Trading Metrics calculated at close of trading on 04-Mar-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-1999 |
04-Mar-1999 |
Change |
Change % |
Previous Week |
Open |
9,297.61 |
9,275.88 |
-21.73 |
-0.2% |
9,339.95 |
High |
9,337.00 |
9,480.71 |
143.71 |
1.5% |
9,611.33 |
Low |
9,211.23 |
9,275.72 |
64.49 |
0.7% |
9,233.32 |
Close |
9,275.88 |
9,467.40 |
191.52 |
2.1% |
9,306.58 |
Range |
125.77 |
204.99 |
79.22 |
63.0% |
378.01 |
ATR |
153.00 |
156.71 |
3.71 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,022.91 |
9,950.15 |
9,580.14 |
|
R3 |
9,817.92 |
9,745.16 |
9,523.77 |
|
R2 |
9,612.93 |
9,612.93 |
9,504.98 |
|
R1 |
9,540.17 |
9,540.17 |
9,486.19 |
9,576.55 |
PP |
9,407.94 |
9,407.94 |
9,407.94 |
9,426.14 |
S1 |
9,335.18 |
9,335.18 |
9,448.61 |
9,371.56 |
S2 |
9,202.95 |
9,202.95 |
9,429.82 |
|
S3 |
8,997.96 |
9,130.19 |
9,411.03 |
|
S4 |
8,792.97 |
8,925.20 |
9,354.66 |
|
|
Weekly Pivots for week ending 26-Feb-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,517.77 |
10,290.19 |
9,514.49 |
|
R3 |
10,139.76 |
9,912.18 |
9,410.53 |
|
R2 |
9,761.75 |
9,761.75 |
9,375.88 |
|
R1 |
9,534.17 |
9,534.17 |
9,341.23 |
9,458.96 |
PP |
9,383.74 |
9,383.74 |
9,383.74 |
9,346.14 |
S1 |
9,156.16 |
9,156.16 |
9,271.93 |
9,080.95 |
S2 |
9,005.73 |
9,005.73 |
9,237.28 |
|
S3 |
8,627.72 |
8,778.15 |
9,202.63 |
|
S4 |
8,249.71 |
8,400.14 |
9,098.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,480.71 |
9,211.23 |
269.48 |
2.8% |
152.49 |
1.6% |
95% |
True |
False |
|
10 |
9,611.33 |
9,211.23 |
400.10 |
4.2% |
162.75 |
1.7% |
64% |
False |
False |
|
20 |
9,611.33 |
9,099.04 |
512.29 |
5.4% |
154.07 |
1.6% |
72% |
False |
False |
|
40 |
9,647.96 |
9,063.26 |
584.70 |
6.2% |
160.21 |
1.7% |
69% |
False |
False |
|
60 |
9,647.96 |
8,676.03 |
971.93 |
10.3% |
147.94 |
1.6% |
81% |
False |
False |
|
80 |
9,647.96 |
8,676.03 |
971.93 |
10.3% |
142.06 |
1.5% |
81% |
False |
False |
|
100 |
9,647.96 |
7,666.51 |
1,981.45 |
20.9% |
145.86 |
1.5% |
91% |
False |
False |
|
120 |
9,647.96 |
7,467.49 |
2,180.47 |
23.0% |
157.01 |
1.7% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,351.92 |
2.618 |
10,017.37 |
1.618 |
9,812.38 |
1.000 |
9,685.70 |
0.618 |
9,607.39 |
HIGH |
9,480.71 |
0.618 |
9,402.40 |
0.500 |
9,378.22 |
0.382 |
9,354.03 |
LOW |
9,275.72 |
0.618 |
9,149.04 |
1.000 |
9,070.73 |
1.618 |
8,944.05 |
2.618 |
8,739.06 |
4.250 |
8,404.51 |
|
|
Fisher Pivots for day following 04-Mar-1999 |
Pivot |
1 day |
3 day |
R1 |
9,437.67 |
9,426.92 |
PP |
9,407.94 |
9,386.45 |
S1 |
9,378.22 |
9,345.97 |
|