| Trading Metrics calculated at close of trading on 13-May-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-1998 |
13-May-1998 |
Change |
Change % |
Previous Week |
| Open |
9,091.52 |
9,161.77 |
70.25 |
0.8% |
9,147.07 |
| High |
9,175.72 |
9,225.54 |
49.82 |
0.5% |
9,261.91 |
| Low |
9,059.88 |
9,157.03 |
97.15 |
1.1% |
8,965.22 |
| Close |
9,161.77 |
9,211.84 |
50.07 |
0.5% |
9,055.15 |
| Range |
115.84 |
68.51 |
-47.33 |
-40.9% |
296.69 |
| ATR |
124.19 |
120.21 |
-3.98 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-May-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,403.67 |
9,376.26 |
9,249.52 |
|
| R3 |
9,335.16 |
9,307.75 |
9,230.68 |
|
| R2 |
9,266.65 |
9,266.65 |
9,224.40 |
|
| R1 |
9,239.24 |
9,239.24 |
9,218.12 |
9,252.95 |
| PP |
9,198.14 |
9,198.14 |
9,198.14 |
9,204.99 |
| S1 |
9,170.73 |
9,170.73 |
9,205.56 |
9,184.44 |
| S2 |
9,129.63 |
9,129.63 |
9,199.28 |
|
| S3 |
9,061.12 |
9,102.22 |
9,193.00 |
|
| S4 |
8,992.61 |
9,033.71 |
9,174.16 |
|
|
| Weekly Pivots for week ending 08-May-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,984.16 |
9,816.35 |
9,218.33 |
|
| R3 |
9,687.47 |
9,519.66 |
9,136.74 |
|
| R2 |
9,390.78 |
9,390.78 |
9,109.54 |
|
| R1 |
9,222.97 |
9,222.97 |
9,082.35 |
9,158.53 |
| PP |
9,094.09 |
9,094.09 |
9,094.09 |
9,061.88 |
| S1 |
8,926.28 |
8,926.28 |
9,027.95 |
8,861.84 |
| S2 |
8,797.40 |
8,797.40 |
9,000.76 |
|
| S3 |
8,500.71 |
8,629.59 |
8,973.56 |
|
| S4 |
8,204.02 |
8,332.90 |
8,891.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,225.54 |
8,965.22 |
260.32 |
2.8% |
106.72 |
1.2% |
95% |
True |
False |
|
| 10 |
9,261.91 |
8,953.51 |
308.40 |
3.3% |
113.05 |
1.2% |
84% |
False |
False |
|
| 20 |
9,261.91 |
8,840.67 |
421.24 |
4.6% |
114.19 |
1.2% |
88% |
False |
False |
|
| 40 |
9,261.91 |
8,655.83 |
606.08 |
6.6% |
130.07 |
1.4% |
92% |
False |
False |
|
| 60 |
9,261.91 |
8,291.88 |
970.03 |
10.5% |
141.71 |
1.5% |
95% |
False |
False |
|
| 80 |
9,261.91 |
7,609.31 |
1,652.60 |
17.9% |
151.52 |
1.6% |
97% |
False |
False |
|
| 100 |
9,261.91 |
7,391.59 |
1,870.32 |
20.3% |
159.43 |
1.7% |
97% |
False |
False |
|
| 120 |
9,261.91 |
7,391.59 |
1,870.32 |
20.3% |
162.12 |
1.8% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,516.71 |
|
2.618 |
9,404.90 |
|
1.618 |
9,336.39 |
|
1.000 |
9,294.05 |
|
0.618 |
9,267.88 |
|
HIGH |
9,225.54 |
|
0.618 |
9,199.37 |
|
0.500 |
9,191.29 |
|
0.382 |
9,183.20 |
|
LOW |
9,157.03 |
|
0.618 |
9,114.69 |
|
1.000 |
9,088.52 |
|
1.618 |
9,046.18 |
|
2.618 |
8,977.67 |
|
4.250 |
8,865.86 |
|
|
| Fisher Pivots for day following 13-May-1998 |
| Pivot |
1 day |
3 day |
| R1 |
9,204.99 |
9,188.05 |
| PP |
9,198.14 |
9,164.26 |
| S1 |
9,191.29 |
9,140.47 |
|