Trading Metrics calculated at close of trading on 01-Jul-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-1998 |
01-Jul-1998 |
Change |
Change % |
Previous Week |
Open |
8,997.36 |
8,952.02 |
-45.34 |
-0.5% |
8,705.65 |
High |
9,020.52 |
9,049.17 |
28.65 |
0.3% |
9,025.01 |
Low |
8,929.60 |
8,958.99 |
29.39 |
0.3% |
8,639.68 |
Close |
8,952.02 |
9,048.67 |
96.65 |
1.1% |
8,944.54 |
Range |
90.92 |
90.18 |
-0.74 |
-0.8% |
385.33 |
ATR |
125.40 |
123.38 |
-2.02 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,289.48 |
9,259.26 |
9,098.27 |
|
R3 |
9,199.30 |
9,169.08 |
9,073.47 |
|
R2 |
9,109.12 |
9,109.12 |
9,065.20 |
|
R1 |
9,078.90 |
9,078.90 |
9,056.94 |
9,094.01 |
PP |
9,018.94 |
9,018.94 |
9,018.94 |
9,026.50 |
S1 |
8,988.72 |
8,988.72 |
9,040.40 |
9,003.83 |
S2 |
8,928.76 |
8,928.76 |
9,032.14 |
|
S3 |
8,838.58 |
8,898.54 |
9,023.87 |
|
S4 |
8,748.40 |
8,808.36 |
8,999.07 |
|
|
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 |
8,915.40 |
137.26 |
1.5% |
91.08 |
1.0% |
97% |
False |
False |
|
10 |
9,052.66 |
8,639.68 |
412.98 |
4.6% |
112.77 |
1.2% |
99% |
False |
False |
|
20 |
9,104.72 |
8,569.88 |
534.84 |
5.9% |
129.29 |
1.4% |
90% |
False |
False |
|
40 |
9,225.54 |
8,569.88 |
655.66 |
7.2% |
123.10 |
1.4% |
73% |
False |
False |
|
60 |
9,261.91 |
8,569.88 |
692.03 |
7.6% |
120.02 |
1.3% |
69% |
False |
False |
|
80 |
9,261.91 |
8,550.45 |
711.46 |
7.9% |
130.33 |
1.4% |
70% |
False |
False |
|
100 |
9,261.91 |
8,104.55 |
1,157.36 |
12.8% |
137.78 |
1.5% |
82% |
False |
False |
|
120 |
9,261.91 |
7,391.59 |
1,870.32 |
20.7% |
147.15 |
1.6% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,432.44 |
2.618 |
9,285.26 |
1.618 |
9,195.08 |
1.000 |
9,139.35 |
0.618 |
9,104.90 |
HIGH |
9,049.17 |
0.618 |
9,014.72 |
0.500 |
9,004.08 |
0.382 |
8,993.44 |
LOW |
8,958.99 |
0.618 |
8,903.26 |
1.000 |
8,868.81 |
1.618 |
8,813.08 |
2.618 |
8,722.90 |
4.250 |
8,575.73 |
|
|
Fisher Pivots for day following 01-Jul-1998 |
Pivot |
1 day |
3 day |
R1 |
9,033.81 |
9,029.49 |
PP |
9,018.94 |
9,010.31 |
S1 |
9,004.08 |
8,991.13 |
|