Trading Metrics calculated at close of trading on 20-Mar-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-1998 |
20-Mar-1998 |
Change |
Change % |
Previous Week |
Open |
8,775.40 |
8,803.05 |
27.65 |
0.3% |
8,602.52 |
High |
8,855.11 |
8,957.25 |
102.14 |
1.2% |
8,957.25 |
Low |
8,708.64 |
8,766.68 |
58.04 |
0.7% |
8,573.62 |
Close |
8,803.05 |
8,906.43 |
103.38 |
1.2% |
8,906.43 |
Range |
146.47 |
190.57 |
44.10 |
30.1% |
383.63 |
ATR |
168.34 |
169.92 |
1.59 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Mar-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,448.50 |
9,368.03 |
9,011.24 |
|
R3 |
9,257.93 |
9,177.46 |
8,958.84 |
|
R2 |
9,067.36 |
9,067.36 |
8,941.37 |
|
R1 |
8,986.89 |
8,986.89 |
8,923.90 |
9,027.13 |
PP |
8,876.79 |
8,876.79 |
8,876.79 |
8,896.90 |
S1 |
8,796.32 |
8,796.32 |
8,888.96 |
8,836.56 |
S2 |
8,686.22 |
8,686.22 |
8,871.49 |
|
S3 |
8,495.65 |
8,605.75 |
8,854.02 |
|
S4 |
8,305.08 |
8,415.18 |
8,801.62 |
|
|
Weekly Pivots for week ending 20-Mar-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,963.32 |
9,818.51 |
9,117.43 |
|
R3 |
9,579.69 |
9,434.88 |
9,011.93 |
|
R2 |
9,196.06 |
9,196.06 |
8,976.76 |
|
R1 |
9,051.25 |
9,051.25 |
8,941.60 |
9,123.66 |
PP |
8,812.43 |
8,812.43 |
8,812.43 |
8,848.64 |
S1 |
8,667.62 |
8,667.62 |
8,871.26 |
8,740.03 |
S2 |
8,428.80 |
8,428.80 |
8,836.10 |
|
S3 |
8,045.17 |
8,283.99 |
8,800.93 |
|
S4 |
7,661.54 |
7,900.36 |
8,695.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,957.25 |
8,573.62 |
383.63 |
4.3% |
174.57 |
2.0% |
87% |
True |
False |
|
10 |
8,957.25 |
8,482.45 |
474.80 |
5.3% |
164.96 |
1.9% |
89% |
True |
False |
|
20 |
8,957.25 |
8,303.83 |
653.42 |
7.3% |
166.87 |
1.9% |
92% |
True |
False |
|
40 |
8,957.25 |
7,609.31 |
1,347.94 |
15.1% |
171.28 |
1.9% |
96% |
True |
False |
|
60 |
8,957.25 |
7,391.59 |
1,565.66 |
17.6% |
175.67 |
2.0% |
97% |
True |
False |
|
80 |
8,957.25 |
7,391.59 |
1,565.66 |
17.6% |
177.89 |
2.0% |
97% |
True |
False |
|
100 |
8,957.25 |
6,933.01 |
2,024.24 |
22.7% |
188.42 |
2.1% |
97% |
True |
False |
|
120 |
8,957.25 |
6,933.01 |
2,024.24 |
22.7% |
187.32 |
2.1% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,767.17 |
2.618 |
9,456.16 |
1.618 |
9,265.59 |
1.000 |
9,147.82 |
0.618 |
9,075.02 |
HIGH |
8,957.25 |
0.618 |
8,884.45 |
0.500 |
8,861.97 |
0.382 |
8,839.48 |
LOW |
8,766.68 |
0.618 |
8,648.91 |
1.000 |
8,576.11 |
1.618 |
8,458.34 |
2.618 |
8,267.77 |
4.250 |
7,956.76 |
|
|
Fisher Pivots for day following 20-Mar-1998 |
Pivot |
1 day |
3 day |
R1 |
8,891.61 |
8,873.13 |
PP |
8,876.79 |
8,839.84 |
S1 |
8,861.97 |
8,806.54 |
|