Trading Metrics calculated at close of trading on 17-Sep-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-1998 |
17-Sep-1998 |
Change |
Change % |
Previous Week |
Open |
8,024.39 |
8,089.78 |
65.39 |
0.8% |
7,640.25 |
High |
8,102.92 |
8,078.15 |
-24.77 |
-0.3% |
8,033.14 |
Low |
7,962.85 |
7,854.46 |
-108.39 |
-1.4% |
7,518.99 |
Close |
8,089.78 |
7,873.77 |
-216.01 |
-2.7% |
7,795.50 |
Range |
140.07 |
223.69 |
83.62 |
59.7% |
514.15 |
ATR |
228.78 |
229.25 |
0.47 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,606.53 |
8,463.84 |
7,996.80 |
|
R3 |
8,382.84 |
8,240.15 |
7,935.28 |
|
R2 |
8,159.15 |
8,159.15 |
7,914.78 |
|
R1 |
8,016.46 |
8,016.46 |
7,894.27 |
7,975.96 |
PP |
7,935.46 |
7,935.46 |
7,935.46 |
7,915.21 |
S1 |
7,792.77 |
7,792.77 |
7,853.27 |
7,752.27 |
S2 |
7,711.77 |
7,711.77 |
7,832.76 |
|
S3 |
7,488.08 |
7,569.08 |
7,812.26 |
|
S4 |
7,264.39 |
7,345.39 |
7,750.74 |
|
|
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 |
8,102.92 |
7,518.99 |
583.93 |
7.4% |
211.78 |
2.7% |
61% |
False |
False |
|
10 |
8,102.92 |
7,495.81 |
607.11 |
7.7% |
243.20 |
3.1% |
62% |
False |
False |
|
20 |
8,694.57 |
7,400.30 |
1,294.27 |
16.4% |
251.42 |
3.2% |
37% |
False |
False |
|
40 |
9,156.46 |
7,400.30 |
1,756.16 |
22.3% |
209.98 |
2.7% |
27% |
False |
False |
|
60 |
9,367.84 |
7,400.30 |
1,967.54 |
25.0% |
173.27 |
2.2% |
24% |
False |
False |
|
80 |
9,367.84 |
7,400.30 |
1,967.54 |
25.0% |
164.08 |
2.1% |
24% |
False |
False |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
25.0% |
154.14 |
2.0% |
24% |
False |
False |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
25.0% |
148.63 |
1.9% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,028.83 |
2.618 |
8,663.77 |
1.618 |
8,440.08 |
1.000 |
8,301.84 |
0.618 |
8,216.39 |
HIGH |
8,078.15 |
0.618 |
7,992.70 |
0.500 |
7,966.31 |
0.382 |
7,939.91 |
LOW |
7,854.46 |
0.618 |
7,716.22 |
1.000 |
7,630.77 |
1.618 |
7,492.53 |
2.618 |
7,268.84 |
4.250 |
6,903.78 |
|
|
Fisher Pivots for day following 17-Sep-1998 |
Pivot |
1 day |
3 day |
R1 |
7,966.31 |
7,978.69 |
PP |
7,935.46 |
7,943.72 |
S1 |
7,904.62 |
7,908.74 |
|