Trading Metrics calculated at close of trading on 15-Oct-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-1998 |
15-Oct-1998 |
Change |
Change % |
Previous Week |
Open |
7,938.14 |
7,968.78 |
30.64 |
0.4% |
7,784.69 |
High |
8,048.33 |
8,347.76 |
299.43 |
3.7% |
7,917.28 |
Low |
7,878.15 |
7,920.12 |
41.97 |
0.5% |
7,467.49 |
Close |
7,968.78 |
8,299.36 |
330.58 |
4.1% |
7,899.52 |
Range |
170.18 |
427.64 |
257.46 |
151.3% |
449.79 |
ATR |
213.15 |
228.47 |
15.32 |
7.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,472.00 |
9,313.32 |
8,534.56 |
|
R3 |
9,044.36 |
8,885.68 |
8,416.96 |
|
R2 |
8,616.72 |
8,616.72 |
8,377.76 |
|
R1 |
8,458.04 |
8,458.04 |
8,338.56 |
8,537.38 |
PP |
8,189.08 |
8,189.08 |
8,189.08 |
8,228.75 |
S1 |
8,030.40 |
8,030.40 |
8,260.16 |
8,109.74 |
S2 |
7,761.44 |
7,761.44 |
8,220.96 |
|
S3 |
7,333.80 |
7,602.76 |
8,181.76 |
|
S4 |
6,906.16 |
7,175.12 |
8,064.16 |
|
|
Weekly Pivots for week ending 09-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,110.80 |
8,954.95 |
8,146.90 |
|
R3 |
8,661.01 |
8,505.16 |
8,023.21 |
|
R2 |
8,211.22 |
8,211.22 |
7,981.98 |
|
R1 |
8,055.37 |
8,055.37 |
7,940.75 |
8,133.30 |
PP |
7,761.43 |
7,761.43 |
7,761.43 |
7,800.39 |
S1 |
7,605.58 |
7,605.58 |
7,858.29 |
7,683.51 |
S2 |
7,311.64 |
7,311.64 |
7,817.06 |
|
S3 |
6,861.85 |
7,155.79 |
7,775.83 |
|
S4 |
6,412.06 |
6,706.00 |
7,652.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,347.76 |
7,666.51 |
681.25 |
8.2% |
231.61 |
2.8% |
93% |
True |
False |
|
10 |
8,347.76 |
7,467.49 |
880.27 |
10.6% |
239.78 |
2.9% |
95% |
True |
False |
|
20 |
8,347.76 |
7,467.49 |
880.27 |
10.6% |
217.74 |
2.6% |
95% |
True |
False |
|
40 |
8,694.57 |
7,400.30 |
1,294.27 |
15.6% |
234.58 |
2.8% |
69% |
False |
False |
|
60 |
9,156.46 |
7,400.30 |
1,756.16 |
21.2% |
212.56 |
2.6% |
51% |
False |
False |
|
80 |
9,367.84 |
7,400.30 |
1,967.54 |
23.7% |
184.39 |
2.2% |
46% |
False |
False |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
23.7% |
174.81 |
2.1% |
46% |
False |
False |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
23.7% |
164.74 |
2.0% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,165.23 |
2.618 |
9,467.32 |
1.618 |
9,039.68 |
1.000 |
8,775.40 |
0.618 |
8,612.04 |
HIGH |
8,347.76 |
0.618 |
8,184.40 |
0.500 |
8,133.94 |
0.382 |
8,083.48 |
LOW |
7,920.12 |
0.618 |
7,655.84 |
1.000 |
7,492.48 |
1.618 |
7,228.20 |
2.618 |
6,800.56 |
4.250 |
6,102.65 |
|
|
Fisher Pivots for day following 15-Oct-1998 |
Pivot |
1 day |
3 day |
R1 |
8,244.22 |
8,237.23 |
PP |
8,189.08 |
8,175.09 |
S1 |
8,133.94 |
8,112.96 |
|