| Trading Metrics calculated at close of trading on 12-Mar-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-1999 |
12-Mar-1999 |
Change |
Change % |
Previous Week |
| Open |
9,772.84 |
9,897.44 |
124.60 |
1.3% |
9,736.08 |
| High |
9,935.46 |
9,958.77 |
23.31 |
0.2% |
9,958.77 |
| Low |
9,769.96 |
9,861.92 |
91.96 |
0.9% |
9,669.89 |
| Close |
9,897.44 |
9,876.35 |
-21.09 |
-0.2% |
9,876.35 |
| Range |
165.50 |
96.85 |
-68.65 |
-41.5% |
288.88 |
| ATR |
154.21 |
150.11 |
-4.10 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,189.56 |
10,129.81 |
9,929.62 |
|
| R3 |
10,092.71 |
10,032.96 |
9,902.98 |
|
| R2 |
9,995.86 |
9,995.86 |
9,894.11 |
|
| R1 |
9,936.11 |
9,936.11 |
9,885.23 |
9,917.56 |
| PP |
9,899.01 |
9,899.01 |
9,899.01 |
9,889.74 |
| S1 |
9,839.26 |
9,839.26 |
9,867.47 |
9,820.71 |
| S2 |
9,802.16 |
9,802.16 |
9,858.59 |
|
| S3 |
9,705.31 |
9,742.41 |
9,849.72 |
|
| S4 |
9,608.46 |
9,645.56 |
9,823.08 |
|
|
| Weekly Pivots for week ending 12-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,701.64 |
10,577.88 |
10,035.23 |
|
| R3 |
10,412.76 |
10,289.00 |
9,955.79 |
|
| R2 |
10,123.88 |
10,123.88 |
9,929.31 |
|
| R1 |
10,000.12 |
10,000.12 |
9,902.83 |
10,062.00 |
| PP |
9,835.00 |
9,835.00 |
9,835.00 |
9,865.95 |
| S1 |
9,711.24 |
9,711.24 |
9,849.87 |
9,773.12 |
| S2 |
9,546.12 |
9,546.12 |
9,823.39 |
|
| S3 |
9,257.24 |
9,422.36 |
9,796.91 |
|
| S4 |
8,968.36 |
9,133.48 |
9,717.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,958.77 |
9,669.89 |
288.88 |
2.9% |
116.46 |
1.2% |
71% |
True |
False |
|
| 10 |
9,958.77 |
9,211.23 |
747.54 |
7.6% |
147.00 |
1.5% |
89% |
True |
False |
|
| 20 |
9,958.77 |
9,179.21 |
779.56 |
7.9% |
155.00 |
1.6% |
89% |
True |
False |
|
| 40 |
9,958.77 |
9,063.26 |
895.51 |
9.1% |
155.97 |
1.6% |
91% |
True |
False |
|
| 60 |
9,958.77 |
8,678.61 |
1,280.16 |
13.0% |
149.60 |
1.5% |
94% |
True |
False |
|
| 80 |
9,958.77 |
8,676.03 |
1,282.74 |
13.0% |
144.70 |
1.5% |
94% |
True |
False |
|
| 100 |
9,958.77 |
8,328.71 |
1,630.06 |
16.5% |
141.52 |
1.4% |
95% |
True |
False |
|
| 120 |
9,958.77 |
7,467.49 |
2,491.28 |
25.2% |
154.45 |
1.6% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,370.38 |
|
2.618 |
10,212.32 |
|
1.618 |
10,115.47 |
|
1.000 |
10,055.62 |
|
0.618 |
10,018.62 |
|
HIGH |
9,958.77 |
|
0.618 |
9,921.77 |
|
0.500 |
9,910.35 |
|
0.382 |
9,898.92 |
|
LOW |
9,861.92 |
|
0.618 |
9,802.07 |
|
1.000 |
9,765.07 |
|
1.618 |
9,705.22 |
|
2.618 |
9,608.37 |
|
4.250 |
9,450.31 |
|
|
| Fisher Pivots for day following 12-Mar-1999 |
| Pivot |
1 day |
3 day |
| R1 |
9,910.35 |
9,856.65 |
| PP |
9,899.01 |
9,836.95 |
| S1 |
9,887.68 |
9,817.25 |
|