Trading Metrics calculated at close of trading on 30-Jun-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-1998 |
30-Jun-1998 |
Change |
Change % |
Previous Week |
Open |
8,944.54 |
8,997.36 |
52.82 |
0.6% |
8,705.65 |
High |
9,052.66 |
9,020.52 |
-32.14 |
-0.4% |
9,025.01 |
Low |
8,945.54 |
8,929.60 |
-15.94 |
-0.2% |
8,639.68 |
Close |
8,997.36 |
8,952.02 |
-45.34 |
-0.5% |
8,944.54 |
Range |
107.12 |
90.92 |
-16.20 |
-15.1% |
385.33 |
ATR |
128.05 |
125.40 |
-2.65 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,240.14 |
9,187.00 |
9,002.03 |
|
R3 |
9,149.22 |
9,096.08 |
8,977.02 |
|
R2 |
9,058.30 |
9,058.30 |
8,968.69 |
|
R1 |
9,005.16 |
9,005.16 |
8,960.35 |
8,986.27 |
PP |
8,967.38 |
8,967.38 |
8,967.38 |
8,957.94 |
S1 |
8,914.24 |
8,914.24 |
8,943.69 |
8,895.35 |
S2 |
8,876.46 |
8,876.46 |
8,935.35 |
|
S3 |
8,785.54 |
8,823.32 |
8,927.02 |
|
S4 |
8,694.62 |
8,732.40 |
8,902.01 |
|
|
Weekly Pivots for week ending 26-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,025.73 |
9,870.47 |
9,156.47 |
|
R3 |
9,640.40 |
9,485.14 |
9,050.51 |
|
R2 |
9,255.07 |
9,255.07 |
9,015.18 |
|
R1 |
9,099.81 |
9,099.81 |
8,979.86 |
9,177.44 |
PP |
8,869.74 |
8,869.74 |
8,869.74 |
8,908.56 |
S1 |
8,714.48 |
8,714.48 |
8,909.22 |
8,792.11 |
S2 |
8,484.41 |
8,484.41 |
8,873.90 |
|
S3 |
8,099.08 |
8,329.15 |
8,838.57 |
|
S4 |
7,713.75 |
7,943.82 |
8,732.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,052.66 |
8,777.89 |
274.77 |
3.1% |
104.33 |
1.2% |
63% |
False |
False |
|
10 |
9,052.66 |
8,639.68 |
412.98 |
4.6% |
126.43 |
1.4% |
76% |
False |
False |
|
20 |
9,104.72 |
8,569.88 |
534.84 |
6.0% |
131.71 |
1.5% |
71% |
False |
False |
|
40 |
9,225.54 |
8,569.88 |
655.66 |
7.3% |
123.19 |
1.4% |
58% |
False |
False |
|
60 |
9,261.91 |
8,569.88 |
692.03 |
7.7% |
120.33 |
1.3% |
55% |
False |
False |
|
80 |
9,261.91 |
8,482.45 |
779.46 |
8.7% |
131.45 |
1.5% |
60% |
False |
False |
|
100 |
9,261.91 |
8,101.81 |
1,160.10 |
13.0% |
138.41 |
1.5% |
73% |
False |
False |
|
120 |
9,261.91 |
7,391.59 |
1,870.32 |
20.9% |
148.08 |
1.7% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,406.93 |
2.618 |
9,258.55 |
1.618 |
9,167.63 |
1.000 |
9,111.44 |
0.618 |
9,076.71 |
HIGH |
9,020.52 |
0.618 |
8,985.79 |
0.500 |
8,975.06 |
0.382 |
8,964.33 |
LOW |
8,929.60 |
0.618 |
8,873.41 |
1.000 |
8,838.68 |
1.618 |
8,782.49 |
2.618 |
8,691.57 |
4.250 |
8,543.19 |
|
|
Fisher Pivots for day following 30-Jun-1998 |
Pivot |
1 day |
3 day |
R1 |
8,975.06 |
8,991.13 |
PP |
8,967.38 |
8,978.09 |
S1 |
8,959.70 |
8,965.06 |
|