Trading Metrics calculated at close of trading on 05-Aug-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-1998 |
05-Aug-1998 |
Change |
Change % |
Previous Week |
Open |
8,487.31 |
8,487.31 |
0.00 |
0.0% |
9,028.24 |
High |
8,857.03 |
8,574.85 |
-282.18 |
-3.2% |
9,041.37 |
Low |
8,487.31 |
8,361.92 |
-125.39 |
-1.5% |
8,816.09 |
Close |
8,487.31 |
8,546.78 |
59.47 |
0.7% |
8,883.29 |
Range |
369.72 |
212.93 |
-156.79 |
-42.4% |
225.28 |
ATR |
148.97 |
153.54 |
4.57 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,133.31 |
9,052.97 |
8,663.89 |
|
R3 |
8,920.38 |
8,840.04 |
8,605.34 |
|
R2 |
8,707.45 |
8,707.45 |
8,585.82 |
|
R1 |
8,627.11 |
8,627.11 |
8,566.30 |
8,667.28 |
PP |
8,494.52 |
8,494.52 |
8,494.52 |
8,514.60 |
S1 |
8,414.18 |
8,414.18 |
8,527.26 |
8,454.35 |
S2 |
8,281.59 |
8,281.59 |
8,507.74 |
|
S3 |
8,068.66 |
8,201.25 |
8,488.22 |
|
S4 |
7,855.73 |
7,988.32 |
8,429.67 |
|
|
Weekly Pivots for week ending 31-Jul-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,589.42 |
9,461.64 |
9,007.19 |
|
R3 |
9,364.14 |
9,236.36 |
8,945.24 |
|
R2 |
9,138.86 |
9,138.86 |
8,924.59 |
|
R1 |
9,011.08 |
9,011.08 |
8,903.94 |
8,962.33 |
PP |
8,913.58 |
8,913.58 |
8,913.58 |
8,889.21 |
S1 |
8,785.80 |
8,785.80 |
8,862.64 |
8,737.05 |
S2 |
8,688.30 |
8,688.30 |
8,841.99 |
|
S3 |
8,463.02 |
8,560.52 |
8,821.34 |
|
S4 |
8,237.74 |
8,335.24 |
8,759.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,041.37 |
8,361.92 |
679.45 |
7.9% |
202.52 |
2.4% |
27% |
False |
True |
|
10 |
9,156.46 |
8,361.92 |
794.54 |
9.3% |
187.67 |
2.2% |
23% |
False |
True |
|
20 |
9,367.84 |
8,361.92 |
1,005.92 |
11.8% |
147.14 |
1.7% |
18% |
False |
True |
|
40 |
9,367.84 |
8,361.92 |
1,005.92 |
11.8% |
135.26 |
1.6% |
18% |
False |
True |
|
60 |
9,367.84 |
8,361.92 |
1,005.92 |
11.8% |
128.45 |
1.5% |
18% |
False |
True |
|
80 |
9,367.84 |
8,361.92 |
1,005.92 |
11.8% |
124.91 |
1.5% |
18% |
False |
True |
|
100 |
9,367.84 |
8,361.92 |
1,005.92 |
11.8% |
130.91 |
1.5% |
18% |
False |
True |
|
120 |
9,367.84 |
8,269.21 |
1,098.63 |
12.9% |
136.00 |
1.6% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,479.80 |
2.618 |
9,132.30 |
1.618 |
8,919.37 |
1.000 |
8,787.78 |
0.618 |
8,706.44 |
HIGH |
8,574.85 |
0.618 |
8,493.51 |
0.500 |
8,468.39 |
0.382 |
8,443.26 |
LOW |
8,361.92 |
0.618 |
8,230.33 |
1.000 |
8,148.99 |
1.618 |
8,017.40 |
2.618 |
7,804.47 |
4.250 |
7,456.97 |
|
|
Fisher Pivots for day following 05-Aug-1998 |
Pivot |
1 day |
3 day |
R1 |
8,520.65 |
8,624.02 |
PP |
8,494.52 |
8,598.27 |
S1 |
8,468.39 |
8,572.53 |
|