Trading Metrics calculated at close of trading on 12-Jun-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-1998 |
12-Jun-1998 |
Change |
Change % |
Previous Week |
Open |
8,971.70 |
8,834.94 |
-136.76 |
-1.5% |
9,037.71 |
High |
8,993.62 |
8,834.94 |
-158.68 |
-1.8% |
9,104.72 |
Low |
8,808.53 |
8,684.22 |
-124.31 |
-1.4% |
8,684.22 |
Close |
8,811.77 |
8,834.94 |
23.17 |
0.3% |
8,834.94 |
Range |
185.09 |
150.72 |
-34.37 |
-18.6% |
420.50 |
ATR |
124.14 |
126.04 |
1.90 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,236.86 |
9,186.62 |
8,917.84 |
|
R3 |
9,086.14 |
9,035.90 |
8,876.39 |
|
R2 |
8,935.42 |
8,935.42 |
8,862.57 |
|
R1 |
8,885.18 |
8,885.18 |
8,848.76 |
8,910.30 |
PP |
8,784.70 |
8,784.70 |
8,784.70 |
8,797.26 |
S1 |
8,734.46 |
8,734.46 |
8,821.12 |
8,759.58 |
S2 |
8,633.98 |
8,633.98 |
8,807.31 |
|
S3 |
8,483.26 |
8,583.74 |
8,793.49 |
|
S4 |
8,332.54 |
8,433.02 |
8,752.04 |
|
|
Weekly Pivots for week ending 12-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,136.13 |
9,906.03 |
9,066.22 |
|
R3 |
9,715.63 |
9,485.53 |
8,950.58 |
|
R2 |
9,295.13 |
9,295.13 |
8,912.03 |
|
R1 |
9,065.03 |
9,065.03 |
8,873.49 |
8,969.83 |
PP |
8,874.63 |
8,874.63 |
8,874.63 |
8,827.03 |
S1 |
8,644.53 |
8,644.53 |
8,796.39 |
8,549.33 |
S2 |
8,454.13 |
8,454.13 |
8,757.85 |
|
S3 |
8,033.63 |
8,224.03 |
8,719.30 |
|
S4 |
7,613.13 |
7,803.53 |
8,603.67 |
|
|
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 |
8,684.22 |
420.50 |
4.8% |
124.26 |
1.4% |
36% |
False |
True |
|
10 |
9,104.72 |
8,684.22 |
420.50 |
4.8% |
127.72 |
1.4% |
36% |
False |
True |
|
20 |
9,202.37 |
8,684.22 |
518.15 |
5.9% |
124.19 |
1.4% |
29% |
False |
True |
|
40 |
9,261.91 |
8,684.22 |
577.69 |
6.5% |
118.81 |
1.3% |
26% |
False |
True |
|
60 |
9,261.91 |
8,684.22 |
577.69 |
6.5% |
127.07 |
1.4% |
26% |
False |
True |
|
80 |
9,261.91 |
8,291.88 |
970.03 |
11.0% |
136.47 |
1.5% |
56% |
False |
False |
|
100 |
9,261.91 |
7,609.31 |
1,652.60 |
18.7% |
145.01 |
1.6% |
74% |
False |
False |
|
120 |
9,261.91 |
7,391.59 |
1,870.32 |
21.2% |
152.70 |
1.7% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,475.50 |
2.618 |
9,229.52 |
1.618 |
9,078.80 |
1.000 |
8,985.66 |
0.618 |
8,928.08 |
HIGH |
8,834.94 |
0.618 |
8,777.36 |
0.500 |
8,759.58 |
0.382 |
8,741.80 |
LOW |
8,684.22 |
0.618 |
8,591.08 |
1.000 |
8,533.50 |
1.618 |
8,440.36 |
2.618 |
8,289.64 |
4.250 |
8,043.66 |
|
|
Fisher Pivots for day following 12-Jun-1998 |
Pivot |
1 day |
3 day |
R1 |
8,809.82 |
8,890.11 |
PP |
8,784.70 |
8,871.72 |
S1 |
8,759.58 |
8,853.33 |
|