Trading Metrics calculated at close of trading on 01-Sep-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-1998 |
01-Sep-1998 |
Change |
Change % |
Previous Week |
Open |
7,539.07 |
7,539.07 |
0.00 |
0.0% |
8,533.65 |
High |
8,095.45 |
7,897.97 |
-197.48 |
-2.4% |
8,689.42 |
Low |
7,539.07 |
7,400.30 |
-138.77 |
-1.8% |
8,011.52 |
Close |
7,539.07 |
7,827.43 |
288.36 |
3.8% |
8,051.68 |
Range |
556.38 |
497.67 |
-58.71 |
-10.6% |
677.90 |
ATR |
199.50 |
220.80 |
21.30 |
10.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,201.58 |
9,012.17 |
8,101.15 |
|
R3 |
8,703.91 |
8,514.50 |
7,964.29 |
|
R2 |
8,206.24 |
8,206.24 |
7,918.67 |
|
R1 |
8,016.83 |
8,016.83 |
7,873.05 |
8,111.54 |
PP |
7,708.57 |
7,708.57 |
7,708.57 |
7,755.92 |
S1 |
7,519.16 |
7,519.16 |
7,781.81 |
7,613.87 |
S2 |
7,210.90 |
7,210.90 |
7,736.19 |
|
S3 |
6,713.23 |
7,021.49 |
7,690.57 |
|
S4 |
6,215.56 |
6,523.82 |
7,553.71 |
|
|
Weekly Pivots for week ending 28-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,284.57 |
9,846.03 |
8,424.53 |
|
R3 |
9,606.67 |
9,168.13 |
8,238.10 |
|
R2 |
8,928.77 |
8,928.77 |
8,175.96 |
|
R1 |
8,490.23 |
8,490.23 |
8,113.82 |
8,370.55 |
PP |
8,250.87 |
8,250.87 |
8,250.87 |
8,191.04 |
S1 |
7,812.33 |
7,812.33 |
7,989.54 |
7,692.65 |
S2 |
7,572.97 |
7,572.97 |
7,927.40 |
|
S3 |
6,895.07 |
7,134.43 |
7,865.26 |
|
S4 |
6,217.17 |
6,456.53 |
7,678.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,600.93 |
7,400.30 |
1,200.63 |
15.3% |
354.93 |
4.5% |
36% |
False |
True |
|
10 |
8,753.78 |
7,400.30 |
1,353.48 |
17.3% |
250.17 |
3.2% |
32% |
False |
True |
|
20 |
8,753.78 |
7,400.30 |
1,353.48 |
17.3% |
205.91 |
2.6% |
32% |
False |
True |
|
40 |
9,367.84 |
7,400.30 |
1,967.54 |
25.1% |
173.71 |
2.2% |
22% |
False |
True |
|
60 |
9,367.84 |
7,400.30 |
1,967.54 |
25.1% |
156.46 |
2.0% |
22% |
False |
True |
|
80 |
9,367.84 |
7,400.30 |
1,967.54 |
25.1% |
146.83 |
1.9% |
22% |
False |
True |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
25.1% |
139.98 |
1.8% |
22% |
False |
True |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
25.1% |
143.05 |
1.8% |
22% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,013.07 |
2.618 |
9,200.87 |
1.618 |
8,703.20 |
1.000 |
8,395.64 |
0.618 |
8,205.53 |
HIGH |
7,897.97 |
0.618 |
7,707.86 |
0.500 |
7,649.14 |
0.382 |
7,590.41 |
LOW |
7,400.30 |
0.618 |
7,092.74 |
1.000 |
6,902.63 |
1.618 |
6,595.07 |
2.618 |
6,097.40 |
4.250 |
5,285.20 |
|
|
Fisher Pivots for day following 01-Sep-1998 |
Pivot |
1 day |
3 day |
R1 |
7,768.00 |
7,825.76 |
PP |
7,708.57 |
7,824.08 |
S1 |
7,649.14 |
7,822.41 |
|