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 |
1,261.77 |
1,235.37 |
-26.40 |
-2.1% |
1,205.41 |
High |
1,261.77 |
1,290.35 |
28.58 |
2.3% |
1,320.30 |
Low |
1,215.36 |
1,235.37 |
20.01 |
1.6% |
1,205.41 |
Close |
1,235.37 |
1,290.20 |
54.83 |
4.4% |
1,290.20 |
Range |
46.41 |
54.98 |
8.57 |
18.5% |
114.89 |
ATR |
51.82 |
52.05 |
0.23 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.91 |
1,418.54 |
1,320.44 |
|
R3 |
1,381.93 |
1,363.56 |
1,305.32 |
|
R2 |
1,326.95 |
1,326.95 |
1,300.28 |
|
R1 |
1,308.58 |
1,308.58 |
1,295.24 |
1,317.77 |
PP |
1,271.97 |
1,271.97 |
1,271.97 |
1,276.57 |
S1 |
1,253.60 |
1,253.60 |
1,285.16 |
1,262.79 |
S2 |
1,216.99 |
1,216.99 |
1,280.12 |
|
S3 |
1,162.01 |
1,198.62 |
1,275.08 |
|
S4 |
1,107.03 |
1,143.64 |
1,259.96 |
|
|
Weekly Pivots for week ending 11-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,616.64 |
1,568.31 |
1,353.39 |
|
R3 |
1,501.75 |
1,453.42 |
1,321.79 |
|
R2 |
1,386.86 |
1,386.86 |
1,311.26 |
|
R1 |
1,338.53 |
1,338.53 |
1,300.73 |
1,362.70 |
PP |
1,271.97 |
1,271.97 |
1,271.97 |
1,284.05 |
S1 |
1,223.64 |
1,223.64 |
1,279.67 |
1,247.81 |
S2 |
1,157.08 |
1,157.08 |
1,269.14 |
|
S3 |
1,042.19 |
1,108.75 |
1,258.61 |
|
S4 |
927.30 |
993.86 |
1,227.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,320.30 |
1,181.52 |
138.78 |
10.8% |
58.22 |
4.5% |
78% |
False |
False |
|
10 |
1,320.30 |
1,118.12 |
202.18 |
15.7% |
68.89 |
5.3% |
85% |
False |
False |
|
20 |
1,421.40 |
1,118.12 |
303.28 |
23.5% |
52.92 |
4.1% |
57% |
False |
False |
|
40 |
1,485.97 |
1,118.12 |
367.85 |
28.5% |
46.56 |
3.6% |
47% |
False |
False |
|
60 |
1,485.97 |
1,118.12 |
367.85 |
28.5% |
39.47 |
3.1% |
47% |
False |
False |
|
80 |
1,485.97 |
1,118.12 |
367.85 |
28.5% |
36.02 |
2.8% |
47% |
False |
False |
|
100 |
1,485.97 |
1,118.12 |
367.85 |
28.5% |
33.78 |
2.6% |
47% |
False |
False |
|
120 |
1,485.97 |
1,118.12 |
367.85 |
28.5% |
31.49 |
2.4% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,524.02 |
2.618 |
1,434.29 |
1.618 |
1,379.31 |
1.000 |
1,345.33 |
0.618 |
1,324.33 |
HIGH |
1,290.35 |
0.618 |
1,269.35 |
0.500 |
1,262.86 |
0.382 |
1,256.37 |
LOW |
1,235.37 |
0.618 |
1,201.39 |
1.000 |
1,180.39 |
1.618 |
1,146.41 |
2.618 |
1,091.43 |
4.250 |
1,001.71 |
|
|
Fisher Pivots for day following 11-Sep-1998 |
Pivot |
1 day |
3 day |
R1 |
1,281.09 |
1,282.74 |
PP |
1,271.97 |
1,275.29 |
S1 |
1,262.86 |
1,267.83 |
|