Trading Metrics calculated at close of trading on 28-Aug-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-1998 |
28-Aug-1998 |
Change |
Change % |
Previous Week |
Open |
1,082.01 |
1,041.95 |
-40.06 |
-3.7% |
1,081.45 |
High |
1,084.19 |
1,051.80 |
-32.39 |
-3.0% |
1,106.64 |
Low |
1,037.61 |
1,021.04 |
-16.57 |
-1.6% |
1,021.04 |
Close |
1,042.59 |
1,027.14 |
-15.45 |
-1.5% |
1,027.14 |
Range |
46.58 |
30.76 |
-15.82 |
-34.0% |
85.60 |
ATR |
21.17 |
21.85 |
0.69 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.61 |
1,107.13 |
1,044.06 |
|
R3 |
1,094.85 |
1,076.37 |
1,035.60 |
|
R2 |
1,064.09 |
1,064.09 |
1,032.78 |
|
R1 |
1,045.61 |
1,045.61 |
1,029.96 |
1,039.47 |
PP |
1,033.33 |
1,033.33 |
1,033.33 |
1,030.26 |
S1 |
1,014.85 |
1,014.85 |
1,024.32 |
1,008.71 |
S2 |
1,002.57 |
1,002.57 |
1,021.50 |
|
S3 |
971.81 |
984.09 |
1,018.68 |
|
S4 |
941.05 |
953.33 |
1,010.22 |
|
|
Weekly Pivots for week ending 28-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.41 |
1,253.37 |
1,074.22 |
|
R3 |
1,222.81 |
1,167.77 |
1,050.68 |
|
R2 |
1,137.21 |
1,137.21 |
1,042.83 |
|
R1 |
1,082.17 |
1,082.17 |
1,034.99 |
1,066.89 |
PP |
1,051.61 |
1,051.61 |
1,051.61 |
1,043.97 |
S1 |
996.57 |
996.57 |
1,019.29 |
981.29 |
S2 |
966.01 |
966.01 |
1,011.45 |
|
S3 |
880.41 |
910.97 |
1,003.60 |
|
S4 |
794.81 |
825.37 |
980.06 |
|
|
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 |
1,021.04 |
85.60 |
8.3% |
25.59 |
2.5% |
7% |
False |
True |
|
10 |
1,106.64 |
1,021.04 |
85.60 |
8.3% |
23.19 |
2.3% |
7% |
False |
True |
|
20 |
1,121.79 |
1,021.04 |
100.75 |
9.8% |
22.62 |
2.2% |
6% |
False |
True |
|
40 |
1,190.58 |
1,021.04 |
169.54 |
16.5% |
19.05 |
1.9% |
4% |
False |
True |
|
60 |
1,190.58 |
1,021.04 |
169.54 |
16.5% |
17.47 |
1.7% |
4% |
False |
True |
|
80 |
1,190.58 |
1,021.04 |
169.54 |
16.5% |
16.42 |
1.6% |
4% |
False |
True |
|
100 |
1,190.58 |
1,021.04 |
169.54 |
16.5% |
15.72 |
1.5% |
4% |
False |
True |
|
120 |
1,190.58 |
1,021.04 |
169.54 |
16.5% |
14.93 |
1.5% |
4% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,182.53 |
2.618 |
1,132.33 |
1.618 |
1,101.57 |
1.000 |
1,082.56 |
0.618 |
1,070.81 |
HIGH |
1,051.80 |
0.618 |
1,040.05 |
0.500 |
1,036.42 |
0.382 |
1,032.79 |
LOW |
1,021.04 |
0.618 |
1,002.03 |
1.000 |
990.28 |
1.618 |
971.27 |
2.618 |
940.51 |
4.250 |
890.31 |
|
|
Fisher Pivots for day following 28-Aug-1998 |
Pivot |
1 day |
3 day |
R1 |
1,036.42 |
1,056.95 |
PP |
1,033.33 |
1,047.01 |
S1 |
1,030.23 |
1,037.08 |
|