Trading Metrics calculated at close of trading on 23-Mar-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-1999 |
23-Mar-1999 |
Change |
Change % |
Previous Week |
Open |
9,903.55 |
9,890.51 |
-13.04 |
-0.1% |
9,876.35 |
High |
9,934.63 |
9,891.06 |
-43.57 |
-0.4% |
10,085.30 |
Low |
9,874.97 |
9,632.71 |
-242.26 |
-2.5% |
9,845.83 |
Close |
9,890.51 |
9,671.83 |
-218.68 |
-2.2% |
9,903.55 |
Range |
59.66 |
258.35 |
198.69 |
333.0% |
239.47 |
ATR |
137.48 |
146.12 |
8.63 |
6.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,506.92 |
10,347.72 |
9,813.92 |
|
R3 |
10,248.57 |
10,089.37 |
9,742.88 |
|
R2 |
9,990.22 |
9,990.22 |
9,719.19 |
|
R1 |
9,831.02 |
9,831.02 |
9,695.51 |
9,781.45 |
PP |
9,731.87 |
9,731.87 |
9,731.87 |
9,707.08 |
S1 |
9,572.67 |
9,572.67 |
9,648.15 |
9,523.10 |
S2 |
9,473.52 |
9,473.52 |
9,624.47 |
|
S3 |
9,215.17 |
9,314.32 |
9,600.78 |
|
S4 |
8,956.82 |
9,055.97 |
9,529.74 |
|
|
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 |
9,632.71 |
452.59 |
4.7% |
152.12 |
1.6% |
9% |
False |
True |
|
10 |
10,085.30 |
9,632.71 |
452.59 |
4.7% |
130.63 |
1.4% |
9% |
False |
True |
|
20 |
10,085.30 |
9,211.23 |
874.07 |
9.0% |
146.56 |
1.5% |
53% |
False |
False |
|
40 |
10,085.30 |
9,099.04 |
986.26 |
10.2% |
146.54 |
1.5% |
58% |
False |
False |
|
60 |
10,085.30 |
9,063.26 |
1,022.04 |
10.6% |
150.65 |
1.6% |
60% |
False |
False |
|
80 |
10,085.30 |
8,676.03 |
1,409.27 |
14.6% |
145.93 |
1.5% |
71% |
False |
False |
|
100 |
10,085.30 |
8,328.71 |
1,756.59 |
18.2% |
141.35 |
1.5% |
76% |
False |
False |
|
120 |
10,085.30 |
7,467.49 |
2,617.81 |
27.1% |
151.13 |
1.6% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,989.05 |
2.618 |
10,567.42 |
1.618 |
10,309.07 |
1.000 |
10,149.41 |
0.618 |
10,050.72 |
HIGH |
9,891.06 |
0.618 |
9,792.37 |
0.500 |
9,761.89 |
0.382 |
9,731.40 |
LOW |
9,632.71 |
0.618 |
9,473.05 |
1.000 |
9,374.36 |
1.618 |
9,214.70 |
2.618 |
8,956.35 |
4.250 |
8,534.72 |
|
|
Fisher Pivots for day following 23-Mar-1999 |
Pivot |
1 day |
3 day |
R1 |
9,761.89 |
9,859.01 |
PP |
9,731.87 |
9,796.61 |
S1 |
9,701.85 |
9,734.22 |
|