Trading Metrics calculated at close of trading on 30-Sep-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-1998 |
30-Sep-1998 |
Change |
Change % |
Previous Week |
Open |
8,108.84 |
8,080.52 |
-28.32 |
-0.3% |
7,895.66 |
High |
8,150.55 |
8,079.49 |
-71.06 |
-0.9% |
8,182.47 |
Low |
8,015.63 |
7,825.37 |
-190.26 |
-2.4% |
7,711.05 |
Close |
8,080.52 |
7,842.62 |
-237.90 |
-2.9% |
8,028.77 |
Range |
134.92 |
254.12 |
119.20 |
88.3% |
471.42 |
ATR |
207.04 |
210.48 |
3.44 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,678.19 |
8,514.52 |
7,982.39 |
|
R3 |
8,424.07 |
8,260.40 |
7,912.50 |
|
R2 |
8,169.95 |
8,169.95 |
7,889.21 |
|
R1 |
8,006.28 |
8,006.28 |
7,865.91 |
7,961.06 |
PP |
7,915.83 |
7,915.83 |
7,915.83 |
7,893.21 |
S1 |
7,752.16 |
7,752.16 |
7,819.33 |
7,706.94 |
S2 |
7,661.71 |
7,661.71 |
7,796.03 |
|
S3 |
7,407.59 |
7,498.04 |
7,772.74 |
|
S4 |
7,153.47 |
7,243.92 |
7,702.85 |
|
|
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 |
7,825.37 |
357.10 |
4.6% |
193.26 |
2.5% |
5% |
False |
True |
|
10 |
8,182.47 |
7,711.05 |
471.42 |
6.0% |
192.22 |
2.5% |
28% |
False |
False |
|
20 |
8,182.47 |
7,495.81 |
686.66 |
8.8% |
215.78 |
2.8% |
51% |
False |
False |
|
40 |
8,753.78 |
7,400.30 |
1,353.48 |
17.3% |
210.85 |
2.7% |
33% |
False |
False |
|
60 |
9,367.84 |
7,400.30 |
1,967.54 |
25.1% |
187.73 |
2.4% |
22% |
False |
False |
|
80 |
9,367.84 |
7,400.30 |
1,967.54 |
25.1% |
171.29 |
2.2% |
22% |
False |
False |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
25.1% |
160.62 |
2.0% |
22% |
False |
False |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
25.1% |
152.61 |
1.9% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,159.50 |
2.618 |
8,744.78 |
1.618 |
8,490.66 |
1.000 |
8,333.61 |
0.618 |
8,236.54 |
HIGH |
8,079.49 |
0.618 |
7,982.42 |
0.500 |
7,952.43 |
0.382 |
7,922.44 |
LOW |
7,825.37 |
0.618 |
7,668.32 |
1.000 |
7,571.25 |
1.618 |
7,414.20 |
2.618 |
7,160.08 |
4.250 |
6,745.36 |
|
|
Fisher Pivots for day following 30-Sep-1998 |
Pivot |
1 day |
3 day |
R1 |
7,952.43 |
7,992.85 |
PP |
7,915.83 |
7,942.77 |
S1 |
7,879.22 |
7,892.70 |
|