| Trading Metrics calculated at close of trading on 07-Jul-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-1998 |
07-Jul-1998 |
Change |
Change % |
Previous Week |
| Open |
9,091.77 |
9,091.77 |
0.00 |
0.0% |
8,944.54 |
| High |
9,091.77 |
9,150.81 |
59.04 |
0.6% |
9,052.66 |
| Low |
9,000.59 |
9,067.11 |
66.52 |
0.7% |
8,929.60 |
| Close |
9,091.77 |
9,085.04 |
-6.73 |
-0.1% |
9,025.26 |
| Range |
91.18 |
83.70 |
-7.48 |
-8.2% |
123.06 |
| ATR |
115.90 |
113.60 |
-2.30 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jul-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,352.09 |
9,302.26 |
9,131.08 |
|
| R3 |
9,268.39 |
9,218.56 |
9,108.06 |
|
| R2 |
9,184.69 |
9,184.69 |
9,100.39 |
|
| R1 |
9,134.86 |
9,134.86 |
9,092.71 |
9,117.93 |
| PP |
9,100.99 |
9,100.99 |
9,100.99 |
9,092.52 |
| S1 |
9,051.16 |
9,051.16 |
9,077.37 |
9,034.23 |
| S2 |
9,017.29 |
9,017.29 |
9,069.70 |
|
| S3 |
8,933.59 |
8,967.46 |
9,062.02 |
|
| S4 |
8,849.89 |
8,883.76 |
9,039.01 |
|
|
| Weekly Pivots for week ending 03-Jul-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,371.69 |
9,321.53 |
9,092.94 |
|
| R3 |
9,248.63 |
9,198.47 |
9,059.10 |
|
| R2 |
9,125.57 |
9,125.57 |
9,047.82 |
|
| R1 |
9,075.41 |
9,075.41 |
9,036.54 |
9,100.49 |
| PP |
9,002.51 |
9,002.51 |
9,002.51 |
9,015.05 |
| S1 |
8,952.35 |
8,952.35 |
9,013.98 |
8,977.43 |
| S2 |
8,879.45 |
8,879.45 |
9,002.70 |
|
| S3 |
8,756.39 |
8,829.29 |
8,991.42 |
|
| S4 |
8,633.33 |
8,706.23 |
8,957.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,150.81 |
8,929.60 |
221.21 |
2.4% |
80.07 |
0.9% |
70% |
True |
False |
|
| 10 |
9,150.81 |
8,713.37 |
437.44 |
4.8% |
94.81 |
1.0% |
85% |
True |
False |
|
| 20 |
9,150.81 |
8,569.88 |
580.93 |
6.4% |
121.98 |
1.3% |
89% |
True |
False |
|
| 40 |
9,225.54 |
8,569.88 |
655.66 |
7.2% |
119.95 |
1.3% |
79% |
False |
False |
|
| 60 |
9,261.91 |
8,569.88 |
692.03 |
7.6% |
117.49 |
1.3% |
74% |
False |
False |
|
| 80 |
9,261.91 |
8,563.90 |
698.01 |
7.7% |
127.72 |
1.4% |
75% |
False |
False |
|
| 100 |
9,261.91 |
8,206.93 |
1,054.98 |
11.6% |
134.83 |
1.5% |
83% |
False |
False |
|
| 120 |
9,261.91 |
7,609.31 |
1,652.60 |
18.2% |
142.33 |
1.6% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,506.54 |
|
2.618 |
9,369.94 |
|
1.618 |
9,286.24 |
|
1.000 |
9,234.51 |
|
0.618 |
9,202.54 |
|
HIGH |
9,150.81 |
|
0.618 |
9,118.84 |
|
0.500 |
9,108.96 |
|
0.382 |
9,099.08 |
|
LOW |
9,067.11 |
|
0.618 |
9,015.38 |
|
1.000 |
8,983.41 |
|
1.618 |
8,931.68 |
|
2.618 |
8,847.98 |
|
4.250 |
8,711.39 |
|
|
| Fisher Pivots for day following 07-Jul-1998 |
| Pivot |
1 day |
3 day |
| R1 |
9,108.96 |
9,081.93 |
| PP |
9,100.99 |
9,078.81 |
| S1 |
9,093.01 |
9,075.70 |
|