Trading Metrics calculated at close of trading on 27-Mar-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-1998 |
27-Mar-1998 |
Change |
Change % |
Previous Week |
Open |
8,872.80 |
8,846.89 |
-25.91 |
-0.3% |
8,906.43 |
High |
8,931.09 |
8,941.31 |
10.22 |
0.1% |
8,997.11 |
Low |
8,769.92 |
8,741.77 |
-28.15 |
-0.3% |
8,741.77 |
Close |
8,846.89 |
8,796.08 |
-50.81 |
-0.6% |
8,796.08 |
Range |
161.17 |
199.54 |
38.37 |
23.8% |
255.34 |
ATR |
171.60 |
173.59 |
2.00 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,425.01 |
9,310.08 |
8,905.83 |
|
R3 |
9,225.47 |
9,110.54 |
8,850.95 |
|
R2 |
9,025.93 |
9,025.93 |
8,832.66 |
|
R1 |
8,911.00 |
8,911.00 |
8,814.37 |
8,868.70 |
PP |
8,826.39 |
8,826.39 |
8,826.39 |
8,805.23 |
S1 |
8,711.46 |
8,711.46 |
8,777.79 |
8,669.16 |
S2 |
8,626.85 |
8,626.85 |
8,759.50 |
|
S3 |
8,427.31 |
8,511.92 |
8,741.21 |
|
S4 |
8,227.77 |
8,312.38 |
8,686.33 |
|
|
Weekly Pivots for week ending 27-Mar-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,611.01 |
9,458.88 |
8,936.52 |
|
R3 |
9,355.67 |
9,203.54 |
8,866.30 |
|
R2 |
9,100.33 |
9,100.33 |
8,842.89 |
|
R1 |
8,948.20 |
8,948.20 |
8,819.49 |
8,896.60 |
PP |
8,844.99 |
8,844.99 |
8,844.99 |
8,819.18 |
S1 |
8,692.86 |
8,692.86 |
8,772.67 |
8,641.26 |
S2 |
8,589.65 |
8,589.65 |
8,749.27 |
|
S3 |
8,334.31 |
8,437.52 |
8,725.86 |
|
S4 |
8,078.97 |
8,182.18 |
8,655.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,997.11 |
8,741.77 |
255.34 |
2.9% |
181.00 |
2.1% |
21% |
False |
True |
|
10 |
8,997.11 |
8,573.62 |
423.49 |
4.8% |
177.79 |
2.0% |
53% |
False |
False |
|
20 |
8,997.11 |
8,377.32 |
619.79 |
7.0% |
171.33 |
1.9% |
68% |
False |
False |
|
40 |
8,997.11 |
7,850.95 |
1,146.16 |
13.0% |
168.02 |
1.9% |
82% |
False |
False |
|
60 |
8,997.11 |
7,391.59 |
1,605.52 |
18.3% |
178.22 |
2.0% |
87% |
False |
False |
|
80 |
8,997.11 |
7,391.59 |
1,605.52 |
18.3% |
179.28 |
2.0% |
87% |
False |
False |
|
100 |
8,997.11 |
7,334.77 |
1,662.34 |
18.9% |
178.61 |
2.0% |
88% |
False |
False |
|
120 |
8,997.11 |
6,933.01 |
2,064.10 |
23.5% |
187.58 |
2.1% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,789.36 |
2.618 |
9,463.71 |
1.618 |
9,264.17 |
1.000 |
9,140.85 |
0.618 |
9,064.63 |
HIGH |
8,941.31 |
0.618 |
8,865.09 |
0.500 |
8,841.54 |
0.382 |
8,817.99 |
LOW |
8,741.77 |
0.618 |
8,618.45 |
1.000 |
8,542.23 |
1.618 |
8,418.91 |
2.618 |
8,219.37 |
4.250 |
7,893.73 |
|
|
Fisher Pivots for day following 27-Mar-1998 |
Pivot |
1 day |
3 day |
R1 |
8,841.54 |
8,869.44 |
PP |
8,826.39 |
8,844.99 |
S1 |
8,811.23 |
8,820.53 |
|