Trading Metrics calculated at close of trading on 22-Jun-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-1998 |
22-Jun-1998 |
Change |
Change % |
Previous Week |
Open |
8,813.01 |
8,705.65 |
-107.36 |
-1.2% |
8,834.94 |
High |
8,861.84 |
8,805.04 |
-56.80 |
-0.6% |
8,892.48 |
Low |
8,688.96 |
8,639.68 |
-49.28 |
-0.6% |
8,569.88 |
Close |
8,712.87 |
8,711.13 |
-1.74 |
0.0% |
8,712.87 |
Range |
172.88 |
165.36 |
-7.52 |
-4.3% |
322.60 |
ATR |
134.66 |
136.85 |
2.19 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,214.70 |
9,128.27 |
8,802.08 |
|
R3 |
9,049.34 |
8,962.91 |
8,756.60 |
|
R2 |
8,883.98 |
8,883.98 |
8,741.45 |
|
R1 |
8,797.55 |
8,797.55 |
8,726.29 |
8,840.77 |
PP |
8,718.62 |
8,718.62 |
8,718.62 |
8,740.22 |
S1 |
8,632.19 |
8,632.19 |
8,695.97 |
8,675.41 |
S2 |
8,553.26 |
8,553.26 |
8,680.81 |
|
S3 |
8,387.90 |
8,466.83 |
8,665.66 |
|
S4 |
8,222.54 |
8,301.47 |
8,620.18 |
|
|
Weekly Pivots for week ending 19-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,692.88 |
9,525.47 |
8,890.30 |
|
R3 |
9,370.28 |
9,202.87 |
8,801.59 |
|
R2 |
9,047.68 |
9,047.68 |
8,772.01 |
|
R1 |
8,880.27 |
8,880.27 |
8,742.44 |
8,802.68 |
PP |
8,725.08 |
8,725.08 |
8,725.08 |
8,686.28 |
S1 |
8,557.67 |
8,557.67 |
8,683.30 |
8,480.08 |
S2 |
8,402.48 |
8,402.48 |
8,653.73 |
|
S3 |
8,079.88 |
8,235.07 |
8,624.16 |
|
S4 |
7,757.28 |
7,912.47 |
8,535.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,892.48 |
8,569.88 |
322.60 |
3.7% |
146.23 |
1.7% |
44% |
False |
False |
|
10 |
9,096.00 |
8,569.88 |
526.12 |
6.0% |
149.15 |
1.7% |
27% |
False |
False |
|
20 |
9,168.74 |
8,569.88 |
598.86 |
6.9% |
140.93 |
1.6% |
24% |
False |
False |
|
40 |
9,261.91 |
8,569.88 |
692.03 |
7.9% |
127.97 |
1.5% |
20% |
False |
False |
|
60 |
9,261.91 |
8,569.88 |
692.03 |
7.9% |
125.37 |
1.4% |
20% |
False |
False |
|
80 |
9,261.91 |
8,377.32 |
884.59 |
10.2% |
136.74 |
1.6% |
38% |
False |
False |
|
100 |
9,261.91 |
7,850.95 |
1,410.96 |
16.2% |
142.52 |
1.6% |
61% |
False |
False |
|
120 |
9,261.91 |
7,391.59 |
1,870.32 |
21.5% |
151.55 |
1.7% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,507.82 |
2.618 |
9,237.95 |
1.618 |
9,072.59 |
1.000 |
8,970.40 |
0.618 |
8,907.23 |
HIGH |
8,805.04 |
0.618 |
8,741.87 |
0.500 |
8,722.36 |
0.382 |
8,702.85 |
LOW |
8,639.68 |
0.618 |
8,537.49 |
1.000 |
8,474.32 |
1.618 |
8,372.13 |
2.618 |
8,206.77 |
4.250 |
7,936.90 |
|
|
Fisher Pivots for day following 22-Jun-1998 |
Pivot |
1 day |
3 day |
R1 |
8,722.36 |
8,750.76 |
PP |
8,718.62 |
8,737.55 |
S1 |
8,714.87 |
8,724.34 |
|