Trading Metrics calculated at close of trading on 28-Sep-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-1998 |
28-Sep-1998 |
Change |
Change % |
Previous Week |
Open |
8,001.99 |
8,028.77 |
26.78 |
0.3% |
7,895.66 |
High |
8,086.44 |
8,160.33 |
73.89 |
0.9% |
8,182.47 |
Low |
7,889.99 |
8,026.17 |
136.18 |
1.7% |
7,711.05 |
Close |
8,028.77 |
8,108.84 |
80.07 |
1.0% |
8,028.77 |
Range |
196.45 |
134.16 |
-62.29 |
-31.7% |
471.42 |
ATR |
218.62 |
212.59 |
-6.03 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,500.93 |
8,439.04 |
8,182.63 |
|
R3 |
8,366.77 |
8,304.88 |
8,145.73 |
|
R2 |
8,232.61 |
8,232.61 |
8,133.44 |
|
R1 |
8,170.72 |
8,170.72 |
8,121.14 |
8,201.67 |
PP |
8,098.45 |
8,098.45 |
8,098.45 |
8,113.92 |
S1 |
8,036.56 |
8,036.56 |
8,096.54 |
8,067.51 |
S2 |
7,964.29 |
7,964.29 |
8,084.24 |
|
S3 |
7,830.13 |
7,902.40 |
8,071.95 |
|
S4 |
7,695.97 |
7,768.24 |
8,035.05 |
|
|
Weekly Pivots for week ending 25-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,388.36 |
9,179.98 |
8,288.05 |
|
R3 |
8,916.94 |
8,708.56 |
8,158.41 |
|
R2 |
8,445.52 |
8,445.52 |
8,115.20 |
|
R1 |
8,237.14 |
8,237.14 |
8,071.98 |
8,341.33 |
PP |
7,974.10 |
7,974.10 |
7,974.10 |
8,026.19 |
S1 |
7,765.72 |
7,765.72 |
7,985.56 |
7,869.91 |
S2 |
7,502.68 |
7,502.68 |
7,942.34 |
|
S3 |
7,031.26 |
7,294.30 |
7,899.13 |
|
S4 |
6,559.84 |
6,822.88 |
7,769.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,182.47 |
7,855.75 |
326.72 |
4.0% |
194.49 |
2.4% |
77% |
False |
False |
|
10 |
8,182.47 |
7,711.05 |
471.42 |
5.8% |
182.75 |
2.3% |
84% |
False |
False |
|
20 |
8,182.47 |
7,400.30 |
782.17 |
9.6% |
249.03 |
3.1% |
91% |
False |
False |
|
40 |
8,886.12 |
7,400.30 |
1,485.82 |
18.3% |
212.87 |
2.6% |
48% |
False |
False |
|
60 |
9,367.84 |
7,400.30 |
1,967.54 |
24.3% |
184.16 |
2.3% |
36% |
False |
False |
|
80 |
9,367.84 |
7,400.30 |
1,967.54 |
24.3% |
169.41 |
2.1% |
36% |
False |
False |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
24.3% |
158.88 |
2.0% |
36% |
False |
False |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
24.3% |
151.29 |
1.9% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,730.51 |
2.618 |
8,511.56 |
1.618 |
8,377.40 |
1.000 |
8,294.49 |
0.618 |
8,243.24 |
HIGH |
8,160.33 |
0.618 |
8,109.08 |
0.500 |
8,093.25 |
0.382 |
8,077.42 |
LOW |
8,026.17 |
0.618 |
7,943.26 |
1.000 |
7,892.01 |
1.618 |
7,809.10 |
2.618 |
7,674.94 |
4.250 |
7,455.99 |
|
|
Fisher Pivots for day following 28-Sep-1998 |
Pivot |
1 day |
3 day |
R1 |
8,103.64 |
8,084.64 |
PP |
8,098.45 |
8,060.43 |
S1 |
8,093.25 |
8,036.23 |
|