Trading Metrics calculated at close of trading on 11-Sep-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-1998 |
11-Sep-1998 |
Change |
Change % |
Previous Week |
Open |
7,865.02 |
7,615.54 |
-249.48 |
-3.2% |
7,640.25 |
High |
7,858.07 |
7,817.39 |
-40.68 |
-0.5% |
8,033.14 |
Low |
7,519.50 |
7,518.99 |
-0.51 |
0.0% |
7,518.99 |
Close |
7,615.54 |
7,795.50 |
179.96 |
2.4% |
7,795.50 |
Range |
338.57 |
298.40 |
-40.17 |
-11.9% |
514.15 |
ATR |
237.38 |
241.74 |
4.36 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,605.83 |
8,499.06 |
7,959.62 |
|
R3 |
8,307.43 |
8,200.66 |
7,877.56 |
|
R2 |
8,009.03 |
8,009.03 |
7,850.21 |
|
R1 |
7,902.26 |
7,902.26 |
7,822.85 |
7,955.65 |
PP |
7,710.63 |
7,710.63 |
7,710.63 |
7,737.32 |
S1 |
7,603.86 |
7,603.86 |
7,768.15 |
7,657.25 |
S2 |
7,412.23 |
7,412.23 |
7,740.79 |
|
S3 |
7,113.83 |
7,305.46 |
7,713.44 |
|
S4 |
6,815.43 |
7,007.06 |
7,631.38 |
|
|
Weekly Pivots for week ending 11-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,324.99 |
9,074.40 |
8,078.28 |
|
R3 |
8,810.84 |
8,560.25 |
7,936.89 |
|
R2 |
8,296.69 |
8,296.69 |
7,889.76 |
|
R1 |
8,046.10 |
8,046.10 |
7,842.63 |
8,171.40 |
PP |
7,782.54 |
7,782.54 |
7,782.54 |
7,845.19 |
S1 |
7,531.95 |
7,531.95 |
7,748.37 |
7,657.25 |
S2 |
7,268.39 |
7,268.39 |
7,701.24 |
|
S3 |
6,754.24 |
7,017.80 |
7,654.11 |
|
S4 |
6,240.09 |
6,503.65 |
7,512.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,033.14 |
7,495.81 |
537.33 |
6.9% |
293.72 |
3.8% |
56% |
False |
False |
|
10 |
8,244.52 |
7,400.30 |
844.22 |
10.8% |
314.36 |
4.0% |
47% |
False |
False |
|
20 |
8,753.78 |
7,400.30 |
1,353.48 |
17.4% |
245.15 |
3.1% |
29% |
False |
False |
|
40 |
9,367.84 |
7,400.30 |
1,967.54 |
25.2% |
201.71 |
2.6% |
20% |
False |
False |
|
60 |
9,367.84 |
7,400.30 |
1,967.54 |
25.2% |
169.20 |
2.2% |
20% |
False |
False |
|
80 |
9,367.84 |
7,400.30 |
1,967.54 |
25.2% |
160.96 |
2.1% |
20% |
False |
False |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
25.2% |
151.54 |
1.9% |
20% |
False |
False |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
25.2% |
148.33 |
1.9% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,085.59 |
2.618 |
8,598.60 |
1.618 |
8,300.20 |
1.000 |
8,115.79 |
0.618 |
8,001.80 |
HIGH |
7,817.39 |
0.618 |
7,703.40 |
0.500 |
7,668.19 |
0.382 |
7,632.98 |
LOW |
7,518.99 |
0.618 |
7,334.58 |
1.000 |
7,220.59 |
1.618 |
7,036.18 |
2.618 |
6,737.78 |
4.250 |
6,250.79 |
|
|
Fisher Pivots for day following 11-Sep-1998 |
Pivot |
1 day |
3 day |
R1 |
7,753.06 |
7,788.59 |
PP |
7,710.63 |
7,781.69 |
S1 |
7,668.19 |
7,774.78 |
|