Trading Metrics calculated at close of trading on 11-Jun-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-1998 |
11-Jun-1998 |
Change |
Change % |
Previous Week |
Open |
9,049.92 |
8,971.70 |
-78.22 |
-0.9% |
8,899.95 |
High |
9,096.00 |
8,993.62 |
-102.38 |
-1.1% |
9,039.46 |
Low |
8,952.27 |
8,808.53 |
-143.74 |
-1.6% |
8,749.74 |
Close |
8,971.70 |
8,811.77 |
-159.93 |
-1.8% |
9,037.71 |
Range |
143.73 |
185.09 |
41.36 |
28.8% |
289.72 |
ATR |
119.46 |
124.14 |
4.69 |
3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,426.58 |
9,304.26 |
8,913.57 |
|
R3 |
9,241.49 |
9,119.17 |
8,862.67 |
|
R2 |
9,056.40 |
9,056.40 |
8,845.70 |
|
R1 |
8,934.08 |
8,934.08 |
8,828.74 |
8,902.70 |
PP |
8,871.31 |
8,871.31 |
8,871.31 |
8,855.61 |
S1 |
8,748.99 |
8,748.99 |
8,794.80 |
8,717.61 |
S2 |
8,686.22 |
8,686.22 |
8,777.84 |
|
S3 |
8,501.13 |
8,563.90 |
8,760.87 |
|
S4 |
8,316.04 |
8,378.81 |
8,709.97 |
|
|
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 |
8,808.53 |
296.19 |
3.4% |
127.89 |
1.5% |
1% |
False |
True |
|
10 |
9,104.72 |
8,749.74 |
354.98 |
4.0% |
125.35 |
1.4% |
17% |
False |
False |
|
20 |
9,221.56 |
8,749.74 |
471.82 |
5.4% |
122.04 |
1.4% |
13% |
False |
False |
|
40 |
9,261.91 |
8,749.74 |
512.17 |
5.8% |
118.11 |
1.3% |
12% |
False |
False |
|
60 |
9,261.91 |
8,655.83 |
606.08 |
6.9% |
127.39 |
1.4% |
26% |
False |
False |
|
80 |
9,261.91 |
8,291.88 |
970.03 |
11.0% |
136.80 |
1.6% |
54% |
False |
False |
|
100 |
9,261.91 |
7,609.31 |
1,652.60 |
18.8% |
145.62 |
1.7% |
73% |
False |
False |
|
120 |
9,261.91 |
7,391.59 |
1,870.32 |
21.2% |
153.20 |
1.7% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,780.25 |
2.618 |
9,478.19 |
1.618 |
9,293.10 |
1.000 |
9,178.71 |
0.618 |
9,108.01 |
HIGH |
8,993.62 |
0.618 |
8,922.92 |
0.500 |
8,901.08 |
0.382 |
8,879.23 |
LOW |
8,808.53 |
0.618 |
8,694.14 |
1.000 |
8,623.44 |
1.618 |
8,509.05 |
2.618 |
8,323.96 |
4.250 |
8,021.90 |
|
|
Fisher Pivots for day following 11-Jun-1998 |
Pivot |
1 day |
3 day |
R1 |
8,901.08 |
8,952.27 |
PP |
8,871.31 |
8,905.43 |
S1 |
8,841.54 |
8,858.60 |
|