Trading Metrics calculated at close of trading on 31-Mar-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-1998 |
31-Mar-1998 |
Change |
Change % |
Previous Week |
Open |
8,796.08 |
8,782.12 |
-13.96 |
-0.2% |
8,906.43 |
High |
8,877.04 |
8,937.57 |
60.53 |
0.7% |
8,997.11 |
Low |
8,701.66 |
8,726.82 |
25.16 |
0.3% |
8,741.77 |
Close |
8,782.12 |
8,799.81 |
17.69 |
0.2% |
8,796.08 |
Range |
175.38 |
210.75 |
35.37 |
20.2% |
255.34 |
ATR |
173.72 |
176.37 |
2.64 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Mar-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,453.65 |
9,337.48 |
8,915.72 |
|
R3 |
9,242.90 |
9,126.73 |
8,857.77 |
|
R2 |
9,032.15 |
9,032.15 |
8,838.45 |
|
R1 |
8,915.98 |
8,915.98 |
8,819.13 |
8,974.07 |
PP |
8,821.40 |
8,821.40 |
8,821.40 |
8,850.44 |
S1 |
8,705.23 |
8,705.23 |
8,780.49 |
8,763.32 |
S2 |
8,610.65 |
8,610.65 |
8,761.17 |
|
S3 |
8,399.90 |
8,494.48 |
8,741.85 |
|
S4 |
8,189.15 |
8,283.73 |
8,683.90 |
|
|
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% |
192.61 |
2.2% |
33% |
False |
False |
|
10 |
8,997.11 |
8,655.83 |
341.28 |
3.9% |
179.81 |
2.0% |
42% |
False |
False |
|
20 |
8,997.11 |
8,377.32 |
619.79 |
7.0% |
171.16 |
1.9% |
68% |
False |
False |
|
40 |
8,997.11 |
8,010.63 |
986.48 |
11.2% |
169.10 |
1.9% |
80% |
False |
False |
|
60 |
8,997.11 |
7,391.59 |
1,605.52 |
18.2% |
179.36 |
2.0% |
88% |
False |
False |
|
80 |
8,997.11 |
7,391.59 |
1,605.52 |
18.2% |
179.55 |
2.0% |
88% |
False |
False |
|
100 |
8,997.11 |
7,334.77 |
1,662.34 |
18.9% |
178.67 |
2.0% |
88% |
False |
False |
|
120 |
8,997.11 |
6,933.01 |
2,064.10 |
23.5% |
188.28 |
2.1% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,833.26 |
2.618 |
9,489.31 |
1.618 |
9,278.56 |
1.000 |
9,148.32 |
0.618 |
9,067.81 |
HIGH |
8,937.57 |
0.618 |
8,857.06 |
0.500 |
8,832.20 |
0.382 |
8,807.33 |
LOW |
8,726.82 |
0.618 |
8,596.58 |
1.000 |
8,516.07 |
1.618 |
8,385.83 |
2.618 |
8,175.08 |
4.250 |
7,831.13 |
|
|
Fisher Pivots for day following 31-Mar-1998 |
Pivot |
1 day |
3 day |
R1 |
8,832.20 |
8,821.49 |
PP |
8,821.40 |
8,814.26 |
S1 |
8,810.61 |
8,807.04 |
|