| Trading Metrics calculated at close of trading on 30-Mar-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-1998 |
30-Mar-1998 |
Change |
Change % |
Previous Week |
| Open |
8,846.89 |
8,796.08 |
-50.81 |
-0.6% |
8,906.43 |
| High |
8,941.31 |
8,877.04 |
-64.27 |
-0.7% |
8,997.11 |
| Low |
8,741.77 |
8,701.66 |
-40.11 |
-0.5% |
8,741.77 |
| Close |
8,796.08 |
8,782.12 |
-13.96 |
-0.2% |
8,796.08 |
| Range |
199.54 |
175.38 |
-24.16 |
-12.1% |
255.34 |
| ATR |
173.59 |
173.72 |
0.13 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Mar-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,313.08 |
9,222.98 |
8,878.58 |
|
| R3 |
9,137.70 |
9,047.60 |
8,830.35 |
|
| R2 |
8,962.32 |
8,962.32 |
8,814.27 |
|
| R1 |
8,872.22 |
8,872.22 |
8,798.20 |
8,829.58 |
| PP |
8,786.94 |
8,786.94 |
8,786.94 |
8,765.62 |
| S1 |
8,696.84 |
8,696.84 |
8,766.04 |
8,654.20 |
| S2 |
8,611.56 |
8,611.56 |
8,749.97 |
|
| S3 |
8,436.18 |
8,521.46 |
8,733.89 |
|
| S4 |
8,260.80 |
8,346.08 |
8,685.66 |
|
|
| 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 |
8,701.66 |
295.45 |
3.4% |
179.96 |
2.0% |
27% |
False |
True |
|
| 10 |
8,997.11 |
8,633.41 |
363.70 |
4.1% |
176.64 |
2.0% |
41% |
False |
False |
|
| 20 |
8,997.11 |
8,377.32 |
619.79 |
7.1% |
169.02 |
1.9% |
65% |
False |
False |
|
| 40 |
8,997.11 |
7,987.46 |
1,009.65 |
11.5% |
168.09 |
1.9% |
79% |
False |
False |
|
| 60 |
8,997.11 |
7,391.59 |
1,605.52 |
18.3% |
178.44 |
2.0% |
87% |
False |
False |
|
| 80 |
8,997.11 |
7,391.59 |
1,605.52 |
18.3% |
179.45 |
2.0% |
87% |
False |
False |
|
| 100 |
8,997.11 |
7,334.77 |
1,662.34 |
18.9% |
178.30 |
2.0% |
87% |
False |
False |
|
| 120 |
8,997.11 |
6,933.01 |
2,064.10 |
23.5% |
187.85 |
2.1% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,622.41 |
|
2.618 |
9,336.18 |
|
1.618 |
9,160.80 |
|
1.000 |
9,052.42 |
|
0.618 |
8,985.42 |
|
HIGH |
8,877.04 |
|
0.618 |
8,810.04 |
|
0.500 |
8,789.35 |
|
0.382 |
8,768.66 |
|
LOW |
8,701.66 |
|
0.618 |
8,593.28 |
|
1.000 |
8,526.28 |
|
1.618 |
8,417.90 |
|
2.618 |
8,242.52 |
|
4.250 |
7,956.30 |
|
|
| Fisher Pivots for day following 30-Mar-1998 |
| Pivot |
1 day |
3 day |
| R1 |
8,789.35 |
8,821.49 |
| PP |
8,786.94 |
8,808.36 |
| S1 |
8,784.53 |
8,795.24 |
|