Trading Metrics calculated at close of trading on 23-Sep-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-1998 |
23-Sep-1998 |
Change |
Change % |
Previous Week |
Open |
7,933.25 |
7,897.20 |
-36.05 |
-0.5% |
7,795.50 |
High |
7,986.80 |
8,160.59 |
173.79 |
2.2% |
8,102.92 |
Low |
7,855.75 |
7,896.43 |
40.68 |
0.5% |
7,796.53 |
Close |
7,897.20 |
8,154.41 |
257.21 |
3.3% |
7,895.66 |
Range |
131.05 |
264.16 |
133.11 |
101.6% |
306.39 |
ATR |
214.78 |
218.31 |
3.53 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,862.96 |
8,772.84 |
8,299.70 |
|
R3 |
8,598.80 |
8,508.68 |
8,227.05 |
|
R2 |
8,334.64 |
8,334.64 |
8,202.84 |
|
R1 |
8,244.52 |
8,244.52 |
8,178.62 |
8,289.58 |
PP |
8,070.48 |
8,070.48 |
8,070.48 |
8,093.01 |
S1 |
7,980.36 |
7,980.36 |
8,130.20 |
8,025.42 |
S2 |
7,806.32 |
7,806.32 |
8,105.98 |
|
S3 |
7,542.16 |
7,716.20 |
8,081.77 |
|
S4 |
7,278.00 |
7,452.04 |
8,009.12 |
|
|
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 |
8,160.59 |
7,711.05 |
449.54 |
5.5% |
191.19 |
2.3% |
99% |
True |
False |
|
10 |
8,160.59 |
7,518.99 |
641.60 |
7.9% |
212.97 |
2.6% |
99% |
True |
False |
|
20 |
8,600.93 |
7,400.30 |
1,200.63 |
14.7% |
256.20 |
3.1% |
63% |
False |
False |
|
40 |
9,041.37 |
7,400.30 |
1,641.07 |
20.1% |
209.69 |
2.6% |
46% |
False |
False |
|
60 |
9,367.84 |
7,400.30 |
1,967.54 |
24.1% |
178.30 |
2.2% |
38% |
False |
False |
|
80 |
9,367.84 |
7,400.30 |
1,967.54 |
24.1% |
166.82 |
2.0% |
38% |
False |
False |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
24.1% |
156.51 |
1.9% |
38% |
False |
False |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
24.1% |
149.26 |
1.8% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,283.27 |
2.618 |
8,852.16 |
1.618 |
8,588.00 |
1.000 |
8,424.75 |
0.618 |
8,323.84 |
HIGH |
8,160.59 |
0.618 |
8,059.68 |
0.500 |
8,028.51 |
0.382 |
7,997.34 |
LOW |
7,896.43 |
0.618 |
7,733.18 |
1.000 |
7,632.27 |
1.618 |
7,469.02 |
2.618 |
7,204.86 |
4.250 |
6,773.75 |
|
|
Fisher Pivots for day following 23-Sep-1998 |
Pivot |
1 day |
3 day |
R1 |
8,112.44 |
8,081.55 |
PP |
8,070.48 |
8,008.68 |
S1 |
8,028.51 |
7,935.82 |
|