| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-1999 |
16-Mar-1999 |
Change |
Change % |
Previous Week |
| Open |
1,295.18 |
1,307.52 |
12.34 |
1.0% |
1,277.40 |
| High |
1,307.47 |
1,311.11 |
3.64 |
0.3% |
1,306.43 |
| Low |
1,291.03 |
1,302.29 |
11.26 |
0.9% |
1,271.58 |
| Close |
1,307.26 |
1,306.38 |
-0.88 |
-0.1% |
1,294.59 |
| Range |
16.44 |
8.82 |
-7.62 |
-46.4% |
34.85 |
| ATR |
20.15 |
19.34 |
-0.81 |
-4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,333.05 |
1,328.54 |
1,311.23 |
|
| R3 |
1,324.23 |
1,319.72 |
1,308.81 |
|
| R2 |
1,315.41 |
1,315.41 |
1,308.00 |
|
| R1 |
1,310.90 |
1,310.90 |
1,307.19 |
1,308.75 |
| PP |
1,306.59 |
1,306.59 |
1,306.59 |
1,305.52 |
| S1 |
1,302.08 |
1,302.08 |
1,305.57 |
1,299.93 |
| S2 |
1,297.77 |
1,297.77 |
1,304.76 |
|
| S3 |
1,288.95 |
1,293.26 |
1,303.95 |
|
| S4 |
1,280.13 |
1,284.44 |
1,301.53 |
|
|
| Weekly Pivots for week ending 12-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,395.42 |
1,379.85 |
1,313.76 |
|
| R3 |
1,360.57 |
1,345.00 |
1,304.17 |
|
| R2 |
1,325.72 |
1,325.72 |
1,300.98 |
|
| R1 |
1,310.15 |
1,310.15 |
1,297.78 |
1,317.94 |
| PP |
1,290.87 |
1,290.87 |
1,290.87 |
1,294.76 |
| S1 |
1,275.30 |
1,275.30 |
1,291.40 |
1,283.09 |
| S2 |
1,256.02 |
1,256.02 |
1,288.20 |
|
| S3 |
1,221.17 |
1,240.45 |
1,285.01 |
|
| S4 |
1,186.32 |
1,205.60 |
1,275.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,311.11 |
1,275.16 |
35.95 |
2.8% |
14.39 |
1.1% |
87% |
True |
False |
|
| 10 |
1,311.11 |
1,216.03 |
95.08 |
7.3% |
16.65 |
1.3% |
95% |
True |
False |
|
| 20 |
1,311.11 |
1,216.03 |
95.08 |
7.3% |
20.16 |
1.5% |
95% |
True |
False |
|
| 40 |
1,311.11 |
1,211.89 |
99.22 |
7.6% |
20.79 |
1.6% |
95% |
True |
False |
|
| 60 |
1,311.11 |
1,161.94 |
149.17 |
11.4% |
20.74 |
1.6% |
97% |
True |
False |
|
| 80 |
1,311.11 |
1,133.07 |
178.04 |
13.6% |
19.89 |
1.5% |
97% |
True |
False |
|
| 100 |
1,311.11 |
1,058.08 |
253.03 |
19.4% |
19.05 |
1.5% |
98% |
True |
False |
|
| 120 |
1,311.11 |
923.32 |
387.79 |
29.7% |
20.79 |
1.6% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,348.60 |
|
2.618 |
1,334.20 |
|
1.618 |
1,325.38 |
|
1.000 |
1,319.93 |
|
0.618 |
1,316.56 |
|
HIGH |
1,311.11 |
|
0.618 |
1,307.74 |
|
0.500 |
1,306.70 |
|
0.382 |
1,305.66 |
|
LOW |
1,302.29 |
|
0.618 |
1,296.84 |
|
1.000 |
1,293.47 |
|
1.618 |
1,288.02 |
|
2.618 |
1,279.20 |
|
4.250 |
1,264.81 |
|
|