Trading Metrics calculated at close of trading on 27-May-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-1998 |
27-May-1998 |
Change |
Change % |
Previous Week |
Open |
9,114.44 |
8,963.73 |
-150.71 |
-1.7% |
9,096.00 |
High |
9,168.74 |
8,964.06 |
-204.68 |
-2.2% |
9,202.37 |
Low |
8,962.73 |
8,788.10 |
-174.63 |
-1.9% |
8,999.85 |
Close |
8,963.73 |
8,936.57 |
-27.16 |
-0.3% |
9,114.44 |
Range |
206.01 |
175.96 |
-30.05 |
-14.6% |
202.52 |
ATR |
119.16 |
123.21 |
4.06 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-May-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,424.12 |
9,356.31 |
9,033.35 |
|
R3 |
9,248.16 |
9,180.35 |
8,984.96 |
|
R2 |
9,072.20 |
9,072.20 |
8,968.83 |
|
R1 |
9,004.39 |
9,004.39 |
8,952.70 |
8,950.32 |
PP |
8,896.24 |
8,896.24 |
8,896.24 |
8,869.21 |
S1 |
8,828.43 |
8,828.43 |
8,920.44 |
8,774.36 |
S2 |
8,720.28 |
8,720.28 |
8,904.31 |
|
S3 |
8,544.32 |
8,652.47 |
8,888.18 |
|
S4 |
8,368.36 |
8,476.51 |
8,839.79 |
|
|
Weekly Pivots for week ending 22-May-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,713.11 |
9,616.30 |
9,225.83 |
|
R3 |
9,510.59 |
9,413.78 |
9,170.13 |
|
R2 |
9,308.07 |
9,308.07 |
9,151.57 |
|
R1 |
9,211.26 |
9,211.26 |
9,133.00 |
9,259.67 |
PP |
9,105.55 |
9,105.55 |
9,105.55 |
9,129.76 |
S1 |
9,008.74 |
9,008.74 |
9,095.88 |
9,057.15 |
S2 |
8,903.03 |
8,903.03 |
9,077.31 |
|
S3 |
8,700.51 |
8,806.22 |
9,058.75 |
|
S4 |
8,497.99 |
8,603.70 |
9,003.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,202.37 |
8,788.10 |
414.27 |
4.6% |
137.45 |
1.5% |
36% |
False |
True |
|
10 |
9,225.54 |
8,788.10 |
437.44 |
4.9% |
116.33 |
1.3% |
34% |
False |
True |
|
20 |
9,261.91 |
8,788.10 |
473.81 |
5.3% |
116.06 |
1.3% |
31% |
False |
True |
|
40 |
9,261.91 |
8,726.82 |
535.09 |
6.0% |
117.76 |
1.3% |
39% |
False |
False |
|
60 |
9,261.91 |
8,377.32 |
884.59 |
9.9% |
134.85 |
1.5% |
63% |
False |
False |
|
80 |
9,261.91 |
7,987.46 |
1,274.45 |
14.3% |
142.92 |
1.6% |
74% |
False |
False |
|
100 |
9,261.91 |
7,391.59 |
1,870.32 |
20.9% |
154.17 |
1.7% |
83% |
False |
False |
|
120 |
9,261.91 |
7,391.59 |
1,870.32 |
20.9% |
158.88 |
1.8% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,711.89 |
2.618 |
9,424.72 |
1.618 |
9,248.76 |
1.000 |
9,140.02 |
0.618 |
9,072.80 |
HIGH |
8,964.06 |
0.618 |
8,896.84 |
0.500 |
8,876.08 |
0.382 |
8,855.32 |
LOW |
8,788.10 |
0.618 |
8,679.36 |
1.000 |
8,612.14 |
1.618 |
8,503.40 |
2.618 |
8,327.44 |
4.250 |
8,040.27 |
|
|
Fisher Pivots for day following 27-May-1998 |
Pivot |
1 day |
3 day |
R1 |
8,916.41 |
8,978.42 |
PP |
8,896.24 |
8,964.47 |
S1 |
8,876.08 |
8,950.52 |
|