Trading Metrics calculated at close of trading on 14-Aug-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-1998 |
14-Aug-1998 |
Change |
Change % |
Previous Week |
Open |
8,459.50 |
8,459.50 |
0.00 |
0.0% |
8,598.02 |
High |
8,603.43 |
8,556.57 |
-46.86 |
-0.5% |
8,635.35 |
Low |
8,459.50 |
8,380.72 |
-78.78 |
-0.9% |
8,316.87 |
Close |
8,459.50 |
8,425.00 |
-34.50 |
-0.4% |
8,425.00 |
Range |
143.93 |
175.85 |
31.92 |
22.2% |
318.48 |
ATR |
150.43 |
152.25 |
1.82 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,981.65 |
8,879.17 |
8,521.72 |
|
R3 |
8,805.80 |
8,703.32 |
8,473.36 |
|
R2 |
8,629.95 |
8,629.95 |
8,457.24 |
|
R1 |
8,527.47 |
8,527.47 |
8,441.12 |
8,490.79 |
PP |
8,454.10 |
8,454.10 |
8,454.10 |
8,435.75 |
S1 |
8,351.62 |
8,351.62 |
8,408.88 |
8,314.94 |
S2 |
8,278.25 |
8,278.25 |
8,392.76 |
|
S3 |
8,102.40 |
8,175.77 |
8,376.64 |
|
S4 |
7,926.55 |
7,999.92 |
8,328.28 |
|
|
Weekly Pivots for week ending 14-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,414.51 |
9,238.24 |
8,600.16 |
|
R3 |
9,096.03 |
8,919.76 |
8,512.58 |
|
R2 |
8,777.55 |
8,777.55 |
8,483.39 |
|
R1 |
8,601.28 |
8,601.28 |
8,454.19 |
8,530.18 |
PP |
8,459.07 |
8,459.07 |
8,459.07 |
8,423.52 |
S1 |
8,282.80 |
8,282.80 |
8,395.81 |
8,211.70 |
S2 |
8,140.59 |
8,140.59 |
8,366.61 |
|
S3 |
7,822.11 |
7,964.32 |
8,337.42 |
|
S4 |
7,503.63 |
7,645.84 |
8,249.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,635.35 |
8,316.87 |
318.48 |
3.8% |
154.08 |
1.8% |
34% |
False |
False |
|
10 |
8,886.12 |
8,316.87 |
569.25 |
6.8% |
171.76 |
2.0% |
19% |
False |
False |
|
20 |
9,367.84 |
8,316.87 |
1,050.97 |
12.5% |
164.84 |
2.0% |
10% |
False |
False |
|
40 |
9,367.84 |
8,316.87 |
1,050.97 |
12.5% |
134.10 |
1.6% |
10% |
False |
False |
|
60 |
9,367.84 |
8,316.87 |
1,050.97 |
12.5% |
133.81 |
1.6% |
10% |
False |
False |
|
80 |
9,367.84 |
8,316.87 |
1,050.97 |
12.5% |
129.74 |
1.5% |
10% |
False |
False |
|
100 |
9,367.84 |
8,316.87 |
1,050.97 |
12.5% |
129.25 |
1.5% |
10% |
False |
False |
|
120 |
9,367.84 |
8,316.87 |
1,050.97 |
12.5% |
135.65 |
1.6% |
10% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,303.93 |
2.618 |
9,016.95 |
1.618 |
8,841.10 |
1.000 |
8,732.42 |
0.618 |
8,665.25 |
HIGH |
8,556.57 |
0.618 |
8,489.40 |
0.500 |
8,468.65 |
0.382 |
8,447.89 |
LOW |
8,380.72 |
0.618 |
8,272.04 |
1.000 |
8,204.87 |
1.618 |
8,096.19 |
2.618 |
7,920.34 |
4.250 |
7,633.36 |
|
|
Fisher Pivots for day following 14-Aug-1998 |
Pivot |
1 day |
3 day |
R1 |
8,468.65 |
8,492.08 |
PP |
8,454.10 |
8,469.72 |
S1 |
8,439.55 |
8,447.36 |
|