Trading Metrics calculated at close of trading on 16-Jun-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-1998 |
16-Jun-1998 |
Change |
Change % |
Previous Week |
Open |
8,834.94 |
8,627.93 |
-207.01 |
-2.3% |
9,037.71 |
High |
8,831.95 |
8,675.51 |
-156.44 |
-1.8% |
9,104.72 |
Low |
8,623.19 |
8,569.88 |
-53.31 |
-0.6% |
8,684.22 |
Close |
8,627.93 |
8,665.29 |
37.36 |
0.4% |
8,834.94 |
Range |
208.76 |
105.63 |
-103.13 |
-49.4% |
420.50 |
ATR |
132.16 |
130.27 |
-1.90 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,953.78 |
8,915.17 |
8,723.39 |
|
R3 |
8,848.15 |
8,809.54 |
8,694.34 |
|
R2 |
8,742.52 |
8,742.52 |
8,684.66 |
|
R1 |
8,703.91 |
8,703.91 |
8,674.97 |
8,723.22 |
PP |
8,636.89 |
8,636.89 |
8,636.89 |
8,646.55 |
S1 |
8,598.28 |
8,598.28 |
8,655.61 |
8,617.59 |
S2 |
8,531.26 |
8,531.26 |
8,645.92 |
|
S3 |
8,425.63 |
8,492.65 |
8,636.24 |
|
S4 |
8,320.00 |
8,387.02 |
8,607.19 |
|
|
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 |
8,569.88 |
526.12 |
6.1% |
158.79 |
1.8% |
18% |
False |
True |
|
10 |
9,104.72 |
8,569.88 |
534.84 |
6.2% |
136.99 |
1.6% |
18% |
False |
True |
|
20 |
9,202.37 |
8,569.88 |
632.49 |
7.3% |
128.68 |
1.5% |
15% |
False |
True |
|
40 |
9,261.91 |
8,569.88 |
692.03 |
8.0% |
121.78 |
1.4% |
14% |
False |
True |
|
60 |
9,261.91 |
8,569.88 |
692.03 |
8.0% |
126.70 |
1.5% |
14% |
False |
True |
|
80 |
9,261.91 |
8,303.83 |
958.08 |
11.1% |
136.74 |
1.6% |
38% |
False |
False |
|
100 |
9,261.91 |
7,609.31 |
1,652.60 |
19.1% |
144.53 |
1.7% |
64% |
False |
False |
|
120 |
9,261.91 |
7,391.59 |
1,870.32 |
21.6% |
151.18 |
1.7% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,124.44 |
2.618 |
8,952.05 |
1.618 |
8,846.42 |
1.000 |
8,781.14 |
0.618 |
8,740.79 |
HIGH |
8,675.51 |
0.618 |
8,635.16 |
0.500 |
8,622.70 |
0.382 |
8,610.23 |
LOW |
8,569.88 |
0.618 |
8,504.60 |
1.000 |
8,464.25 |
1.618 |
8,398.97 |
2.618 |
8,293.34 |
4.250 |
8,120.95 |
|
|
Fisher Pivots for day following 16-Jun-1998 |
Pivot |
1 day |
3 day |
R1 |
8,651.09 |
8,702.41 |
PP |
8,636.89 |
8,690.04 |
S1 |
8,622.70 |
8,677.66 |
|