Trading Metrics calculated at close of trading on 15-Sep-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-1998 |
15-Sep-1998 |
Change |
Change % |
Previous Week |
Open |
7,795.50 |
7,945.35 |
149.85 |
1.9% |
7,640.25 |
High |
8,039.06 |
8,035.72 |
-3.34 |
0.0% |
8,033.14 |
Low |
7,796.53 |
7,881.50 |
84.97 |
1.1% |
7,518.99 |
Close |
7,945.35 |
8,024.39 |
79.04 |
1.0% |
7,795.50 |
Range |
242.53 |
154.22 |
-88.31 |
-36.4% |
514.15 |
ATR |
241.87 |
235.61 |
-6.26 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,443.20 |
8,388.01 |
8,109.21 |
|
R3 |
8,288.98 |
8,233.79 |
8,066.80 |
|
R2 |
8,134.76 |
8,134.76 |
8,052.66 |
|
R1 |
8,079.57 |
8,079.57 |
8,038.53 |
8,107.17 |
PP |
7,980.54 |
7,980.54 |
7,980.54 |
7,994.33 |
S1 |
7,925.35 |
7,925.35 |
8,010.25 |
7,952.95 |
S2 |
7,826.32 |
7,826.32 |
7,996.12 |
|
S3 |
7,672.10 |
7,771.13 |
7,981.98 |
|
S4 |
7,517.88 |
7,616.91 |
7,939.57 |
|
|
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 |
8,039.06 |
7,518.99 |
520.07 |
6.5% |
242.48 |
3.0% |
97% |
False |
False |
|
10 |
8,039.06 |
7,400.30 |
638.76 |
8.0% |
275.10 |
3.4% |
98% |
False |
False |
|
20 |
8,753.78 |
7,400.30 |
1,353.48 |
16.9% |
245.88 |
3.1% |
46% |
False |
False |
|
40 |
9,344.67 |
7,400.30 |
1,944.37 |
24.2% |
207.93 |
2.6% |
32% |
False |
False |
|
60 |
9,367.84 |
7,400.30 |
1,967.54 |
24.5% |
171.92 |
2.1% |
32% |
False |
False |
|
80 |
9,367.84 |
7,400.30 |
1,967.54 |
24.5% |
163.19 |
2.0% |
32% |
False |
False |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
24.5% |
154.08 |
1.9% |
32% |
False |
False |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
24.5% |
148.61 |
1.9% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,691.16 |
2.618 |
8,439.47 |
1.618 |
8,285.25 |
1.000 |
8,189.94 |
0.618 |
8,131.03 |
HIGH |
8,035.72 |
0.618 |
7,976.81 |
0.500 |
7,958.61 |
0.382 |
7,940.41 |
LOW |
7,881.50 |
0.618 |
7,786.19 |
1.000 |
7,727.28 |
1.618 |
7,631.97 |
2.618 |
7,477.75 |
4.250 |
7,226.07 |
|
|
Fisher Pivots for day following 15-Sep-1998 |
Pivot |
1 day |
3 day |
R1 |
8,002.46 |
7,942.60 |
PP |
7,980.54 |
7,860.81 |
S1 |
7,958.61 |
7,779.03 |
|