Trading Metrics calculated at close of trading on 12-Aug-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-1998 |
12-Aug-1998 |
Change |
Change % |
Previous Week |
Open |
1,080.43 |
1,070.98 |
-9.45 |
-0.9% |
1,110.39 |
High |
1,083.14 |
1,084.70 |
1.56 |
0.1% |
1,121.79 |
Low |
1,054.00 |
1,068.98 |
14.98 |
1.4% |
1,057.35 |
Close |
1,068.98 |
1,084.22 |
15.24 |
1.4% |
1,089.45 |
Range |
29.14 |
15.72 |
-13.42 |
-46.1% |
64.44 |
ATR |
19.07 |
18.83 |
-0.24 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,126.46 |
1,121.06 |
1,092.87 |
|
R3 |
1,110.74 |
1,105.34 |
1,088.54 |
|
R2 |
1,095.02 |
1,095.02 |
1,087.10 |
|
R1 |
1,089.62 |
1,089.62 |
1,085.66 |
1,092.32 |
PP |
1,079.30 |
1,079.30 |
1,079.30 |
1,080.65 |
S1 |
1,073.90 |
1,073.90 |
1,082.78 |
1,076.60 |
S2 |
1,063.58 |
1,063.58 |
1,081.34 |
|
S3 |
1,047.86 |
1,058.18 |
1,079.90 |
|
S4 |
1,032.14 |
1,042.46 |
1,075.57 |
|
|
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% |
17.95 |
1.7% |
62% |
False |
False |
|
10 |
1,143.07 |
1,054.00 |
89.07 |
8.2% |
22.37 |
2.1% |
34% |
False |
False |
|
20 |
1,190.58 |
1,054.00 |
136.58 |
12.6% |
20.04 |
1.8% |
22% |
False |
False |
|
40 |
1,190.58 |
1,054.00 |
136.58 |
12.6% |
16.01 |
1.5% |
22% |
False |
False |
|
60 |
1,190.58 |
1,054.00 |
136.58 |
12.6% |
15.62 |
1.4% |
22% |
False |
False |
|
80 |
1,190.58 |
1,054.00 |
136.58 |
12.6% |
15.13 |
1.4% |
22% |
False |
False |
|
100 |
1,190.58 |
1,054.00 |
136.58 |
12.6% |
14.51 |
1.3% |
22% |
False |
False |
|
120 |
1,190.58 |
1,028.89 |
161.69 |
14.9% |
13.75 |
1.3% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,151.51 |
2.618 |
1,125.85 |
1.618 |
1,110.13 |
1.000 |
1,100.42 |
0.618 |
1,094.41 |
HIGH |
1,084.70 |
0.618 |
1,078.69 |
0.500 |
1,076.84 |
0.382 |
1,074.99 |
LOW |
1,068.98 |
0.618 |
1,059.27 |
1.000 |
1,053.26 |
1.618 |
1,043.55 |
2.618 |
1,027.83 |
4.250 |
1,002.17 |
|
|
Fisher Pivots for day following 12-Aug-1998 |
Pivot |
1 day |
3 day |
R1 |
1,081.76 |
1,080.62 |
PP |
1,079.30 |
1,077.01 |
S1 |
1,076.84 |
1,073.41 |
|