Trading Metrics calculated at close of trading on 12-Aug-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-1998 |
12-Aug-1998 |
Change |
Change % |
Previous Week |
Open |
8,574.85 |
8,462.85 |
-112.00 |
-1.3% |
8,883.29 |
High |
8,570.84 |
8,564.55 |
-6.29 |
-0.1% |
8,886.12 |
Low |
8,316.87 |
8,460.06 |
143.19 |
1.7% |
8,361.92 |
Close |
8,462.85 |
8,552.96 |
90.11 |
1.1% |
8,598.02 |
Range |
253.97 |
104.49 |
-149.48 |
-58.9% |
524.20 |
ATR |
154.50 |
150.93 |
-3.57 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,839.33 |
8,800.63 |
8,610.43 |
|
R3 |
8,734.84 |
8,696.14 |
8,581.69 |
|
R2 |
8,630.35 |
8,630.35 |
8,572.12 |
|
R1 |
8,591.65 |
8,591.65 |
8,562.54 |
8,611.00 |
PP |
8,525.86 |
8,525.86 |
8,525.86 |
8,535.53 |
S1 |
8,487.16 |
8,487.16 |
8,543.38 |
8,506.51 |
S2 |
8,421.37 |
8,421.37 |
8,533.80 |
|
S3 |
8,316.88 |
8,382.67 |
8,524.23 |
|
S4 |
8,212.39 |
8,278.18 |
8,495.49 |
|
|
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% |
143.01 |
1.7% |
60% |
False |
False |
|
10 |
9,041.37 |
8,316.87 |
724.50 |
8.5% |
172.77 |
2.0% |
33% |
False |
False |
|
20 |
9,367.84 |
8,316.87 |
1,050.97 |
12.3% |
157.38 |
1.8% |
22% |
False |
False |
|
40 |
9,367.84 |
8,316.87 |
1,050.97 |
12.3% |
133.29 |
1.6% |
22% |
False |
False |
|
60 |
9,367.84 |
8,316.87 |
1,050.97 |
12.3% |
131.75 |
1.5% |
22% |
False |
False |
|
80 |
9,367.84 |
8,316.87 |
1,050.97 |
12.3% |
127.53 |
1.5% |
22% |
False |
False |
|
100 |
9,367.84 |
8,316.87 |
1,050.97 |
12.3% |
129.34 |
1.5% |
22% |
False |
False |
|
120 |
9,367.84 |
8,303.83 |
1,064.01 |
12.4% |
135.59 |
1.6% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,008.63 |
2.618 |
8,838.10 |
1.618 |
8,733.61 |
1.000 |
8,669.04 |
0.618 |
8,629.12 |
HIGH |
8,564.55 |
0.618 |
8,524.63 |
0.500 |
8,512.31 |
0.382 |
8,499.98 |
LOW |
8,460.06 |
0.618 |
8,395.49 |
1.000 |
8,355.57 |
1.618 |
8,291.00 |
2.618 |
8,186.51 |
4.250 |
8,015.98 |
|
|
Fisher Pivots for day following 12-Aug-1998 |
Pivot |
1 day |
3 day |
R1 |
8,539.41 |
8,527.34 |
PP |
8,525.86 |
8,501.73 |
S1 |
8,512.31 |
8,476.11 |
|