Trading Metrics calculated at close of trading on 13-Mar-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-1998 |
13-Mar-1998 |
Change |
Change % |
Previous Week |
Open |
8,675.75 |
8,659.56 |
-16.19 |
-0.2% |
8,569.39 |
High |
8,725.58 |
8,733.30 |
7.72 |
0.1% |
8,740.52 |
Low |
8,576.86 |
8,563.90 |
-12.96 |
-0.2% |
8,482.45 |
Close |
8,659.56 |
8,602.52 |
-57.04 |
-0.7% |
8,602.52 |
Range |
148.72 |
169.40 |
20.68 |
13.9% |
258.07 |
ATR |
167.87 |
167.98 |
0.11 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Mar-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,141.44 |
9,041.38 |
8,695.69 |
|
R3 |
8,972.04 |
8,871.98 |
8,649.11 |
|
R2 |
8,802.64 |
8,802.64 |
8,633.58 |
|
R1 |
8,702.58 |
8,702.58 |
8,618.05 |
8,667.91 |
PP |
8,633.24 |
8,633.24 |
8,633.24 |
8,615.91 |
S1 |
8,533.18 |
8,533.18 |
8,586.99 |
8,498.51 |
S2 |
8,463.84 |
8,463.84 |
8,571.46 |
|
S3 |
8,294.44 |
8,363.78 |
8,555.94 |
|
S4 |
8,125.04 |
8,194.38 |
8,509.35 |
|
|
Weekly Pivots for week ending 13-Mar-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,382.71 |
9,250.68 |
8,744.46 |
|
R3 |
9,124.64 |
8,992.61 |
8,673.49 |
|
R2 |
8,866.57 |
8,866.57 |
8,649.83 |
|
R1 |
8,734.54 |
8,734.54 |
8,626.18 |
8,800.56 |
PP |
8,608.50 |
8,608.50 |
8,608.50 |
8,641.50 |
S1 |
8,476.47 |
8,476.47 |
8,578.86 |
8,542.49 |
S2 |
8,350.43 |
8,350.43 |
8,555.21 |
|
S3 |
8,092.36 |
8,218.40 |
8,531.55 |
|
S4 |
7,834.29 |
7,960.33 |
8,460.58 |
|
|
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 |
8,482.45 |
258.07 |
3.0% |
155.35 |
1.8% |
47% |
False |
False |
|
10 |
8,740.52 |
8,377.32 |
363.20 |
4.2% |
164.86 |
1.9% |
62% |
False |
False |
|
20 |
8,740.52 |
8,269.21 |
471.31 |
5.5% |
161.46 |
1.9% |
71% |
False |
False |
|
40 |
8,740.52 |
7,609.31 |
1,131.21 |
13.1% |
171.61 |
2.0% |
88% |
False |
False |
|
60 |
8,740.52 |
7,391.59 |
1,348.93 |
15.7% |
179.06 |
2.1% |
90% |
False |
False |
|
80 |
8,740.52 |
7,391.59 |
1,348.93 |
15.7% |
177.75 |
2.1% |
90% |
False |
False |
|
100 |
8,740.52 |
6,933.01 |
1,807.51 |
21.0% |
190.45 |
2.2% |
92% |
False |
False |
|
120 |
8,740.52 |
6,933.01 |
1,807.51 |
21.0% |
186.96 |
2.2% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,453.25 |
2.618 |
9,176.79 |
1.618 |
9,007.39 |
1.000 |
8,902.70 |
0.618 |
8,837.99 |
HIGH |
8,733.30 |
0.618 |
8,668.59 |
0.500 |
8,648.60 |
0.382 |
8,628.61 |
LOW |
8,563.90 |
0.618 |
8,459.21 |
1.000 |
8,394.50 |
1.618 |
8,289.81 |
2.618 |
8,120.41 |
4.250 |
7,843.95 |
|
|
Fisher Pivots for day following 13-Mar-1998 |
Pivot |
1 day |
3 day |
R1 |
8,648.60 |
8,652.21 |
PP |
8,633.24 |
8,635.65 |
S1 |
8,617.88 |
8,619.08 |
|