Trading Metrics calculated at close of trading on 15-Oct-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-1998 |
15-Oct-1998 |
Change |
Change % |
Previous Week |
Open |
994.21 |
1,005.33 |
11.12 |
1.1% |
1,000.01 |
High |
1,014.42 |
1,053.15 |
38.73 |
3.8% |
1,008.77 |
Low |
987.80 |
1,000.12 |
12.32 |
1.2% |
923.32 |
Close |
1,005.53 |
1,047.49 |
41.96 |
4.2% |
984.39 |
Range |
26.62 |
53.03 |
26.41 |
99.2% |
85.45 |
ATR |
29.04 |
30.76 |
1.71 |
5.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,192.68 |
1,173.11 |
1,076.66 |
|
R3 |
1,139.65 |
1,120.08 |
1,062.07 |
|
R2 |
1,086.62 |
1,086.62 |
1,057.21 |
|
R1 |
1,067.05 |
1,067.05 |
1,052.35 |
1,076.84 |
PP |
1,033.59 |
1,033.59 |
1,033.59 |
1,038.48 |
S1 |
1,014.02 |
1,014.02 |
1,042.63 |
1,023.81 |
S2 |
980.56 |
980.56 |
1,037.77 |
|
S3 |
927.53 |
960.99 |
1,032.91 |
|
S4 |
874.50 |
907.96 |
1,018.32 |
|
|
Weekly Pivots for week ending 09-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,228.51 |
1,191.90 |
1,031.39 |
|
R3 |
1,143.06 |
1,106.45 |
1,007.89 |
|
R2 |
1,057.61 |
1,057.61 |
1,000.06 |
|
R1 |
1,021.00 |
1,021.00 |
992.22 |
996.58 |
PP |
972.16 |
972.16 |
972.16 |
959.95 |
S1 |
935.55 |
935.55 |
976.56 |
911.13 |
S2 |
886.71 |
886.71 |
968.72 |
|
S3 |
801.26 |
850.10 |
960.89 |
|
S4 |
715.81 |
764.65 |
937.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,053.15 |
953.04 |
100.11 |
9.6% |
30.12 |
2.9% |
94% |
True |
False |
|
10 |
1,053.15 |
923.32 |
129.83 |
12.4% |
34.21 |
3.3% |
96% |
True |
False |
|
20 |
1,066.11 |
923.32 |
142.79 |
13.6% |
29.70 |
2.8% |
87% |
False |
False |
|
40 |
1,106.64 |
923.32 |
183.32 |
17.5% |
30.68 |
2.9% |
68% |
False |
False |
|
60 |
1,164.35 |
923.32 |
241.03 |
23.0% |
27.70 |
2.6% |
52% |
False |
False |
|
80 |
1,190.58 |
923.32 |
267.26 |
25.5% |
23.72 |
2.3% |
46% |
False |
False |
|
100 |
1,190.58 |
923.32 |
267.26 |
25.5% |
22.03 |
2.1% |
46% |
False |
False |
|
120 |
1,190.58 |
923.32 |
267.26 |
25.5% |
20.50 |
2.0% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.53 |
2.618 |
1,191.98 |
1.618 |
1,138.95 |
1.000 |
1,106.18 |
0.618 |
1,085.92 |
HIGH |
1,053.15 |
0.618 |
1,032.89 |
0.500 |
1,026.64 |
0.382 |
1,020.38 |
LOW |
1,000.12 |
0.618 |
967.35 |
1.000 |
947.09 |
1.618 |
914.32 |
2.618 |
861.29 |
4.250 |
774.74 |
|
|
Fisher Pivots for day following 15-Oct-1998 |
Pivot |
1 day |
3 day |
R1 |
1,040.54 |
1,038.44 |
PP |
1,033.59 |
1,029.40 |
S1 |
1,026.64 |
1,020.35 |
|