Trading Metrics calculated at close of trading on 11-Aug-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-1998 |
11-Aug-1998 |
Change |
Change % |
Previous Week |
Open |
8,598.02 |
8,574.85 |
-23.17 |
-0.3% |
8,883.29 |
High |
8,635.35 |
8,570.84 |
-64.51 |
-0.7% |
8,886.12 |
Low |
8,543.18 |
8,316.87 |
-226.31 |
-2.6% |
8,361.92 |
Close |
8,574.85 |
8,462.85 |
-112.00 |
-1.3% |
8,598.02 |
Range |
92.17 |
253.97 |
161.80 |
175.5% |
524.20 |
ATR |
146.54 |
154.50 |
7.96 |
5.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,212.10 |
9,091.44 |
8,602.53 |
|
R3 |
8,958.13 |
8,837.47 |
8,532.69 |
|
R2 |
8,704.16 |
8,704.16 |
8,509.41 |
|
R1 |
8,583.50 |
8,583.50 |
8,486.13 |
8,516.85 |
PP |
8,450.19 |
8,450.19 |
8,450.19 |
8,416.86 |
S1 |
8,329.53 |
8,329.53 |
8,439.57 |
8,262.88 |
S2 |
8,196.22 |
8,196.22 |
8,416.29 |
|
S3 |
7,942.25 |
8,075.56 |
8,393.01 |
|
S4 |
7,688.28 |
7,821.59 |
8,323.17 |
|
|
Weekly Pivots for week ending 07-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,187.95 |
9,917.19 |
8,886.33 |
|
R3 |
9,663.75 |
9,392.99 |
8,742.18 |
|
R2 |
9,139.55 |
9,139.55 |
8,694.12 |
|
R1 |
8,868.79 |
8,868.79 |
8,646.07 |
8,742.07 |
PP |
8,615.35 |
8,615.35 |
8,615.35 |
8,552.00 |
S1 |
8,344.59 |
8,344.59 |
8,549.97 |
8,217.87 |
S2 |
8,091.15 |
8,091.15 |
8,501.92 |
|
S3 |
7,566.95 |
7,820.39 |
8,453.87 |
|
S4 |
7,042.75 |
7,296.19 |
8,309.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,710.02 |
8,316.87 |
393.15 |
4.6% |
164.70 |
1.9% |
37% |
False |
True |
|
10 |
9,041.37 |
8,316.87 |
724.50 |
8.6% |
174.37 |
2.1% |
20% |
False |
True |
|
20 |
9,367.84 |
8,316.87 |
1,050.97 |
12.4% |
156.03 |
1.8% |
14% |
False |
True |
|
40 |
9,367.84 |
8,316.87 |
1,050.97 |
12.4% |
133.32 |
1.6% |
14% |
False |
True |
|
60 |
9,367.84 |
8,316.87 |
1,050.97 |
12.4% |
132.16 |
1.6% |
14% |
False |
True |
|
80 |
9,367.84 |
8,316.87 |
1,050.97 |
12.4% |
127.24 |
1.5% |
14% |
False |
True |
|
100 |
9,367.84 |
8,316.87 |
1,050.97 |
12.4% |
130.20 |
1.5% |
14% |
False |
True |
|
120 |
9,367.84 |
8,291.88 |
1,075.96 |
12.7% |
136.03 |
1.6% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,650.21 |
2.618 |
9,235.73 |
1.618 |
8,981.76 |
1.000 |
8,824.81 |
0.618 |
8,727.79 |
HIGH |
8,570.84 |
0.618 |
8,473.82 |
0.500 |
8,443.86 |
0.382 |
8,413.89 |
LOW |
8,316.87 |
0.618 |
8,159.92 |
1.000 |
8,062.90 |
1.618 |
7,905.95 |
2.618 |
7,651.98 |
4.250 |
7,237.50 |
|
|
Fisher Pivots for day following 11-Aug-1998 |
Pivot |
1 day |
3 day |
R1 |
8,456.52 |
8,513.45 |
PP |
8,450.19 |
8,496.58 |
S1 |
8,443.86 |
8,479.72 |
|