Trading Metrics calculated at close of trading on 11-Sep-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-1998 |
11-Sep-1998 |
Change |
Change % |
Previous Week |
Open |
1,004.03 |
981.62 |
-22.41 |
-2.2% |
978.86 |
High |
1,006.20 |
1,009.06 |
2.86 |
0.3% |
1,027.72 |
Low |
968.64 |
969.75 |
1.11 |
0.1% |
968.64 |
Close |
980.19 |
1,009.06 |
28.87 |
2.9% |
1,009.06 |
Range |
37.56 |
39.31 |
1.75 |
4.7% |
59.08 |
ATR |
29.71 |
30.40 |
0.69 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,113.89 |
1,100.78 |
1,030.68 |
|
R3 |
1,074.58 |
1,061.47 |
1,019.87 |
|
R2 |
1,035.27 |
1,035.27 |
1,016.27 |
|
R1 |
1,022.16 |
1,022.16 |
1,012.66 |
1,028.72 |
PP |
995.96 |
995.96 |
995.96 |
999.23 |
S1 |
982.85 |
982.85 |
1,005.46 |
989.41 |
S2 |
956.65 |
956.65 |
1,001.85 |
|
S3 |
917.34 |
943.54 |
998.25 |
|
S4 |
878.03 |
904.23 |
987.44 |
|
|
Weekly Pivots for week ending 11-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,179.05 |
1,153.13 |
1,041.55 |
|
R3 |
1,119.97 |
1,094.05 |
1,025.31 |
|
R2 |
1,060.89 |
1,060.89 |
1,019.89 |
|
R1 |
1,034.97 |
1,034.97 |
1,014.48 |
1,047.93 |
PP |
1,001.81 |
1,001.81 |
1,001.81 |
1,008.29 |
S1 |
975.89 |
975.89 |
1,003.64 |
988.85 |
S2 |
942.73 |
942.73 |
998.23 |
|
S3 |
883.65 |
916.81 |
992.81 |
|
S4 |
824.57 |
857.73 |
976.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,027.72 |
956.50 |
71.22 |
7.1% |
36.90 |
3.7% |
74% |
False |
False |
|
10 |
1,051.80 |
939.98 |
111.82 |
11.1% |
39.81 |
3.9% |
62% |
False |
False |
|
20 |
1,106.64 |
939.98 |
166.66 |
16.5% |
31.30 |
3.1% |
41% |
False |
False |
|
40 |
1,190.58 |
939.98 |
250.60 |
24.8% |
25.75 |
2.6% |
28% |
False |
False |
|
60 |
1,190.58 |
939.98 |
250.60 |
24.8% |
20.96 |
2.1% |
28% |
False |
False |
|
80 |
1,190.58 |
939.98 |
250.60 |
24.8% |
19.66 |
1.9% |
28% |
False |
False |
|
100 |
1,190.58 |
939.98 |
250.60 |
24.8% |
18.43 |
1.8% |
28% |
False |
False |
|
120 |
1,190.58 |
939.98 |
250.60 |
24.8% |
17.39 |
1.7% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,176.13 |
2.618 |
1,111.97 |
1.618 |
1,072.66 |
1.000 |
1,048.37 |
0.618 |
1,033.35 |
HIGH |
1,009.06 |
0.618 |
994.04 |
0.500 |
989.41 |
0.382 |
984.77 |
LOW |
969.75 |
0.618 |
945.46 |
1.000 |
930.44 |
1.618 |
906.15 |
2.618 |
866.84 |
4.250 |
802.68 |
|
|
Fisher Pivots for day following 11-Sep-1998 |
Pivot |
1 day |
3 day |
R1 |
1,002.51 |
1,005.43 |
PP |
995.96 |
1,001.81 |
S1 |
989.41 |
998.18 |
|