Trading Metrics calculated at close of trading on 15-Jun-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-1998 |
15-Jun-1998 |
Change |
Change % |
Previous Week |
Open |
8,834.94 |
8,834.94 |
0.00 |
0.0% |
9,037.71 |
High |
8,834.94 |
8,831.95 |
-2.99 |
0.0% |
9,104.72 |
Low |
8,684.22 |
8,623.19 |
-61.03 |
-0.7% |
8,684.22 |
Close |
8,834.94 |
8,627.93 |
-207.01 |
-2.3% |
8,834.94 |
Range |
150.72 |
208.76 |
58.04 |
38.5% |
420.50 |
ATR |
126.04 |
132.16 |
6.12 |
4.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,320.64 |
9,183.04 |
8,742.75 |
|
R3 |
9,111.88 |
8,974.28 |
8,685.34 |
|
R2 |
8,903.12 |
8,903.12 |
8,666.20 |
|
R1 |
8,765.52 |
8,765.52 |
8,647.07 |
8,729.94 |
PP |
8,694.36 |
8,694.36 |
8,694.36 |
8,676.57 |
S1 |
8,556.76 |
8,556.76 |
8,608.79 |
8,521.18 |
S2 |
8,485.60 |
8,485.60 |
8,589.66 |
|
S3 |
8,276.84 |
8,348.00 |
8,570.52 |
|
S4 |
8,068.08 |
8,139.24 |
8,513.11 |
|
|
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 |
9,096.00 |
8,623.19 |
472.81 |
5.5% |
152.06 |
1.8% |
1% |
False |
True |
|
10 |
9,104.72 |
8,623.19 |
481.53 |
5.6% |
136.86 |
1.6% |
1% |
False |
True |
|
20 |
9,202.37 |
8,623.19 |
579.18 |
6.7% |
129.85 |
1.5% |
1% |
False |
True |
|
40 |
9,261.91 |
8,623.19 |
638.72 |
7.4% |
121.17 |
1.4% |
1% |
False |
True |
|
60 |
9,261.91 |
8,623.19 |
638.72 |
7.4% |
128.11 |
1.5% |
1% |
False |
True |
|
80 |
9,261.91 |
8,291.88 |
970.03 |
11.2% |
137.38 |
1.6% |
35% |
False |
False |
|
100 |
9,261.91 |
7,609.31 |
1,652.60 |
19.2% |
145.43 |
1.7% |
62% |
False |
False |
|
120 |
9,261.91 |
7,391.59 |
1,870.32 |
21.7% |
151.82 |
1.8% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,719.18 |
2.618 |
9,378.48 |
1.618 |
9,169.72 |
1.000 |
9,040.71 |
0.618 |
8,960.96 |
HIGH |
8,831.95 |
0.618 |
8,752.20 |
0.500 |
8,727.57 |
0.382 |
8,702.94 |
LOW |
8,623.19 |
0.618 |
8,494.18 |
1.000 |
8,414.43 |
1.618 |
8,285.42 |
2.618 |
8,076.66 |
4.250 |
7,735.96 |
|
|
Fisher Pivots for day following 15-Jun-1998 |
Pivot |
1 day |
3 day |
R1 |
8,727.57 |
8,808.41 |
PP |
8,694.36 |
8,748.25 |
S1 |
8,661.14 |
8,688.09 |
|