Trading Metrics calculated at close of trading on 01-Oct-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-1998 |
01-Oct-1998 |
Change |
Change % |
Previous Week |
Open |
8,080.52 |
7,842.62 |
-237.90 |
-2.9% |
7,895.66 |
High |
8,079.49 |
7,841.33 |
-238.16 |
-2.9% |
8,182.47 |
Low |
7,825.37 |
7,582.84 |
-242.53 |
-3.1% |
7,711.05 |
Close |
7,842.62 |
7,632.53 |
-210.09 |
-2.7% |
8,028.77 |
Range |
254.12 |
258.49 |
4.37 |
1.7% |
471.42 |
ATR |
210.48 |
214.00 |
3.52 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,461.04 |
8,305.27 |
7,774.70 |
|
R3 |
8,202.55 |
8,046.78 |
7,703.61 |
|
R2 |
7,944.06 |
7,944.06 |
7,679.92 |
|
R1 |
7,788.29 |
7,788.29 |
7,656.22 |
7,736.93 |
PP |
7,685.57 |
7,685.57 |
7,685.57 |
7,659.89 |
S1 |
7,529.80 |
7,529.80 |
7,608.84 |
7,478.44 |
S2 |
7,427.08 |
7,427.08 |
7,585.14 |
|
S3 |
7,168.59 |
7,271.31 |
7,561.45 |
|
S4 |
6,910.10 |
7,012.82 |
7,490.36 |
|
|
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 |
8,160.33 |
7,582.84 |
577.49 |
7.6% |
195.63 |
2.6% |
9% |
False |
True |
|
10 |
8,182.47 |
7,582.84 |
599.63 |
7.9% |
195.70 |
2.6% |
8% |
False |
True |
|
20 |
8,182.47 |
7,495.81 |
686.66 |
9.0% |
219.45 |
2.9% |
20% |
False |
False |
|
40 |
8,753.78 |
7,400.30 |
1,353.48 |
17.7% |
211.99 |
2.8% |
17% |
False |
False |
|
60 |
9,367.84 |
7,400.30 |
1,967.54 |
25.8% |
190.37 |
2.5% |
12% |
False |
False |
|
80 |
9,367.84 |
7,400.30 |
1,967.54 |
25.8% |
173.62 |
2.3% |
12% |
False |
False |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
25.8% |
161.86 |
2.1% |
12% |
False |
False |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
25.8% |
153.93 |
2.0% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,939.91 |
2.618 |
8,518.06 |
1.618 |
8,259.57 |
1.000 |
8,099.82 |
0.618 |
8,001.08 |
HIGH |
7,841.33 |
0.618 |
7,742.59 |
0.500 |
7,712.09 |
0.382 |
7,681.58 |
LOW |
7,582.84 |
0.618 |
7,423.09 |
1.000 |
7,324.35 |
1.618 |
7,164.60 |
2.618 |
6,906.11 |
4.250 |
6,484.26 |
|
|
Fisher Pivots for day following 01-Oct-1998 |
Pivot |
1 day |
3 day |
R1 |
7,712.09 |
7,866.70 |
PP |
7,685.57 |
7,788.64 |
S1 |
7,659.05 |
7,710.59 |
|