| Trading Metrics calculated at close of trading on 24-Mar-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-1999 |
24-Mar-1999 |
Change |
Change % |
Previous Week |
| Open |
9,890.51 |
9,671.83 |
-218.68 |
-2.2% |
9,876.35 |
| High |
9,891.06 |
9,703.19 |
-187.87 |
-1.9% |
10,085.30 |
| Low |
9,632.71 |
9,625.21 |
-7.50 |
-0.1% |
9,845.83 |
| Close |
9,671.83 |
9,666.84 |
-4.99 |
-0.1% |
9,903.55 |
| Range |
258.35 |
77.98 |
-180.37 |
-69.8% |
239.47 |
| ATR |
146.12 |
141.25 |
-4.87 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,899.02 |
9,860.91 |
9,709.73 |
|
| R3 |
9,821.04 |
9,782.93 |
9,688.28 |
|
| R2 |
9,743.06 |
9,743.06 |
9,681.14 |
|
| R1 |
9,704.95 |
9,704.95 |
9,673.99 |
9,685.02 |
| PP |
9,665.08 |
9,665.08 |
9,665.08 |
9,655.11 |
| S1 |
9,626.97 |
9,626.97 |
9,659.69 |
9,607.04 |
| S2 |
9,587.10 |
9,587.10 |
9,652.54 |
|
| S3 |
9,509.12 |
9,548.99 |
9,645.40 |
|
| S4 |
9,431.14 |
9,471.01 |
9,623.95 |
|
|
| 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 |
9,625.21 |
460.09 |
4.8% |
147.40 |
1.5% |
9% |
False |
True |
|
| 10 |
10,085.30 |
9,625.21 |
460.09 |
4.8% |
128.38 |
1.3% |
9% |
False |
True |
|
| 20 |
10,085.30 |
9,211.23 |
874.07 |
9.0% |
140.01 |
1.4% |
52% |
False |
False |
|
| 40 |
10,085.30 |
9,099.04 |
986.26 |
10.2% |
144.95 |
1.5% |
58% |
False |
False |
|
| 60 |
10,085.30 |
9,063.26 |
1,022.04 |
10.6% |
150.84 |
1.6% |
59% |
False |
False |
|
| 80 |
10,085.30 |
8,676.03 |
1,409.27 |
14.6% |
146.08 |
1.5% |
70% |
False |
False |
|
| 100 |
10,085.30 |
8,352.40 |
1,732.90 |
17.9% |
141.08 |
1.5% |
76% |
False |
False |
|
| 120 |
10,085.30 |
7,467.49 |
2,617.81 |
27.1% |
149.66 |
1.5% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,034.61 |
|
2.618 |
9,907.34 |
|
1.618 |
9,829.36 |
|
1.000 |
9,781.17 |
|
0.618 |
9,751.38 |
|
HIGH |
9,703.19 |
|
0.618 |
9,673.40 |
|
0.500 |
9,664.20 |
|
0.382 |
9,655.00 |
|
LOW |
9,625.21 |
|
0.618 |
9,577.02 |
|
1.000 |
9,547.23 |
|
1.618 |
9,499.04 |
|
2.618 |
9,421.06 |
|
4.250 |
9,293.80 |
|
|
| Fisher Pivots for day following 24-Mar-1999 |
| Pivot |
1 day |
3 day |
| R1 |
9,665.96 |
9,779.92 |
| PP |
9,665.08 |
9,742.23 |
| S1 |
9,664.20 |
9,704.53 |
|