Trading Metrics calculated at close of trading on 27-Aug-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-1998 |
27-Aug-1998 |
Change |
Change % |
Previous Week |
Open |
1,090.94 |
1,082.01 |
-8.93 |
-0.8% |
1,062.32 |
High |
1,092.85 |
1,084.19 |
-8.66 |
-0.8% |
1,106.32 |
Low |
1,075.91 |
1,037.61 |
-38.30 |
-3.6% |
1,054.92 |
Close |
1,084.19 |
1,042.59 |
-41.60 |
-3.8% |
1,081.24 |
Range |
16.94 |
46.58 |
29.64 |
175.0% |
51.40 |
ATR |
19.21 |
21.17 |
1.95 |
10.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,194.54 |
1,165.14 |
1,068.21 |
|
R3 |
1,147.96 |
1,118.56 |
1,055.40 |
|
R2 |
1,101.38 |
1,101.38 |
1,051.13 |
|
R1 |
1,071.98 |
1,071.98 |
1,046.86 |
1,063.39 |
PP |
1,054.80 |
1,054.80 |
1,054.80 |
1,050.50 |
S1 |
1,025.40 |
1,025.40 |
1,038.32 |
1,016.81 |
S2 |
1,008.22 |
1,008.22 |
1,034.05 |
|
S3 |
961.64 |
978.82 |
1,029.78 |
|
S4 |
915.06 |
932.24 |
1,016.97 |
|
|
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 |
1,037.61 |
69.03 |
6.6% |
26.78 |
2.6% |
7% |
False |
True |
|
10 |
1,106.64 |
1,037.61 |
69.03 |
6.6% |
22.79 |
2.2% |
7% |
False |
True |
|
20 |
1,142.97 |
1,037.61 |
105.36 |
10.1% |
22.51 |
2.2% |
5% |
False |
True |
|
40 |
1,190.58 |
1,037.61 |
152.97 |
14.7% |
18.42 |
1.8% |
3% |
False |
True |
|
60 |
1,190.58 |
1,037.61 |
152.97 |
14.7% |
17.26 |
1.7% |
3% |
False |
True |
|
80 |
1,190.58 |
1,037.61 |
152.97 |
14.7% |
16.21 |
1.6% |
3% |
False |
True |
|
100 |
1,190.58 |
1,037.61 |
152.97 |
14.7% |
15.60 |
1.5% |
3% |
False |
True |
|
120 |
1,190.58 |
1,037.61 |
152.97 |
14.7% |
14.78 |
1.4% |
3% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,282.16 |
2.618 |
1,206.14 |
1.618 |
1,159.56 |
1.000 |
1,130.77 |
0.618 |
1,112.98 |
HIGH |
1,084.19 |
0.618 |
1,066.40 |
0.500 |
1,060.90 |
0.382 |
1,055.40 |
LOW |
1,037.61 |
0.618 |
1,008.82 |
1.000 |
991.03 |
1.618 |
962.24 |
2.618 |
915.66 |
4.250 |
839.65 |
|
|
Fisher Pivots for day following 27-Aug-1998 |
Pivot |
1 day |
3 day |
R1 |
1,060.90 |
1,072.13 |
PP |
1,054.80 |
1,062.28 |
S1 |
1,048.69 |
1,052.44 |
|