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 |
1,206.90 |
1,235.67 |
28.77 |
2.4% |
1,276.44 |
High |
1,253.43 |
1,300.51 |
47.08 |
3.8% |
1,267.49 |
Low |
1,173.45 |
1,231.73 |
58.28 |
5.0% |
1,063.27 |
Close |
1,235.67 |
1,299.66 |
63.99 |
5.2% |
1,197.87 |
Range |
79.98 |
68.78 |
-11.20 |
-14.0% |
204.22 |
ATR |
58.80 |
59.51 |
0.71 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,483.64 |
1,460.43 |
1,337.49 |
|
R3 |
1,414.86 |
1,391.65 |
1,318.57 |
|
R2 |
1,346.08 |
1,346.08 |
1,312.27 |
|
R1 |
1,322.87 |
1,322.87 |
1,305.96 |
1,334.48 |
PP |
1,277.30 |
1,277.30 |
1,277.30 |
1,283.10 |
S1 |
1,254.09 |
1,254.09 |
1,293.36 |
1,265.70 |
S2 |
1,208.52 |
1,208.52 |
1,287.05 |
|
S3 |
1,139.74 |
1,185.31 |
1,280.75 |
|
S4 |
1,070.96 |
1,116.53 |
1,261.83 |
|
|
Weekly Pivots for week ending 09-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,788.87 |
1,697.59 |
1,310.19 |
|
R3 |
1,584.65 |
1,493.37 |
1,254.03 |
|
R2 |
1,380.43 |
1,380.43 |
1,235.31 |
|
R1 |
1,289.15 |
1,289.15 |
1,216.59 |
1,232.68 |
PP |
1,176.21 |
1,176.21 |
1,176.21 |
1,147.98 |
S1 |
1,084.93 |
1,084.93 |
1,179.15 |
1,028.46 |
S2 |
971.99 |
971.99 |
1,160.43 |
|
S3 |
767.77 |
880.71 |
1,141.71 |
|
S4 |
563.55 |
676.49 |
1,085.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,300.51 |
1,128.88 |
171.63 |
13.2% |
64.71 |
5.0% |
100% |
True |
False |
|
10 |
1,300.51 |
1,063.27 |
237.24 |
18.3% |
69.61 |
5.4% |
100% |
True |
False |
|
20 |
1,413.16 |
1,063.27 |
349.89 |
26.9% |
58.13 |
4.5% |
68% |
False |
False |
|
40 |
1,413.16 |
1,063.27 |
349.89 |
26.9% |
55.21 |
4.2% |
68% |
False |
False |
|
60 |
1,453.42 |
1,063.27 |
390.15 |
30.0% |
50.40 |
3.9% |
61% |
False |
False |
|
80 |
1,485.97 |
1,063.27 |
422.70 |
32.5% |
44.50 |
3.4% |
56% |
False |
False |
|
100 |
1,485.97 |
1,063.27 |
422.70 |
32.5% |
40.69 |
3.1% |
56% |
False |
False |
|
120 |
1,485.97 |
1,063.27 |
422.70 |
32.5% |
37.71 |
2.9% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,592.83 |
2.618 |
1,480.58 |
1.618 |
1,411.80 |
1.000 |
1,369.29 |
0.618 |
1,343.02 |
HIGH |
1,300.51 |
0.618 |
1,274.24 |
0.500 |
1,266.12 |
0.382 |
1,258.00 |
LOW |
1,231.73 |
0.618 |
1,189.22 |
1.000 |
1,162.95 |
1.618 |
1,120.44 |
2.618 |
1,051.66 |
4.250 |
939.42 |
|
|
Fisher Pivots for day following 15-Oct-1998 |
Pivot |
1 day |
3 day |
R1 |
1,288.48 |
1,278.77 |
PP |
1,277.30 |
1,257.87 |
S1 |
1,266.12 |
1,236.98 |
|