Trading Metrics calculated at close of trading on 21-Sep-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-1998 |
21-Sep-1998 |
Change |
Change % |
Previous Week |
Open |
7,873.77 |
7,895.66 |
21.89 |
0.3% |
7,795.50 |
High |
7,930.67 |
7,945.35 |
14.68 |
0.2% |
8,102.92 |
Low |
7,827.94 |
7,711.05 |
-116.89 |
-1.5% |
7,796.53 |
Close |
7,895.66 |
7,933.25 |
37.59 |
0.5% |
7,895.66 |
Range |
102.73 |
234.30 |
131.57 |
128.1% |
306.39 |
ATR |
220.21 |
221.22 |
1.01 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,566.12 |
8,483.98 |
8,062.12 |
|
R3 |
8,331.82 |
8,249.68 |
7,997.68 |
|
R2 |
8,097.52 |
8,097.52 |
7,976.21 |
|
R1 |
8,015.38 |
8,015.38 |
7,954.73 |
8,056.45 |
PP |
7,863.22 |
7,863.22 |
7,863.22 |
7,883.75 |
S1 |
7,781.08 |
7,781.08 |
7,911.77 |
7,822.15 |
S2 |
7,628.92 |
7,628.92 |
7,890.30 |
|
S3 |
7,394.62 |
7,546.78 |
7,868.82 |
|
S4 |
7,160.32 |
7,312.48 |
7,804.39 |
|
|
Weekly Pivots for week ending 18-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,850.87 |
8,679.66 |
8,064.17 |
|
R3 |
8,544.48 |
8,373.27 |
7,979.92 |
|
R2 |
8,238.09 |
8,238.09 |
7,951.83 |
|
R1 |
8,066.88 |
8,066.88 |
7,923.75 |
8,152.49 |
PP |
7,931.70 |
7,931.70 |
7,931.70 |
7,974.51 |
S1 |
7,760.49 |
7,760.49 |
7,867.57 |
7,846.10 |
S2 |
7,625.31 |
7,625.31 |
7,839.49 |
|
S3 |
7,318.92 |
7,454.10 |
7,811.40 |
|
S4 |
7,012.53 |
7,147.71 |
7,727.15 |
|
|
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 |
7,711.05 |
391.87 |
4.9% |
171.00 |
2.2% |
57% |
False |
True |
|
10 |
8,102.92 |
7,518.99 |
583.93 |
7.4% |
230.12 |
2.9% |
71% |
False |
False |
|
20 |
8,689.42 |
7,400.30 |
1,289.12 |
16.2% |
249.80 |
3.1% |
41% |
False |
False |
|
40 |
9,041.37 |
7,400.30 |
1,641.07 |
20.7% |
209.44 |
2.6% |
32% |
False |
False |
|
60 |
9,367.84 |
7,400.30 |
1,967.54 |
24.8% |
174.46 |
2.2% |
27% |
False |
False |
|
80 |
9,367.84 |
7,400.30 |
1,967.54 |
24.8% |
164.93 |
2.1% |
27% |
False |
False |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
24.8% |
155.12 |
2.0% |
27% |
False |
False |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
24.8% |
148.22 |
1.9% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,941.13 |
2.618 |
8,558.75 |
1.618 |
8,324.45 |
1.000 |
8,179.65 |
0.618 |
8,090.15 |
HIGH |
7,945.35 |
0.618 |
7,855.85 |
0.500 |
7,828.20 |
0.382 |
7,800.55 |
LOW |
7,711.05 |
0.618 |
7,566.25 |
1.000 |
7,476.75 |
1.618 |
7,331.95 |
2.618 |
7,097.65 |
4.250 |
6,715.28 |
|
|
Fisher Pivots for day following 21-Sep-1998 |
Pivot |
1 day |
3 day |
R1 |
7,898.23 |
7,920.37 |
PP |
7,863.22 |
7,907.48 |
S1 |
7,828.20 |
7,894.60 |
|