Trading Metrics calculated at close of trading on 17-Sep-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-1998 |
17-Sep-1998 |
Change |
Change % |
Previous Week |
Open |
1,324.19 |
1,331.45 |
7.26 |
0.5% |
1,205.41 |
High |
1,336.52 |
1,331.45 |
-5.07 |
-0.4% |
1,320.30 |
Low |
1,314.55 |
1,283.08 |
-31.47 |
-2.4% |
1,205.41 |
Close |
1,331.45 |
1,291.79 |
-39.66 |
-3.0% |
1,290.20 |
Range |
21.97 |
48.37 |
26.40 |
120.2% |
114.89 |
ATR |
46.99 |
47.09 |
0.10 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,447.22 |
1,417.87 |
1,318.39 |
|
R3 |
1,398.85 |
1,369.50 |
1,305.09 |
|
R2 |
1,350.48 |
1,350.48 |
1,300.66 |
|
R1 |
1,321.13 |
1,321.13 |
1,296.22 |
1,311.62 |
PP |
1,302.11 |
1,302.11 |
1,302.11 |
1,297.35 |
S1 |
1,272.76 |
1,272.76 |
1,287.36 |
1,263.25 |
S2 |
1,253.74 |
1,253.74 |
1,282.92 |
|
S3 |
1,205.37 |
1,224.39 |
1,278.49 |
|
S4 |
1,157.00 |
1,176.02 |
1,265.19 |
|
|
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 |
1,336.52 |
1,235.37 |
101.15 |
7.8% |
36.80 |
2.8% |
56% |
False |
False |
|
10 |
1,336.52 |
1,181.52 |
155.00 |
12.0% |
46.39 |
3.6% |
71% |
False |
False |
|
20 |
1,404.79 |
1,118.12 |
286.67 |
22.2% |
52.28 |
4.0% |
61% |
False |
False |
|
40 |
1,453.42 |
1,118.12 |
335.30 |
26.0% |
46.53 |
3.6% |
52% |
False |
False |
|
60 |
1,485.97 |
1,118.12 |
367.85 |
28.5% |
39.96 |
3.1% |
47% |
False |
False |
|
80 |
1,485.97 |
1,118.12 |
367.85 |
28.5% |
36.33 |
2.8% |
47% |
False |
False |
|
100 |
1,485.97 |
1,118.12 |
367.85 |
28.5% |
33.63 |
2.6% |
47% |
False |
False |
|
120 |
1,485.97 |
1,118.12 |
367.85 |
28.5% |
31.81 |
2.5% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,537.02 |
2.618 |
1,458.08 |
1.618 |
1,409.71 |
1.000 |
1,379.82 |
0.618 |
1,361.34 |
HIGH |
1,331.45 |
0.618 |
1,312.97 |
0.500 |
1,307.27 |
0.382 |
1,301.56 |
LOW |
1,283.08 |
0.618 |
1,253.19 |
1.000 |
1,234.71 |
1.618 |
1,204.82 |
2.618 |
1,156.45 |
4.250 |
1,077.51 |
|
|
Fisher Pivots for day following 17-Sep-1998 |
Pivot |
1 day |
3 day |
R1 |
1,307.27 |
1,309.80 |
PP |
1,302.11 |
1,303.80 |
S1 |
1,296.95 |
1,297.79 |
|