Trading Metrics calculated at close of trading on 01-Apr-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-1999 |
01-Apr-1999 |
Change |
Change % |
Previous Week |
Open |
9,913.26 |
9,786.16 |
-127.10 |
-1.3% |
9,903.55 |
High |
10,002.30 |
9,840.00 |
-162.30 |
-1.6% |
9,934.63 |
Low |
9,781.45 |
9,765.63 |
-15.82 |
-0.2% |
9,625.21 |
Close |
9,786.16 |
9,832.51 |
46.35 |
0.5% |
9,822.24 |
Range |
220.85 |
74.37 |
-146.48 |
-66.3% |
309.42 |
ATR |
151.01 |
145.53 |
-5.47 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Apr-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,035.82 |
10,008.54 |
9,873.41 |
|
R3 |
9,961.45 |
9,934.17 |
9,852.96 |
|
R2 |
9,887.08 |
9,887.08 |
9,846.14 |
|
R1 |
9,859.80 |
9,859.80 |
9,839.33 |
9,873.44 |
PP |
9,812.71 |
9,812.71 |
9,812.71 |
9,819.54 |
S1 |
9,785.43 |
9,785.43 |
9,825.69 |
9,799.07 |
S2 |
9,738.34 |
9,738.34 |
9,818.88 |
|
S3 |
9,663.97 |
9,711.06 |
9,812.06 |
|
S4 |
9,589.60 |
9,636.69 |
9,791.61 |
|
|
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 |
9,747.31 |
293.09 |
3.0% |
149.88 |
1.5% |
29% |
False |
False |
|
10 |
10,085.30 |
9,625.21 |
460.09 |
4.7% |
150.78 |
1.5% |
45% |
False |
False |
|
20 |
10,085.30 |
9,467.67 |
617.63 |
6.3% |
140.07 |
1.4% |
59% |
False |
False |
|
40 |
10,085.30 |
9,099.04 |
986.26 |
10.0% |
147.07 |
1.5% |
74% |
False |
False |
|
60 |
10,085.30 |
9,063.26 |
1,022.04 |
10.4% |
153.49 |
1.6% |
75% |
False |
False |
|
80 |
10,085.30 |
8,676.03 |
1,409.27 |
14.3% |
145.97 |
1.5% |
82% |
False |
False |
|
100 |
10,085.30 |
8,676.03 |
1,409.27 |
14.3% |
141.67 |
1.4% |
82% |
False |
False |
|
120 |
10,085.30 |
7,666.51 |
2,418.79 |
24.6% |
144.89 |
1.5% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,156.07 |
2.618 |
10,034.70 |
1.618 |
9,960.33 |
1.000 |
9,914.37 |
0.618 |
9,885.96 |
HIGH |
9,840.00 |
0.618 |
9,811.59 |
0.500 |
9,802.82 |
0.382 |
9,794.04 |
LOW |
9,765.63 |
0.618 |
9,719.67 |
1.000 |
9,691.26 |
1.618 |
9,645.30 |
2.618 |
9,570.93 |
4.250 |
9,449.56 |
|
|
Fisher Pivots for day following 01-Apr-1999 |
Pivot |
1 day |
3 day |
R1 |
9,822.61 |
9,884.72 |
PP |
9,812.71 |
9,867.31 |
S1 |
9,802.82 |
9,849.91 |
|