| Trading Metrics calculated at close of trading on 29-Mar-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-1999 |
29-Mar-1999 |
Change |
Change % |
Previous Week |
| Open |
9,836.39 |
9,822.24 |
-14.15 |
-0.1% |
9,903.55 |
| High |
9,853.32 |
10,040.40 |
187.08 |
1.9% |
9,934.63 |
| Low |
9,747.31 |
9,821.61 |
74.30 |
0.8% |
9,625.21 |
| Close |
9,822.24 |
10,006.80 |
184.56 |
1.9% |
9,822.24 |
| Range |
106.01 |
218.79 |
112.78 |
106.4% |
309.42 |
| ATR |
141.11 |
146.66 |
5.55 |
3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,612.64 |
10,528.51 |
10,127.13 |
|
| R3 |
10,393.85 |
10,309.72 |
10,066.97 |
|
| R2 |
10,175.06 |
10,175.06 |
10,046.91 |
|
| R1 |
10,090.93 |
10,090.93 |
10,026.86 |
10,133.00 |
| PP |
9,956.27 |
9,956.27 |
9,956.27 |
9,977.30 |
| S1 |
9,872.14 |
9,872.14 |
9,986.74 |
9,914.21 |
| S2 |
9,737.48 |
9,737.48 |
9,966.69 |
|
| S3 |
9,518.69 |
9,653.35 |
9,946.63 |
|
| S4 |
9,299.90 |
9,434.56 |
9,886.47 |
|
|
| 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 |
10,040.40 |
9,625.21 |
415.19 |
4.1% |
167.63 |
1.7% |
92% |
True |
False |
|
| 10 |
10,085.30 |
9,625.21 |
460.09 |
4.6% |
141.56 |
1.4% |
83% |
False |
False |
|
| 20 |
10,085.30 |
9,211.23 |
874.07 |
8.7% |
143.04 |
1.4% |
91% |
False |
False |
|
| 40 |
10,085.30 |
9,099.04 |
986.26 |
9.9% |
146.32 |
1.5% |
92% |
False |
False |
|
| 60 |
10,085.30 |
9,063.26 |
1,022.04 |
10.2% |
154.55 |
1.5% |
92% |
False |
False |
|
| 80 |
10,085.30 |
8,676.03 |
1,409.27 |
14.1% |
147.30 |
1.5% |
94% |
False |
False |
|
| 100 |
10,085.30 |
8,676.03 |
1,409.27 |
14.1% |
141.57 |
1.4% |
94% |
False |
False |
|
| 120 |
10,085.30 |
7,467.49 |
2,617.81 |
26.2% |
147.32 |
1.5% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,970.26 |
|
2.618 |
10,613.19 |
|
1.618 |
10,394.40 |
|
1.000 |
10,259.19 |
|
0.618 |
10,175.61 |
|
HIGH |
10,040.40 |
|
0.618 |
9,956.82 |
|
0.500 |
9,931.01 |
|
0.382 |
9,905.19 |
|
LOW |
9,821.61 |
|
0.618 |
9,686.40 |
|
1.000 |
9,602.82 |
|
1.618 |
9,467.61 |
|
2.618 |
9,248.82 |
|
4.250 |
8,891.75 |
|
|
| Fisher Pivots for day following 29-Mar-1999 |
| Pivot |
1 day |
3 day |
| R1 |
9,981.54 |
9,955.42 |
| PP |
9,956.27 |
9,904.03 |
| S1 |
9,931.01 |
9,852.65 |
|