Trading Metrics calculated at close of trading on 12-Mar-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-1998 |
12-Mar-1998 |
Change |
Change % |
Previous Week |
Open |
8,643.12 |
8,675.75 |
32.63 |
0.4% |
8,545.72 |
High |
8,740.52 |
8,725.58 |
-14.94 |
-0.2% |
8,649.35 |
Low |
8,599.28 |
8,576.86 |
-22.42 |
-0.3% |
8,377.32 |
Close |
8,675.75 |
8,659.56 |
-16.19 |
-0.2% |
8,569.39 |
Range |
141.24 |
148.72 |
7.48 |
5.3% |
272.03 |
ATR |
169.35 |
167.87 |
-1.47 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,100.16 |
9,028.58 |
8,741.36 |
|
R3 |
8,951.44 |
8,879.86 |
8,700.46 |
|
R2 |
8,802.72 |
8,802.72 |
8,686.83 |
|
R1 |
8,731.14 |
8,731.14 |
8,673.19 |
8,692.57 |
PP |
8,654.00 |
8,654.00 |
8,654.00 |
8,634.72 |
S1 |
8,582.42 |
8,582.42 |
8,645.93 |
8,543.85 |
S2 |
8,505.28 |
8,505.28 |
8,632.29 |
|
S3 |
8,356.56 |
8,433.70 |
8,618.66 |
|
S4 |
8,207.84 |
8,284.98 |
8,577.76 |
|
|
Weekly Pivots for week ending 06-Mar-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,348.11 |
9,230.78 |
8,719.01 |
|
R3 |
9,076.08 |
8,958.75 |
8,644.20 |
|
R2 |
8,804.05 |
8,804.05 |
8,619.26 |
|
R1 |
8,686.72 |
8,686.72 |
8,594.33 |
8,745.39 |
PP |
8,532.02 |
8,532.02 |
8,532.02 |
8,561.35 |
S1 |
8,414.69 |
8,414.69 |
8,544.45 |
8,473.36 |
S2 |
8,259.99 |
8,259.99 |
8,519.52 |
|
S3 |
7,987.96 |
8,142.66 |
8,494.58 |
|
S4 |
7,715.93 |
7,870.63 |
8,419.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,740.52 |
8,432.62 |
307.90 |
3.6% |
157.04 |
1.8% |
74% |
False |
False |
|
10 |
8,740.52 |
8,377.32 |
363.20 |
4.2% |
166.98 |
1.9% |
78% |
False |
False |
|
20 |
8,740.52 |
8,206.93 |
533.59 |
6.2% |
163.26 |
1.9% |
85% |
False |
False |
|
40 |
8,740.52 |
7,609.31 |
1,131.21 |
13.1% |
171.55 |
2.0% |
93% |
False |
False |
|
60 |
8,740.52 |
7,391.59 |
1,348.93 |
15.6% |
179.32 |
2.1% |
94% |
False |
False |
|
80 |
8,740.52 |
7,391.59 |
1,348.93 |
15.6% |
178.17 |
2.1% |
94% |
False |
False |
|
100 |
8,740.52 |
6,933.01 |
1,807.51 |
20.9% |
190.98 |
2.2% |
96% |
False |
False |
|
120 |
8,740.52 |
6,933.01 |
1,807.51 |
20.9% |
186.81 |
2.2% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,357.64 |
2.618 |
9,114.93 |
1.618 |
8,966.21 |
1.000 |
8,874.30 |
0.618 |
8,817.49 |
HIGH |
8,725.58 |
0.618 |
8,668.77 |
0.500 |
8,651.22 |
0.382 |
8,633.67 |
LOW |
8,576.86 |
0.618 |
8,484.95 |
1.000 |
8,428.14 |
1.618 |
8,336.23 |
2.618 |
8,187.51 |
4.250 |
7,944.80 |
|
|
Fisher Pivots for day following 12-Mar-1998 |
Pivot |
1 day |
3 day |
R1 |
8,656.78 |
8,654.87 |
PP |
8,654.00 |
8,650.18 |
S1 |
8,651.22 |
8,645.49 |
|