Trading Metrics calculated at close of trading on 17-Jun-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-1998 |
17-Jun-1998 |
Change |
Change % |
Previous Week |
Open |
8,627.93 |
8,665.29 |
37.36 |
0.4% |
9,037.71 |
High |
8,675.51 |
8,892.48 |
216.97 |
2.5% |
9,104.72 |
Low |
8,569.88 |
8,665.73 |
95.85 |
1.1% |
8,684.22 |
Close |
8,665.29 |
8,829.46 |
164.17 |
1.9% |
8,834.94 |
Range |
105.63 |
226.75 |
121.12 |
114.7% |
420.50 |
ATR |
130.27 |
137.19 |
6.92 |
5.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,476.14 |
9,379.55 |
8,954.17 |
|
R3 |
9,249.39 |
9,152.80 |
8,891.82 |
|
R2 |
9,022.64 |
9,022.64 |
8,871.03 |
|
R1 |
8,926.05 |
8,926.05 |
8,850.25 |
8,974.35 |
PP |
8,795.89 |
8,795.89 |
8,795.89 |
8,820.04 |
S1 |
8,699.30 |
8,699.30 |
8,808.67 |
8,747.60 |
S2 |
8,569.14 |
8,569.14 |
8,787.89 |
|
S3 |
8,342.39 |
8,472.55 |
8,767.10 |
|
S4 |
8,115.64 |
8,245.80 |
8,704.75 |
|
|
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 |
8,993.62 |
8,569.88 |
423.74 |
4.8% |
175.39 |
2.0% |
61% |
False |
False |
|
10 |
9,104.72 |
8,569.88 |
534.84 |
6.1% |
145.81 |
1.7% |
49% |
False |
False |
|
20 |
9,202.37 |
8,569.88 |
632.49 |
7.2% |
136.25 |
1.5% |
41% |
False |
False |
|
40 |
9,261.91 |
8,569.88 |
692.03 |
7.8% |
125.06 |
1.4% |
38% |
False |
False |
|
60 |
9,261.91 |
8,569.88 |
692.03 |
7.8% |
127.47 |
1.4% |
38% |
False |
False |
|
80 |
9,261.91 |
8,303.83 |
958.08 |
10.9% |
137.59 |
1.6% |
55% |
False |
False |
|
100 |
9,261.91 |
7,629.99 |
1,631.92 |
18.5% |
144.75 |
1.6% |
74% |
False |
False |
|
120 |
9,261.91 |
7,391.59 |
1,870.32 |
21.2% |
151.35 |
1.7% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,856.17 |
2.618 |
9,486.11 |
1.618 |
9,259.36 |
1.000 |
9,119.23 |
0.618 |
9,032.61 |
HIGH |
8,892.48 |
0.618 |
8,805.86 |
0.500 |
8,779.11 |
0.382 |
8,752.35 |
LOW |
8,665.73 |
0.618 |
8,525.60 |
1.000 |
8,438.98 |
1.618 |
8,298.85 |
2.618 |
8,072.10 |
4.250 |
7,702.04 |
|
|
Fisher Pivots for day following 17-Jun-1998 |
Pivot |
1 day |
3 day |
R1 |
8,812.68 |
8,796.70 |
PP |
8,795.89 |
8,763.94 |
S1 |
8,779.11 |
8,731.18 |
|