146.51 |
1.5% |
82% |
True |
False |
|
60 |
10,085.30 |
8,948.69 |
1,136.61 |
11.5% |
150.16 |
1.5% |
84% |
True |
False |
|
80 |
10,085.30 |
8,676.03 |
1,409.27 |
14.2% |
145.69 |
1.5% |
87% |
True |
False |
|
100 |
10,085.30 |
8,328.71 |
1,756.59 |
17.7% |
141.16 |
1.4% |
90% |
True |
False |
|
120 |
10,085.30 |
7,467.49 |
2,617.81 |
26.4% |
150.72 |
1.5% |
93% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,873.08 |
2.618 |
10,570.57 |
1.618 |
10,385.21 |
1.000 |
10,270.66 |
0.618 |
10,199.85 |
HIGH |
10,085.30 |
0.618 |
10,014.49 |
0.500 |
9,992.62 |
0.382 |
9,970.75 |
LOW |
9,899.94 |
0.618 |
9,785.39 |
1.000 |
9,714.58 |
1.618 |
9,600.03 |
2.618 |
9,414.67 |
4.250 |
9,112.16 |
|
|
Fisher Pivots for day following 19-Mar-1999 |
Pivot |
1 day |
3 day |
R1 |
9,992.62 |
9,965.57 |
PP |
9,962.93 |
9,944.89 |
S1 |
9,933.24 |
9,924.22 |
|