Trading Metrics calculated at close of trading on 31-Aug-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-1998 |
31-Aug-1998 |
Change |
Change % |
Previous Week |
Open |
1,312.28 |
1,265.04 |
-47.24 |
-3.6% |
1,374.77 |
High |
1,320.26 |
1,278.82 |
-41.44 |
-3.1% |
1,398.77 |
Low |
1,249.49 |
1,140.03 |
-109.46 |
-8.8% |
1,249.49 |
Close |
1,265.04 |
1,140.34 |
-124.70 |
-9.9% |
1,265.04 |
Range |
70.77 |
138.79 |
68.02 |
96.1% |
149.28 |
ATR |
39.40 |
46.50 |
7.10 |
18.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,602.77 |
1,510.34 |
1,216.67 |
|
R3 |
1,463.98 |
1,371.55 |
1,178.51 |
|
R2 |
1,325.19 |
1,325.19 |
1,165.78 |
|
R1 |
1,232.76 |
1,232.76 |
1,153.06 |
1,209.58 |
PP |
1,186.40 |
1,186.40 |
1,186.40 |
1,174.81 |
S1 |
1,093.97 |
1,093.97 |
1,127.62 |
1,070.79 |
S2 |
1,047.61 |
1,047.61 |
1,114.90 |
|
S3 |
908.82 |
955.18 |
1,102.17 |
|
S4 |
770.03 |
816.39 |
1,064.01 |
|
|
Weekly Pivots for week ending 28-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,752.27 |
1,657.94 |
1,347.14 |
|
R3 |
1,602.99 |
1,508.66 |
1,306.09 |
|
R2 |
1,453.71 |
1,453.71 |
1,292.41 |
|
R1 |
1,359.38 |
1,359.38 |
1,278.72 |
1,331.91 |
PP |
1,304.43 |
1,304.43 |
1,304.43 |
1,290.70 |
S1 |
1,210.10 |
1,210.10 |
1,251.36 |
1,182.63 |
S2 |
1,155.15 |
1,155.15 |
1,237.67 |
|
S3 |
1,005.87 |
1,060.82 |
1,223.99 |
|
S4 |
856.59 |
911.54 |
1,182.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,398.77 |
1,140.03 |
258.74 |
22.7% |
67.48 |
5.9% |
0% |
False |
True |
|
10 |
1,421.40 |
1,140.03 |
281.37 |
24.7% |
50.04 |
4.4% |
0% |
False |
True |
|
20 |
1,421.40 |
1,140.03 |
281.37 |
24.7% |
45.10 |
4.0% |
0% |
False |
True |
|
40 |
1,485.97 |
1,140.03 |
345.94 |
30.3% |
39.58 |
3.5% |
0% |
False |
True |
|
60 |
1,485.97 |
1,140.03 |
345.94 |
30.3% |
34.79 |
3.1% |
0% |
False |
True |
|
80 |
1,485.97 |
1,140.03 |
345.94 |
30.3% |
32.56 |
2.9% |
0% |
False |
True |
|
100 |
1,485.97 |
1,140.03 |
345.94 |
30.3% |
30.46 |
2.7% |
0% |
False |
True |
|
120 |
1,485.97 |
1,140.03 |
345.94 |
30.3% |
28.70 |
2.5% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,868.68 |
2.618 |
1,642.17 |
1.618 |
1,503.38 |
1.000 |
1,417.61 |
0.618 |
1,364.59 |
HIGH |
1,278.82 |
0.618 |
1,225.80 |
0.500 |
1,209.43 |
0.382 |
1,193.05 |
LOW |
1,140.03 |
0.618 |
1,054.26 |
1.000 |
1,001.24 |
1.618 |
915.47 |
2.618 |
776.68 |
4.250 |
550.17 |
|
|
Fisher Pivots for day following 31-Aug-1998 |
Pivot |
1 day |
3 day |
R1 |
1,209.43 |
1,257.04 |
PP |
1,186.40 |
1,218.14 |
S1 |
1,163.37 |
1,179.24 |
|