Trading Metrics calculated at close of trading on 22-Sep-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-1998 |
22-Sep-1998 |
Change |
Change % |
Previous Week |
Open |
7,895.66 |
7,933.25 |
37.59 |
0.5% |
7,795.50 |
High |
7,945.35 |
7,986.80 |
41.45 |
0.5% |
8,102.92 |
Low |
7,711.05 |
7,855.75 |
144.70 |
1.9% |
7,796.53 |
Close |
7,933.25 |
7,897.20 |
-36.05 |
-0.5% |
7,895.66 |
Range |
234.30 |
131.05 |
-103.25 |
-44.1% |
306.39 |
ATR |
221.22 |
214.78 |
-6.44 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,306.40 |
8,232.85 |
7,969.28 |
|
R3 |
8,175.35 |
8,101.80 |
7,933.24 |
|
R2 |
8,044.30 |
8,044.30 |
7,921.23 |
|
R1 |
7,970.75 |
7,970.75 |
7,909.21 |
7,942.00 |
PP |
7,913.25 |
7,913.25 |
7,913.25 |
7,898.88 |
S1 |
7,839.70 |
7,839.70 |
7,885.19 |
7,810.95 |
S2 |
7,782.20 |
7,782.20 |
7,873.17 |
|
S3 |
7,651.15 |
7,708.65 |
7,861.16 |
|
S4 |
7,520.10 |
7,577.60 |
7,825.12 |
|
|
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 |
5.0% |
166.37 |
2.1% |
48% |
False |
False |
|
10 |
8,102.92 |
7,518.99 |
583.93 |
7.4% |
204.42 |
2.6% |
65% |
False |
False |
|
20 |
8,689.42 |
7,400.30 |
1,289.12 |
16.3% |
250.54 |
3.2% |
39% |
False |
False |
|
40 |
9,041.37 |
7,400.30 |
1,641.07 |
20.8% |
208.40 |
2.6% |
30% |
False |
False |
|
60 |
9,367.84 |
7,400.30 |
1,967.54 |
24.9% |
175.68 |
2.2% |
25% |
False |
False |
|
80 |
9,367.84 |
7,400.30 |
1,967.54 |
24.9% |
164.98 |
2.1% |
25% |
False |
False |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
24.9% |
154.68 |
2.0% |
25% |
False |
False |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
24.9% |
148.19 |
1.9% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,543.76 |
2.618 |
8,329.89 |
1.618 |
8,198.84 |
1.000 |
8,117.85 |
0.618 |
8,067.79 |
HIGH |
7,986.80 |
0.618 |
7,936.74 |
0.500 |
7,921.28 |
0.382 |
7,905.81 |
LOW |
7,855.75 |
0.618 |
7,774.76 |
1.000 |
7,724.70 |
1.618 |
7,643.71 |
2.618 |
7,512.66 |
4.250 |
7,298.79 |
|
|
Fisher Pivots for day following 22-Sep-1998 |
Pivot |
1 day |
3 day |
R1 |
7,921.28 |
7,881.11 |
PP |
7,913.25 |
7,865.02 |
S1 |
7,905.23 |
7,848.93 |
|