Trading Metrics calculated at close of trading on 19-Oct-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-1998 |
19-Oct-1998 |
Change |
Change % |
Previous Week |
Open |
8,299.36 |
8,416.76 |
117.40 |
1.4% |
7,899.52 |
High |
8,429.38 |
8,515.37 |
85.99 |
1.0% |
8,429.38 |
Low |
8,300.39 |
8,388.96 |
88.57 |
1.1% |
7,878.15 |
Close |
8,416.76 |
8,466.45 |
49.69 |
0.6% |
8,416.76 |
Range |
128.99 |
126.41 |
-2.58 |
-2.0% |
551.23 |
ATR |
221.44 |
214.65 |
-6.79 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,836.16 |
8,777.71 |
8,535.98 |
|
R3 |
8,709.75 |
8,651.30 |
8,501.21 |
|
R2 |
8,583.34 |
8,583.34 |
8,489.63 |
|
R1 |
8,524.89 |
8,524.89 |
8,478.04 |
8,554.12 |
PP |
8,456.93 |
8,456.93 |
8,456.93 |
8,471.54 |
S1 |
8,398.48 |
8,398.48 |
8,454.86 |
8,427.71 |
S2 |
8,330.52 |
8,330.52 |
8,443.27 |
|
S3 |
8,204.11 |
8,272.07 |
8,431.69 |
|
S4 |
8,077.70 |
8,145.66 |
8,396.92 |
|
|
Weekly Pivots for week ending 16-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,895.12 |
9,707.17 |
8,719.94 |
|
R3 |
9,343.89 |
9,155.94 |
8,568.35 |
|
R2 |
8,792.66 |
8,792.66 |
8,517.82 |
|
R1 |
8,604.71 |
8,604.71 |
8,467.29 |
8,698.69 |
PP |
8,241.43 |
8,241.43 |
8,241.43 |
8,288.42 |
S1 |
8,053.48 |
8,053.48 |
8,366.23 |
8,147.46 |
S2 |
7,690.20 |
7,690.20 |
8,315.70 |
|
S3 |
7,138.97 |
7,502.25 |
8,265.17 |
|
S4 |
6,587.74 |
6,951.02 |
8,113.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,515.37 |
7,878.15 |
637.22 |
7.5% |
195.72 |
2.3% |
92% |
True |
False |
|
10 |
8,515.37 |
7,467.49 |
1,047.88 |
12.4% |
212.90 |
2.5% |
95% |
True |
False |
|
20 |
8,515.37 |
7,467.49 |
1,047.88 |
12.4% |
213.66 |
2.5% |
95% |
True |
False |
|
40 |
8,689.42 |
7,400.30 |
1,289.12 |
15.2% |
231.73 |
2.7% |
83% |
False |
False |
|
60 |
9,041.37 |
7,400.30 |
1,641.07 |
19.4% |
210.84 |
2.5% |
65% |
False |
False |
|
80 |
9,367.84 |
7,400.30 |
1,967.54 |
23.2% |
184.26 |
2.2% |
54% |
False |
False |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
23.2% |
174.68 |
2.1% |
54% |
False |
False |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
23.2% |
164.88 |
1.9% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,052.61 |
2.618 |
8,846.31 |
1.618 |
8,719.90 |
1.000 |
8,641.78 |
0.618 |
8,593.49 |
HIGH |
8,515.37 |
0.618 |
8,467.08 |
0.500 |
8,452.17 |
0.382 |
8,437.25 |
LOW |
8,388.96 |
0.618 |
8,310.84 |
1.000 |
8,262.55 |
1.618 |
8,184.43 |
2.618 |
8,058.02 |
4.250 |
7,851.72 |
|
|
Fisher Pivots for day following 19-Oct-1998 |
Pivot |
1 day |
3 day |
R1 |
8,461.69 |
8,383.55 |
PP |
8,456.93 |
8,300.65 |
S1 |
8,452.17 |
8,217.75 |
|