Trading Metrics calculated at close of trading on 05-Jun-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-1998 |
05-Jun-1998 |
Change |
Change % |
Previous Week |
Open |
8,803.80 |
8,870.56 |
66.76 |
0.8% |
8,899.95 |
High |
8,876.54 |
9,039.46 |
162.92 |
1.8% |
9,039.46 |
Low |
8,749.74 |
8,870.56 |
120.82 |
1.4% |
8,749.74 |
Close |
8,870.56 |
9,037.71 |
167.15 |
1.9% |
9,037.71 |
Range |
126.80 |
168.90 |
42.10 |
33.2% |
289.72 |
ATR |
121.67 |
125.05 |
3.37 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,489.28 |
9,432.39 |
9,130.61 |
|
R3 |
9,320.38 |
9,263.49 |
9,084.16 |
|
R2 |
9,151.48 |
9,151.48 |
9,068.68 |
|
R1 |
9,094.59 |
9,094.59 |
9,053.19 |
9,123.04 |
PP |
8,982.58 |
8,982.58 |
8,982.58 |
8,996.80 |
S1 |
8,925.69 |
8,925.69 |
9,022.23 |
8,954.14 |
S2 |
8,813.68 |
8,813.68 |
9,006.75 |
|
S3 |
8,644.78 |
8,756.79 |
8,991.26 |
|
S4 |
8,475.88 |
8,587.89 |
8,944.82 |
|
|
Weekly Pivots for week ending 05-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,811.46 |
9,714.31 |
9,197.06 |
|
R3 |
9,521.74 |
9,424.59 |
9,117.38 |
|
R2 |
9,232.02 |
9,232.02 |
9,090.83 |
|
R1 |
9,134.87 |
9,134.87 |
9,064.27 |
9,183.45 |
PP |
8,942.30 |
8,942.30 |
8,942.30 |
8,966.59 |
S1 |
8,845.15 |
8,845.15 |
9,011.15 |
8,893.73 |
S2 |
8,652.58 |
8,652.58 |
8,984.59 |
|
S3 |
8,362.86 |
8,555.43 |
8,958.04 |
|
S4 |
8,073.14 |
8,265.71 |
8,878.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,039.46 |
8,749.74 |
289.72 |
3.2% |
131.18 |
1.5% |
99% |
True |
False |
|
10 |
9,168.74 |
8,749.74 |
419.00 |
4.6% |
134.43 |
1.5% |
69% |
False |
False |
|
20 |
9,225.54 |
8,749.74 |
475.80 |
5.3% |
120.67 |
1.3% |
61% |
False |
False |
|
40 |
9,261.91 |
8,749.74 |
512.17 |
5.7% |
116.59 |
1.3% |
56% |
False |
False |
|
60 |
9,261.91 |
8,563.90 |
698.01 |
7.7% |
130.95 |
1.4% |
68% |
False |
False |
|
80 |
9,261.91 |
8,206.93 |
1,054.98 |
11.7% |
138.97 |
1.5% |
79% |
False |
False |
|
100 |
9,261.91 |
7,609.31 |
1,652.60 |
18.3% |
147.51 |
1.6% |
86% |
False |
False |
|
120 |
9,261.91 |
7,391.59 |
1,870.32 |
20.7% |
155.49 |
1.7% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,757.29 |
2.618 |
9,481.64 |
1.618 |
9,312.74 |
1.000 |
9,208.36 |
0.618 |
9,143.84 |
HIGH |
9,039.46 |
0.618 |
8,974.94 |
0.500 |
8,955.01 |
0.382 |
8,935.08 |
LOW |
8,870.56 |
0.618 |
8,766.18 |
1.000 |
8,701.66 |
1.618 |
8,597.28 |
2.618 |
8,428.38 |
4.250 |
8,152.74 |
|
|
Fisher Pivots for day following 05-Jun-1998 |
Pivot |
1 day |
3 day |
R1 |
9,010.14 |
8,990.01 |
PP |
8,982.58 |
8,942.30 |
S1 |
8,955.01 |
8,894.60 |
|