Trading Metrics calculated at close of trading on 11-Aug-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-1998 |
11-Aug-1998 |
Change |
Change % |
Previous Week |
Open |
1,089.67 |
1,080.43 |
-9.24 |
-0.8% |
1,110.39 |
High |
1,092.82 |
1,083.14 |
-9.68 |
-0.9% |
1,121.79 |
Low |
1,081.76 |
1,054.00 |
-27.76 |
-2.6% |
1,057.35 |
Close |
1,083.14 |
1,068.98 |
-14.16 |
-1.3% |
1,089.45 |
Range |
11.06 |
29.14 |
18.08 |
163.5% |
64.44 |
ATR |
18.29 |
19.07 |
0.77 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,156.13 |
1,141.69 |
1,085.01 |
|
R3 |
1,126.99 |
1,112.55 |
1,076.99 |
|
R2 |
1,097.85 |
1,097.85 |
1,074.32 |
|
R1 |
1,083.41 |
1,083.41 |
1,071.65 |
1,076.06 |
PP |
1,068.71 |
1,068.71 |
1,068.71 |
1,065.03 |
S1 |
1,054.27 |
1,054.27 |
1,066.31 |
1,046.92 |
S2 |
1,039.57 |
1,039.57 |
1,063.64 |
|
S3 |
1,010.43 |
1,025.13 |
1,060.97 |
|
S4 |
981.29 |
995.99 |
1,052.95 |
|
|
Weekly Pivots for week ending 07-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.85 |
1,250.59 |
1,124.89 |
|
R3 |
1,218.41 |
1,186.15 |
1,107.17 |
|
R2 |
1,153.97 |
1,153.97 |
1,101.26 |
|
R1 |
1,121.71 |
1,121.71 |
1,095.36 |
1,105.62 |
PP |
1,089.53 |
1,089.53 |
1,089.53 |
1,081.49 |
S1 |
1,057.27 |
1,057.27 |
1,083.54 |
1,041.18 |
S2 |
1,025.09 |
1,025.09 |
1,077.64 |
|
S3 |
960.65 |
992.83 |
1,071.73 |
|
S4 |
896.21 |
928.39 |
1,054.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,102.54 |
1,054.00 |
48.54 |
4.5% |
20.30 |
1.9% |
31% |
False |
True |
|
10 |
1,143.07 |
1,054.00 |
89.07 |
8.3% |
22.45 |
2.1% |
17% |
False |
True |
|
20 |
1,190.58 |
1,054.00 |
136.58 |
12.8% |
19.59 |
1.8% |
11% |
False |
True |
|
40 |
1,190.58 |
1,054.00 |
136.58 |
12.8% |
15.94 |
1.5% |
11% |
False |
True |
|
60 |
1,190.58 |
1,054.00 |
136.58 |
12.8% |
15.60 |
1.5% |
11% |
False |
True |
|
80 |
1,190.58 |
1,054.00 |
136.58 |
12.8% |
15.02 |
1.4% |
11% |
False |
True |
|
100 |
1,190.58 |
1,054.00 |
136.58 |
12.8% |
14.47 |
1.4% |
11% |
False |
True |
|
120 |
1,190.58 |
1,022.69 |
167.89 |
15.7% |
13.71 |
1.3% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,206.99 |
2.618 |
1,159.43 |
1.618 |
1,130.29 |
1.000 |
1,112.28 |
0.618 |
1,101.15 |
HIGH |
1,083.14 |
0.618 |
1,072.01 |
0.500 |
1,068.57 |
0.382 |
1,065.13 |
LOW |
1,054.00 |
0.618 |
1,035.99 |
1.000 |
1,024.86 |
1.618 |
1,006.85 |
2.618 |
977.71 |
4.250 |
930.16 |
|
|
Fisher Pivots for day following 11-Aug-1998 |
Pivot |
1 day |
3 day |
R1 |
1,068.84 |
1,078.27 |
PP |
1,068.71 |
1,075.17 |
S1 |
1,068.57 |
1,072.08 |
|