| Trading Metrics calculated at close of trading on 26-Mar-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-1999 |
26-Mar-1999 |
Change |
Change % |
Previous Week |
| Open |
9,666.84 |
9,836.39 |
169.55 |
1.8% |
9,903.55 |
| High |
9,841.94 |
9,853.32 |
11.38 |
0.1% |
9,934.63 |
| Low |
9,664.90 |
9,747.31 |
82.41 |
0.9% |
9,625.21 |
| Close |
9,836.39 |
9,822.24 |
-14.15 |
-0.1% |
9,822.24 |
| Range |
177.04 |
106.01 |
-71.03 |
-40.1% |
309.42 |
| ATR |
143.81 |
141.11 |
-2.70 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,125.65 |
10,079.96 |
9,880.55 |
|
| R3 |
10,019.64 |
9,973.95 |
9,851.39 |
|
| R2 |
9,913.63 |
9,913.63 |
9,841.68 |
|
| R1 |
9,867.94 |
9,867.94 |
9,831.96 |
9,837.78 |
| PP |
9,807.62 |
9,807.62 |
9,807.62 |
9,792.55 |
| S1 |
9,761.93 |
9,761.93 |
9,812.52 |
9,731.77 |
| S2 |
9,701.61 |
9,701.61 |
9,802.80 |
|
| S3 |
9,595.60 |
9,655.92 |
9,793.09 |
|
| S4 |
9,489.59 |
9,549.91 |
9,763.93 |
|
|
| 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 |
9,934.63 |
9,625.21 |
309.42 |
3.2% |
135.81 |
1.4% |
64% |
False |
False |
|
| 10 |
10,085.30 |
9,625.21 |
460.09 |
4.7% |
130.45 |
1.3% |
43% |
False |
False |
|
| 20 |
10,085.30 |
9,211.23 |
874.07 |
8.9% |
138.73 |
1.4% |
70% |
False |
False |
|
| 40 |
10,085.30 |
9,099.04 |
986.26 |
10.0% |
144.82 |
1.5% |
73% |
False |
False |
|
| 60 |
10,085.30 |
9,063.26 |
1,022.04 |
10.4% |
151.88 |
1.5% |
74% |
False |
False |
|
| 80 |
10,085.30 |
8,676.03 |
1,409.27 |
14.3% |
146.49 |
1.5% |
81% |
False |
False |
|
| 100 |
10,085.30 |
8,595.70 |
1,489.60 |
15.2% |
140.86 |
1.4% |
82% |
False |
False |
|
| 120 |
10,085.30 |
7,467.49 |
2,617.81 |
26.7% |
147.47 |
1.5% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,303.86 |
|
2.618 |
10,130.85 |
|
1.618 |
10,024.84 |
|
1.000 |
9,959.33 |
|
0.618 |
9,918.83 |
|
HIGH |
9,853.32 |
|
0.618 |
9,812.82 |
|
0.500 |
9,800.32 |
|
0.382 |
9,787.81 |
|
LOW |
9,747.31 |
|
0.618 |
9,681.80 |
|
1.000 |
9,641.30 |
|
1.618 |
9,575.79 |
|
2.618 |
9,469.78 |
|
4.250 |
9,296.77 |
|
|
| Fisher Pivots for day following 26-Mar-1999 |
| Pivot |
1 day |
3 day |
| R1 |
9,814.93 |
9,794.58 |
| PP |
9,807.62 |
9,766.92 |
| S1 |
9,800.32 |
9,739.27 |
|