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Hi Gang,
To those who have inquired, last year as many of you know I started a
day trading daily pivot and range report for the S&P. Since that time
other have continued to post their own variations on the subject. I
moved my trading into the bonds and will now post the bond report for
those who want to use it. The OBSI is a overbought oversold price index.
Basically when over 70% it is a overbought sell signal and under 30% an
oversold buy. The weekly numbers are as of the close on Friday of the
prior week.
Good Trading
JD
DUNDEE PIVOT AND RANGE TABLE
Date 1/26 1/27 1/28 1/29 1/30 Range
MON TUES WEDS THRU FRI This
Open 120-05 121-03 120-15 120-17 121-29 Week
High 121-07 121-06 120-29 122-00 122-12 92
Low 119-16 120-07 120-03 120-13 121-22 Daily
Close 121-05 120-13 120-18 120-28 122-09 Average
Pivot 120-20 120-19 120-17 121-14 122-05 37
Change 31 -22 5 1-10 13 Ten
Range 55 31 26 51 22 Day
Daily Stoc 23 23 25 50 54 Average
OBSI 154.00% 19.00% 73.00% 192.00% 91.00% 34
Date 2/2 2/3 2/4 2/5 2/6 Range
MON TUES WEDS THRU FRI This
Open 122-10 121-18 Week
High 122-12 121-31 30
Low 121-15 121-14 Daily
Close 121-20 121-22 Average
Pivot 121-26 121-22 23
Change -21 2 Ten
Range 29 17 Day
Daily Stoc 59 68 Average
OBSI 15.00% 64.00% 31
Calculations: WEEKLY TODAY
R3 122.5 R3 122-16
R2 122.229 R2 122 -07
R1 121.958 R1 121-31
PIVOT 121.698 PIVOT 121-12 PIVOT 121-22
S1 121.427 S1 121-14
S2 121.167 S2 121-05
S3 120.8958333 S3 120-29
OBSI 270.00% OBSI 64.15%
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