| Trading Metrics calculated at close of trading on 31-Mar-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-1999 |
31-Mar-1999 |
Change |
Change % |
Previous Week |
| Open |
10,006.80 |
9,913.26 |
-93.54 |
-0.9% |
9,903.55 |
| High |
10,003.80 |
10,002.30 |
-1.50 |
0.0% |
9,934.63 |
| Low |
9,874.41 |
9,781.45 |
-92.96 |
-0.9% |
9,625.21 |
| Close |
9,913.26 |
9,786.16 |
-127.10 |
-1.3% |
9,822.24 |
| Range |
129.39 |
220.85 |
91.46 |
70.7% |
309.42 |
| ATR |
145.64 |
151.01 |
5.37 |
3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Mar-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,519.19 |
10,373.52 |
9,907.63 |
|
| R3 |
10,298.34 |
10,152.67 |
9,846.89 |
|
| R2 |
10,077.49 |
10,077.49 |
9,826.65 |
|
| R1 |
9,931.82 |
9,931.82 |
9,806.40 |
9,894.23 |
| PP |
9,856.64 |
9,856.64 |
9,856.64 |
9,837.84 |
| S1 |
9,710.97 |
9,710.97 |
9,765.92 |
9,673.38 |
| S2 |
9,635.79 |
9,635.79 |
9,745.67 |
|
| S3 |
9,414.94 |
9,490.12 |
9,725.43 |
|
| S4 |
9,194.09 |
9,269.27 |
9,664.69 |
|
|
| 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 |
9,664.90 |
375.50 |
3.8% |
170.42 |
1.7% |
32% |
False |
False |
|
| 10 |
10,085.30 |
9,625.21 |
460.09 |
4.7% |
158.91 |
1.6% |
35% |
False |
False |
|
| 20 |
10,085.30 |
9,275.72 |
809.58 |
8.3% |
146.60 |
1.5% |
63% |
False |
False |
|
| 40 |
10,085.30 |
9,099.04 |
986.26 |
10.1% |
149.18 |
1.5% |
70% |
False |
False |
|
| 60 |
10,085.30 |
9,063.26 |
1,022.04 |
10.4% |
154.85 |
1.6% |
71% |
False |
False |
|
| 80 |
10,085.30 |
8,676.03 |
1,409.27 |
14.4% |
146.86 |
1.5% |
79% |
False |
False |
|
| 100 |
10,085.30 |
8,676.03 |
1,409.27 |
14.4% |
142.95 |
1.5% |
79% |
False |
False |
|
| 120 |
10,085.30 |
7,467.49 |
2,617.81 |
26.8% |
146.68 |
1.5% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,940.91 |
|
2.618 |
10,580.49 |
|
1.618 |
10,359.64 |
|
1.000 |
10,223.15 |
|
0.618 |
10,138.79 |
|
HIGH |
10,002.30 |
|
0.618 |
9,917.94 |
|
0.500 |
9,891.88 |
|
0.382 |
9,865.81 |
|
LOW |
9,781.45 |
|
0.618 |
9,644.96 |
|
1.000 |
9,560.60 |
|
1.618 |
9,424.11 |
|
2.618 |
9,203.26 |
|
4.250 |
8,842.84 |
|
|
| Fisher Pivots for day following 31-Mar-1999 |
| Pivot |
1 day |
3 day |
| R1 |
9,891.88 |
9,910.93 |
| PP |
9,856.64 |
9,869.34 |
| S1 |
9,821.40 |
9,827.75 |
|