| Trading Metrics calculated at close of trading on 18-Mar-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-1998 |
18-Mar-1998 |
Change |
Change % |
Previous Week |
| Open |
8,718.85 |
8,749.99 |
31.14 |
0.4% |
8,569.39 |
| High |
8,812.52 |
8,825.72 |
13.20 |
0.1% |
8,740.52 |
| Low |
8,633.41 |
8,655.83 |
22.42 |
0.3% |
8,482.45 |
| Close |
8,749.99 |
8,775.40 |
25.41 |
0.3% |
8,602.52 |
| Range |
179.11 |
169.89 |
-9.22 |
-5.1% |
258.07 |
| ATR |
170.03 |
170.02 |
-0.01 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Mar-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,261.99 |
9,188.58 |
8,868.84 |
|
| R3 |
9,092.10 |
9,018.69 |
8,822.12 |
|
| R2 |
8,922.21 |
8,922.21 |
8,806.55 |
|
| R1 |
8,848.80 |
8,848.80 |
8,790.97 |
8,885.51 |
| PP |
8,752.32 |
8,752.32 |
8,752.32 |
8,770.67 |
| S1 |
8,678.91 |
8,678.91 |
8,759.83 |
8,715.62 |
| S2 |
8,582.43 |
8,582.43 |
8,744.25 |
|
| S3 |
8,412.54 |
8,509.02 |
8,728.68 |
|
| S4 |
8,242.65 |
8,339.13 |
8,681.96 |
|
|
| 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 |
8,825.72 |
8,563.90 |
261.82 |
3.0% |
170.79 |
1.9% |
81% |
True |
False |
|
| 10 |
8,825.72 |
8,377.32 |
448.40 |
5.1% |
163.99 |
1.9% |
89% |
True |
False |
|
| 20 |
8,825.72 |
8,291.88 |
533.84 |
6.1% |
164.68 |
1.9% |
91% |
True |
False |
|
| 40 |
8,825.72 |
7,609.31 |
1,216.41 |
13.9% |
171.91 |
2.0% |
96% |
True |
False |
|
| 60 |
8,825.72 |
7,391.59 |
1,434.13 |
16.3% |
178.33 |
2.0% |
96% |
True |
False |
|
| 80 |
8,825.72 |
7,391.59 |
1,434.13 |
16.3% |
178.02 |
2.0% |
96% |
True |
False |
|
| 100 |
8,825.72 |
6,933.01 |
1,892.71 |
21.6% |
190.24 |
2.2% |
97% |
True |
False |
|
| 120 |
8,825.72 |
6,933.01 |
1,892.71 |
21.6% |
186.83 |
2.1% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,547.75 |
|
2.618 |
9,270.49 |
|
1.618 |
9,100.60 |
|
1.000 |
8,995.61 |
|
0.618 |
8,930.71 |
|
HIGH |
8,825.72 |
|
0.618 |
8,760.82 |
|
0.500 |
8,740.78 |
|
0.382 |
8,720.73 |
|
LOW |
8,655.83 |
|
0.618 |
8,550.84 |
|
1.000 |
8,485.94 |
|
1.618 |
8,380.95 |
|
2.618 |
8,211.06 |
|
4.250 |
7,933.80 |
|
|
| Fisher Pivots for day following 18-Mar-1998 |
| Pivot |
1 day |
3 day |
| R1 |
8,763.86 |
8,750.16 |
| PP |
8,752.32 |
8,724.91 |
| S1 |
8,740.78 |
8,699.67 |
|