Trading Metrics calculated at close of trading on 22-Mar-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-1999 |
22-Mar-1999 |
Change |
Change % |
Previous Week |
Open |
9,997.62 |
9,903.55 |
-94.07 |
-0.9% |
9,876.35 |
High |
10,085.30 |
9,934.63 |
-150.67 |
-1.5% |
10,085.30 |
Low |
9,899.94 |
9,874.97 |
-24.97 |
-0.3% |
9,845.83 |
Close |
9,903.55 |
9,890.51 |
-13.04 |
-0.1% |
9,903.55 |
Range |
185.36 |
59.66 |
-125.70 |
-67.8% |
239.47 |
ATR |
143.47 |
137.48 |
-5.99 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,079.02 |
10,044.42 |
9,923.32 |
|
R3 |
10,019.36 |
9,984.76 |
9,906.92 |
|
R2 |
9,959.70 |
9,959.70 |
9,901.45 |
|
R1 |
9,925.10 |
9,925.10 |
9,895.98 |
9,912.57 |
PP |
9,900.04 |
9,900.04 |
9,900.04 |
9,893.77 |
S1 |
9,865.44 |
9,865.44 |
9,885.04 |
9,852.91 |
S2 |
9,840.38 |
9,840.38 |
9,879.57 |
|
S3 |
9,780.72 |
9,805.78 |
9,874.10 |
|
S4 |
9,721.06 |
9,746.12 |
9,857.70 |
|
|
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% |
115.49 |
1.2% |
19% |
False |
False |
|
10 |
10,085.30 |
9,669.89 |
415.41 |
4.2% |
117.70 |
1.2% |
53% |
False |
False |
|
20 |
10,085.30 |
9,211.23 |
874.07 |
8.8% |
140.55 |
1.4% |
78% |
False |
False |
|
40 |
10,085.30 |
9,063.26 |
1,022.04 |
10.3% |
143.60 |
1.5% |
81% |
False |
False |
|
60 |
10,085.30 |
9,043.17 |
1,042.13 |
10.5% |
149.14 |
1.5% |
81% |
False |
False |
|
80 |
10,085.30 |
8,676.03 |
1,409.27 |
14.2% |
143.84 |
1.5% |
86% |
False |
False |
|
100 |
10,085.30 |
8,328.71 |
1,756.59 |
17.8% |
140.63 |
1.4% |
89% |
False |
False |
|
120 |
10,085.30 |
7,467.49 |
2,617.81 |
26.5% |
150.10 |
1.5% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,188.19 |
2.618 |
10,090.82 |
1.618 |
10,031.16 |
1.000 |
9,994.29 |
0.618 |
9,971.50 |
HIGH |
9,934.63 |
0.618 |
9,911.84 |
0.500 |
9,904.80 |
0.382 |
9,897.76 |
LOW |
9,874.97 |
0.618 |
9,838.10 |
1.000 |
9,815.31 |
1.618 |
9,778.44 |
2.618 |
9,718.78 |
4.250 |
9,621.42 |
|
|
Fisher Pivots for day following 22-Mar-1999 |
Pivot |
1 day |
3 day |
R1 |
9,904.80 |
9,965.57 |
PP |
9,900.04 |
9,940.55 |
S1 |
9,895.27 |
9,915.53 |
|