Trading Metrics calculated at close of trading on 20-Aug-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-1998 |
20-Aug-1998 |
Change |
Change % |
Previous Week |
Open |
1,102.87 |
1,097.17 |
-5.70 |
-0.5% |
1,089.67 |
High |
1,106.32 |
1,098.79 |
-7.53 |
-0.7% |
1,092.82 |
Low |
1,094.93 |
1,089.55 |
-5.38 |
-0.5% |
1,054.00 |
Close |
1,098.06 |
1,091.60 |
-6.46 |
-0.6% |
1,062.75 |
Range |
11.39 |
9.24 |
-2.15 |
-18.9% |
38.82 |
ATR |
19.18 |
18.47 |
-0.71 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,121.03 |
1,115.56 |
1,096.68 |
|
R3 |
1,111.79 |
1,106.32 |
1,094.14 |
|
R2 |
1,102.55 |
1,102.55 |
1,093.29 |
|
R1 |
1,097.08 |
1,097.08 |
1,092.45 |
1,095.20 |
PP |
1,093.31 |
1,093.31 |
1,093.31 |
1,092.37 |
S1 |
1,087.84 |
1,087.84 |
1,090.75 |
1,085.96 |
S2 |
1,084.07 |
1,084.07 |
1,089.91 |
|
S3 |
1,074.83 |
1,078.60 |
1,089.06 |
|
S4 |
1,065.59 |
1,069.36 |
1,086.52 |
|
|
Weekly Pivots for week ending 14-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,186.32 |
1,163.35 |
1,084.10 |
|
R3 |
1,147.50 |
1,124.53 |
1,073.43 |
|
R2 |
1,108.68 |
1,108.68 |
1,069.87 |
|
R1 |
1,085.71 |
1,085.71 |
1,066.31 |
1,077.79 |
PP |
1,069.86 |
1,069.86 |
1,069.86 |
1,065.89 |
S1 |
1,046.89 |
1,046.89 |
1,059.19 |
1,038.97 |
S2 |
1,031.04 |
1,031.04 |
1,055.63 |
|
S3 |
992.22 |
1,008.07 |
1,052.07 |
|
S4 |
953.40 |
969.25 |
1,041.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,106.32 |
1,055.08 |
51.24 |
4.7% |
18.79 |
1.7% |
71% |
False |
False |
|
10 |
1,106.32 |
1,054.00 |
52.32 |
4.8% |
18.43 |
1.7% |
72% |
False |
False |
|
20 |
1,150.14 |
1,054.00 |
96.14 |
8.8% |
20.97 |
1.9% |
39% |
False |
False |
|
40 |
1,190.58 |
1,054.00 |
136.58 |
12.5% |
16.51 |
1.5% |
28% |
False |
False |
|
60 |
1,190.58 |
1,054.00 |
136.58 |
12.5% |
16.08 |
1.5% |
28% |
False |
False |
|
80 |
1,190.58 |
1,054.00 |
136.58 |
12.5% |
15.35 |
1.4% |
28% |
False |
False |
|
100 |
1,190.58 |
1,054.00 |
136.58 |
12.5% |
14.89 |
1.4% |
28% |
False |
False |
|
120 |
1,190.58 |
1,030.87 |
159.71 |
14.6% |
14.19 |
1.3% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,138.06 |
2.618 |
1,122.98 |
1.618 |
1,113.74 |
1.000 |
1,108.03 |
0.618 |
1,104.50 |
HIGH |
1,098.79 |
0.618 |
1,095.26 |
0.500 |
1,094.17 |
0.382 |
1,093.08 |
LOW |
1,089.55 |
0.618 |
1,083.84 |
1.000 |
1,080.31 |
1.618 |
1,074.60 |
2.618 |
1,065.36 |
4.250 |
1,050.28 |
|
|
Fisher Pivots for day following 20-Aug-1998 |
Pivot |
1 day |
3 day |
R1 |
1,094.17 |
1,095.00 |
PP |
1,093.31 |
1,093.86 |
S1 |
1,092.46 |
1,092.73 |
|