Trading Metrics calculated at close of trading on 24-Mar-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-1998 |
24-Mar-1998 |
Change |
Change % |
Previous Week |
Open |
8,906.43 |
8,816.25 |
-90.18 |
-1.0% |
8,602.52 |
High |
8,939.31 |
8,962.48 |
23.17 |
0.3% |
8,957.25 |
Low |
8,758.71 |
8,815.01 |
56.30 |
0.6% |
8,573.62 |
Close |
8,816.25 |
8,904.44 |
88.19 |
1.0% |
8,906.43 |
Range |
180.60 |
147.47 |
-33.13 |
-18.3% |
383.63 |
ATR |
170.69 |
169.03 |
-1.66 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Mar-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,336.39 |
9,267.88 |
8,985.55 |
|
R3 |
9,188.92 |
9,120.41 |
8,944.99 |
|
R2 |
9,041.45 |
9,041.45 |
8,931.48 |
|
R1 |
8,972.94 |
8,972.94 |
8,917.96 |
9,007.20 |
PP |
8,893.98 |
8,893.98 |
8,893.98 |
8,911.10 |
S1 |
8,825.47 |
8,825.47 |
8,890.92 |
8,859.73 |
S2 |
8,746.51 |
8,746.51 |
8,877.40 |
|
S3 |
8,599.04 |
8,678.00 |
8,863.89 |
|
S4 |
8,451.57 |
8,530.53 |
8,823.33 |
|
|
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 |
8,962.48 |
8,655.83 |
306.65 |
3.4% |
167.00 |
1.9% |
81% |
True |
False |
|
10 |
8,962.48 |
8,563.90 |
398.58 |
4.5% |
166.03 |
1.9% |
85% |
True |
False |
|
20 |
8,962.48 |
8,362.37 |
600.11 |
6.7% |
167.63 |
1.9% |
90% |
True |
False |
|
40 |
8,962.48 |
7,677.07 |
1,285.41 |
14.4% |
169.77 |
1.9% |
95% |
True |
False |
|
60 |
8,962.48 |
7,391.59 |
1,570.89 |
17.6% |
175.30 |
2.0% |
96% |
True |
False |
|
80 |
8,962.48 |
7,391.59 |
1,570.89 |
17.6% |
177.76 |
2.0% |
96% |
True |
False |
|
100 |
8,962.48 |
7,329.61 |
1,632.87 |
18.3% |
179.82 |
2.0% |
96% |
True |
False |
|
120 |
8,962.48 |
6,933.01 |
2,029.47 |
22.8% |
187.45 |
2.1% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,589.23 |
2.618 |
9,348.56 |
1.618 |
9,201.09 |
1.000 |
9,109.95 |
0.618 |
9,053.62 |
HIGH |
8,962.48 |
0.618 |
8,906.15 |
0.500 |
8,888.75 |
0.382 |
8,871.34 |
LOW |
8,815.01 |
0.618 |
8,723.87 |
1.000 |
8,667.54 |
1.618 |
8,576.40 |
2.618 |
8,428.93 |
4.250 |
8,188.26 |
|
|
Fisher Pivots for day following 24-Mar-1998 |
Pivot |
1 day |
3 day |
R1 |
8,899.21 |
8,889.83 |
PP |
8,893.98 |
8,875.21 |
S1 |
8,888.75 |
8,860.60 |
|