Trading Metrics calculated at close of trading on 25-Aug-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-1998 |
25-Aug-1998 |
Change |
Change % |
Previous Week |
Open |
1,081.45 |
1,089.61 |
8.16 |
0.8% |
1,062.32 |
High |
1,093.82 |
1,106.64 |
12.82 |
1.2% |
1,106.32 |
Low |
1,081.24 |
1,085.53 |
4.29 |
0.4% |
1,054.92 |
Close |
1,088.14 |
1,092.85 |
4.71 |
0.4% |
1,081.24 |
Range |
12.58 |
21.11 |
8.53 |
67.8% |
51.40 |
ATR |
19.25 |
19.39 |
0.13 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,158.34 |
1,146.70 |
1,104.46 |
|
R3 |
1,137.23 |
1,125.59 |
1,098.66 |
|
R2 |
1,116.12 |
1,116.12 |
1,096.72 |
|
R1 |
1,104.48 |
1,104.48 |
1,094.79 |
1,110.30 |
PP |
1,095.01 |
1,095.01 |
1,095.01 |
1,097.92 |
S1 |
1,083.37 |
1,083.37 |
1,090.91 |
1,089.19 |
S2 |
1,073.90 |
1,073.90 |
1,088.98 |
|
S3 |
1,052.79 |
1,062.26 |
1,087.04 |
|
S4 |
1,031.68 |
1,041.15 |
1,081.24 |
|
|
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 |
1,106.64 |
1,054.92 |
51.72 |
4.7% |
18.20 |
1.7% |
73% |
True |
False |
|
10 |
1,106.64 |
1,054.92 |
51.72 |
4.7% |
19.67 |
1.8% |
73% |
True |
False |
|
20 |
1,143.07 |
1,054.00 |
89.07 |
8.2% |
21.06 |
1.9% |
44% |
False |
False |
|
40 |
1,190.58 |
1,054.00 |
136.58 |
12.5% |
17.43 |
1.6% |
28% |
False |
False |
|
60 |
1,190.58 |
1,054.00 |
136.58 |
12.5% |
16.62 |
1.5% |
28% |
False |
False |
|
80 |
1,190.58 |
1,054.00 |
136.58 |
12.5% |
15.67 |
1.4% |
28% |
False |
False |
|
100 |
1,190.58 |
1,054.00 |
136.58 |
12.5% |
15.15 |
1.4% |
28% |
False |
False |
|
120 |
1,190.58 |
1,035.05 |
155.53 |
14.2% |
14.49 |
1.3% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,196.36 |
2.618 |
1,161.91 |
1.618 |
1,140.80 |
1.000 |
1,127.75 |
0.618 |
1,119.69 |
HIGH |
1,106.64 |
0.618 |
1,098.58 |
0.500 |
1,096.09 |
0.382 |
1,093.59 |
LOW |
1,085.53 |
0.618 |
1,072.48 |
1.000 |
1,064.42 |
1.618 |
1,051.37 |
2.618 |
1,030.26 |
4.250 |
995.81 |
|
|
Fisher Pivots for day following 25-Aug-1998 |
Pivot |
1 day |
3 day |
R1 |
1,096.09 |
1,088.83 |
PP |
1,095.01 |
1,084.80 |
S1 |
1,093.93 |
1,080.78 |
|