| Trading Metrics calculated at close of trading on 25-Mar-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-1999 |
25-Mar-1999 |
Change |
Change % |
Previous Week |
| Open |
9,671.83 |
9,666.84 |
-4.99 |
-0.1% |
9,876.35 |
| High |
9,703.19 |
9,841.94 |
138.75 |
1.4% |
10,085.30 |
| Low |
9,625.21 |
9,664.90 |
39.69 |
0.4% |
9,845.83 |
| Close |
9,666.84 |
9,836.39 |
169.55 |
1.8% |
9,903.55 |
| Range |
77.98 |
177.04 |
99.06 |
127.0% |
239.47 |
| ATR |
141.25 |
143.81 |
2.56 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,312.20 |
10,251.33 |
9,933.76 |
|
| R3 |
10,135.16 |
10,074.29 |
9,885.08 |
|
| R2 |
9,958.12 |
9,958.12 |
9,868.85 |
|
| R1 |
9,897.25 |
9,897.25 |
9,852.62 |
9,927.69 |
| PP |
9,781.08 |
9,781.08 |
9,781.08 |
9,796.29 |
| S1 |
9,720.21 |
9,720.21 |
9,820.16 |
9,750.65 |
| S2 |
9,604.04 |
9,604.04 |
9,803.93 |
|
| S3 |
9,427.00 |
9,543.17 |
9,787.70 |
|
| S4 |
9,249.96 |
9,366.13 |
9,739.02 |
|
|
| Weekly Pivots for week ending 19-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,663.30 |
10,522.90 |
10,035.26 |
|
| R3 |
10,423.83 |
10,283.43 |
9,969.40 |
|
| R2 |
10,184.36 |
10,184.36 |
9,947.45 |
|
| R1 |
10,043.96 |
10,043.96 |
9,925.50 |
10,114.16 |
| PP |
9,944.89 |
9,944.89 |
9,944.89 |
9,980.00 |
| S1 |
9,804.49 |
9,804.49 |
9,881.60 |
9,874.69 |
| S2 |
9,705.42 |
9,705.42 |
9,859.65 |
|
| S3 |
9,465.95 |
9,565.02 |
9,837.70 |
|
| S4 |
9,226.48 |
9,325.55 |
9,771.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,085.30 |
9,625.21 |
460.09 |
4.7% |
151.68 |
1.5% |
46% |
False |
False |
|
| 10 |
10,085.30 |
9,625.21 |
460.09 |
4.7% |
129.54 |
1.3% |
46% |
False |
False |
|
| 20 |
10,085.30 |
9,211.23 |
874.07 |
8.9% |
140.72 |
1.4% |
72% |
False |
False |
|
| 40 |
10,085.30 |
9,099.04 |
986.26 |
10.0% |
144.61 |
1.5% |
75% |
False |
False |
|
| 60 |
10,085.30 |
9,063.26 |
1,022.04 |
10.4% |
152.56 |
1.6% |
76% |
False |
False |
|
| 80 |
10,085.30 |
8,676.03 |
1,409.27 |
14.3% |
147.77 |
1.5% |
82% |
False |
False |
|
| 100 |
10,085.30 |
8,498.12 |
1,587.18 |
16.1% |
141.41 |
1.4% |
84% |
False |
False |
|
| 120 |
10,085.30 |
7,467.49 |
2,617.81 |
26.6% |
148.98 |
1.5% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,594.36 |
|
2.618 |
10,305.43 |
|
1.618 |
10,128.39 |
|
1.000 |
10,018.98 |
|
0.618 |
9,951.35 |
|
HIGH |
9,841.94 |
|
0.618 |
9,774.31 |
|
0.500 |
9,753.42 |
|
0.382 |
9,732.53 |
|
LOW |
9,664.90 |
|
0.618 |
9,555.49 |
|
1.000 |
9,487.86 |
|
1.618 |
9,378.45 |
|
2.618 |
9,201.41 |
|
4.250 |
8,912.48 |
|
|
| Fisher Pivots for day following 25-Mar-1999 |
| Pivot |
1 day |
3 day |
| R1 |
9,808.73 |
9,810.31 |
| PP |
9,781.08 |
9,784.22 |
| S1 |
9,753.42 |
9,758.14 |
|