Trading Metrics calculated at close of trading on 30-Mar-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-1999 |
30-Mar-1999 |
Change |
Change % |
Previous Week |
Open |
9,822.24 |
10,006.80 |
184.56 |
1.9% |
9,903.55 |
High |
10,040.40 |
10,003.80 |
-36.60 |
-0.4% |
9,934.63 |
Low |
9,821.61 |
9,874.41 |
52.80 |
0.5% |
9,625.21 |
Close |
10,006.80 |
9,913.26 |
-93.54 |
-0.9% |
9,822.24 |
Range |
218.79 |
129.39 |
-89.40 |
-40.9% |
309.42 |
ATR |
146.66 |
145.64 |
-1.02 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,318.66 |
10,245.35 |
9,984.42 |
|
R3 |
10,189.27 |
10,115.96 |
9,948.84 |
|
R2 |
10,059.88 |
10,059.88 |
9,936.98 |
|
R1 |
9,986.57 |
9,986.57 |
9,925.12 |
9,958.53 |
PP |
9,930.49 |
9,930.49 |
9,930.49 |
9,916.47 |
S1 |
9,857.18 |
9,857.18 |
9,901.40 |
9,829.14 |
S2 |
9,801.10 |
9,801.10 |
9,889.54 |
|
S3 |
9,671.71 |
9,727.79 |
9,877.68 |
|
S4 |
9,542.32 |
9,598.40 |
9,842.10 |
|
|
Weekly Pivots for week ending 26-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,722.29 |
10,581.68 |
9,992.42 |
|
R3 |
10,412.87 |
10,272.26 |
9,907.33 |
|
R2 |
10,103.45 |
10,103.45 |
9,878.97 |
|
R1 |
9,962.84 |
9,962.84 |
9,850.60 |
9,878.44 |
PP |
9,794.03 |
9,794.03 |
9,794.03 |
9,751.82 |
S1 |
9,653.42 |
9,653.42 |
9,793.88 |
9,569.02 |
S2 |
9,484.61 |
9,484.61 |
9,765.51 |
|
S3 |
9,175.19 |
9,344.00 |
9,737.15 |
|
S4 |
8,865.77 |
9,034.58 |
9,652.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,040.40 |
9,625.21 |
415.19 |
4.2% |
141.84 |
1.4% |
69% |
False |
False |
|
10 |
10,085.30 |
9,625.21 |
460.09 |
4.6% |
146.98 |
1.5% |
63% |
False |
False |
|
20 |
10,085.30 |
9,211.23 |
874.07 |
8.8% |
141.84 |
1.4% |
80% |
False |
False |
|
40 |
10,085.30 |
9,099.04 |
986.26 |
9.9% |
147.32 |
1.5% |
83% |
False |
False |
|
60 |
10,085.30 |
9,063.26 |
1,022.04 |
10.3% |
154.97 |
1.6% |
83% |
False |
False |
|
80 |
10,085.30 |
8,676.03 |
1,409.27 |
14.2% |
146.74 |
1.5% |
88% |
False |
False |
|
100 |
10,085.30 |
8,676.03 |
1,409.27 |
14.2% |
142.20 |
1.4% |
88% |
False |
False |
|
120 |
10,085.30 |
7,467.49 |
2,617.81 |
26.4% |
146.75 |
1.5% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,553.71 |
2.618 |
10,342.54 |
1.618 |
10,213.15 |
1.000 |
10,133.19 |
0.618 |
10,083.76 |
HIGH |
10,003.80 |
0.618 |
9,954.37 |
0.500 |
9,939.11 |
0.382 |
9,923.84 |
LOW |
9,874.41 |
0.618 |
9,794.45 |
1.000 |
9,745.02 |
1.618 |
9,665.06 |
2.618 |
9,535.67 |
4.250 |
9,324.50 |
|
|
Fisher Pivots for day following 30-Mar-1999 |
Pivot |
1 day |
3 day |
R1 |
9,939.11 |
9,906.79 |
PP |
9,930.49 |
9,900.32 |
S1 |
9,921.88 |
9,893.86 |
|