Trading Metrics calculated at close of trading on 24-Aug-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-1998 |
24-Aug-1998 |
Change |
Change % |
Previous Week |
Open |
1,089.93 |
1,081.45 |
-8.48 |
-0.8% |
1,062.32 |
High |
1,091.60 |
1,093.82 |
2.22 |
0.2% |
1,106.32 |
Low |
1,054.92 |
1,081.24 |
26.32 |
2.5% |
1,054.92 |
Close |
1,081.24 |
1,088.14 |
6.90 |
0.6% |
1,081.24 |
Range |
36.68 |
12.58 |
-24.10 |
-65.7% |
51.40 |
ATR |
19.77 |
19.25 |
-0.51 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.47 |
1,119.39 |
1,095.06 |
|
R3 |
1,112.89 |
1,106.81 |
1,091.60 |
|
R2 |
1,100.31 |
1,100.31 |
1,090.45 |
|
R1 |
1,094.23 |
1,094.23 |
1,089.29 |
1,097.27 |
PP |
1,087.73 |
1,087.73 |
1,087.73 |
1,089.26 |
S1 |
1,081.65 |
1,081.65 |
1,086.99 |
1,084.69 |
S2 |
1,075.15 |
1,075.15 |
1,085.83 |
|
S3 |
1,062.57 |
1,069.07 |
1,084.68 |
|
S4 |
1,049.99 |
1,056.49 |
1,081.22 |
|
|
Weekly Pivots for week ending 21-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,235.03 |
1,209.53 |
1,109.51 |
|
R3 |
1,183.63 |
1,158.13 |
1,095.38 |
|
R2 |
1,132.23 |
1,132.23 |
1,090.66 |
|
R1 |
1,106.73 |
1,106.73 |
1,085.95 |
1,119.48 |
PP |
1,080.83 |
1,080.83 |
1,080.83 |
1,087.20 |
S1 |
1,055.33 |
1,055.33 |
1,076.53 |
1,068.08 |
S2 |
1,029.43 |
1,029.43 |
1,071.82 |
|
S3 |
978.03 |
1,003.93 |
1,067.11 |
|
S4 |
926.63 |
952.53 |
1,052.97 |
|
|
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 |
1,054.92 |
51.40 |
4.7% |
17.59 |
1.6% |
65% |
False |
False |
|
10 |
1,106.32 |
1,054.00 |
52.32 |
4.8% |
20.47 |
1.9% |
65% |
False |
False |
|
20 |
1,147.27 |
1,054.00 |
93.27 |
8.6% |
21.40 |
2.0% |
37% |
False |
False |
|
40 |
1,190.58 |
1,054.00 |
136.58 |
12.6% |
17.20 |
1.6% |
25% |
False |
False |
|
60 |
1,190.58 |
1,054.00 |
136.58 |
12.6% |
16.50 |
1.5% |
25% |
False |
False |
|
80 |
1,190.58 |
1,054.00 |
136.58 |
12.6% |
15.52 |
1.4% |
25% |
False |
False |
|
100 |
1,190.58 |
1,054.00 |
136.58 |
12.6% |
15.07 |
1.4% |
25% |
False |
False |
|
120 |
1,190.58 |
1,030.87 |
159.71 |
14.7% |
14.45 |
1.3% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,147.29 |
2.618 |
1,126.75 |
1.618 |
1,114.17 |
1.000 |
1,106.40 |
0.618 |
1,101.59 |
HIGH |
1,093.82 |
0.618 |
1,089.01 |
0.500 |
1,087.53 |
0.382 |
1,086.05 |
LOW |
1,081.24 |
0.618 |
1,073.47 |
1.000 |
1,068.66 |
1.618 |
1,060.89 |
2.618 |
1,048.31 |
4.250 |
1,027.78 |
|
|
Fisher Pivots for day following 24-Aug-1998 |
Pivot |
1 day |
3 day |
R1 |
1,087.94 |
1,084.38 |
PP |
1,087.73 |
1,080.62 |
S1 |
1,087.53 |
1,076.86 |
|