Trading Metrics calculated at close of trading on 10-Jun-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-1998 |
10-Jun-1998 |
Change |
Change % |
Previous Week |
Open |
9,069.60 |
9,049.92 |
-19.68 |
-0.2% |
8,899.95 |
High |
9,086.54 |
9,096.00 |
9.46 |
0.1% |
9,039.46 |
Low |
9,014.54 |
8,952.27 |
-62.27 |
-0.7% |
8,749.74 |
Close |
9,049.92 |
8,971.70 |
-78.22 |
-0.9% |
9,037.71 |
Range |
72.00 |
143.73 |
71.73 |
99.6% |
289.72 |
ATR |
117.59 |
119.46 |
1.87 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,437.85 |
9,348.50 |
9,050.75 |
|
R3 |
9,294.12 |
9,204.77 |
9,011.23 |
|
R2 |
9,150.39 |
9,150.39 |
8,998.05 |
|
R1 |
9,061.04 |
9,061.04 |
8,984.88 |
9,033.85 |
PP |
9,006.66 |
9,006.66 |
9,006.66 |
8,993.06 |
S1 |
8,917.31 |
8,917.31 |
8,958.52 |
8,890.12 |
S2 |
8,862.93 |
8,862.93 |
8,945.35 |
|
S3 |
8,719.20 |
8,773.58 |
8,932.17 |
|
S4 |
8,575.47 |
8,629.85 |
8,892.65 |
|
|
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 |
9,104.72 |
8,749.74 |
354.98 |
4.0% |
116.24 |
1.3% |
63% |
False |
False |
|
10 |
9,104.72 |
8,749.74 |
354.98 |
4.0% |
116.09 |
1.3% |
63% |
False |
False |
|
20 |
9,225.54 |
8,749.74 |
475.80 |
5.3% |
116.21 |
1.3% |
47% |
False |
False |
|
40 |
9,261.91 |
8,749.74 |
512.17 |
5.7% |
115.46 |
1.3% |
43% |
False |
False |
|
60 |
9,261.91 |
8,633.41 |
628.50 |
7.0% |
127.29 |
1.4% |
54% |
False |
False |
|
80 |
9,261.91 |
8,291.88 |
970.03 |
10.8% |
136.33 |
1.5% |
70% |
False |
False |
|
100 |
9,261.91 |
7,609.31 |
1,652.60 |
18.4% |
145.37 |
1.6% |
82% |
False |
False |
|
120 |
9,261.91 |
7,391.59 |
1,870.32 |
20.8% |
153.24 |
1.7% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,706.85 |
2.618 |
9,472.29 |
1.618 |
9,328.56 |
1.000 |
9,239.73 |
0.618 |
9,184.83 |
HIGH |
9,096.00 |
0.618 |
9,041.10 |
0.500 |
9,024.14 |
0.382 |
9,007.17 |
LOW |
8,952.27 |
0.618 |
8,863.44 |
1.000 |
8,808.54 |
1.618 |
8,719.71 |
2.618 |
8,575.98 |
4.250 |
8,341.42 |
|
|
Fisher Pivots for day following 10-Jun-1998 |
Pivot |
1 day |
3 day |
R1 |
9,024.14 |
9,028.50 |
PP |
9,006.66 |
9,009.56 |
S1 |
8,989.18 |
8,990.63 |
|