Trading Metrics calculated at close of trading on 20-Oct-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-1998 |
20-Oct-1998 |
Change |
Change % |
Previous Week |
Open |
8,416.76 |
8,466.45 |
49.69 |
0.6% |
7,899.52 |
High |
8,515.37 |
8,652.86 |
137.49 |
1.6% |
8,429.38 |
Low |
8,388.96 |
8,471.86 |
82.90 |
1.0% |
7,878.15 |
Close |
8,466.45 |
8,505.85 |
39.40 |
0.5% |
8,416.76 |
Range |
126.41 |
181.00 |
54.59 |
43.2% |
551.23 |
ATR |
214.65 |
212.63 |
-2.02 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,086.52 |
8,977.19 |
8,605.40 |
|
R3 |
8,905.52 |
8,796.19 |
8,555.63 |
|
R2 |
8,724.52 |
8,724.52 |
8,539.03 |
|
R1 |
8,615.19 |
8,615.19 |
8,522.44 |
8,669.86 |
PP |
8,543.52 |
8,543.52 |
8,543.52 |
8,570.86 |
S1 |
8,434.19 |
8,434.19 |
8,489.26 |
8,488.86 |
S2 |
8,362.52 |
8,362.52 |
8,472.67 |
|
S3 |
8,181.52 |
8,253.19 |
8,456.08 |
|
S4 |
8,000.52 |
8,072.19 |
8,406.30 |
|
|
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 |
8,652.86 |
7,878.15 |
774.71 |
9.1% |
206.84 |
2.4% |
81% |
True |
False |
|
10 |
8,652.86 |
7,467.49 |
1,185.37 |
13.9% |
211.25 |
2.5% |
88% |
True |
False |
|
20 |
8,652.86 |
7,467.49 |
1,185.37 |
13.9% |
216.16 |
2.5% |
88% |
True |
False |
|
40 |
8,689.42 |
7,400.30 |
1,289.12 |
15.2% |
233.35 |
2.7% |
86% |
False |
False |
|
60 |
9,041.37 |
7,400.30 |
1,641.07 |
19.3% |
210.99 |
2.5% |
67% |
False |
False |
|
80 |
9,367.84 |
7,400.30 |
1,967.54 |
23.1% |
185.80 |
2.2% |
56% |
False |
False |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
23.1% |
175.22 |
2.1% |
56% |
False |
False |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
23.1% |
164.93 |
1.9% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,422.11 |
2.618 |
9,126.72 |
1.618 |
8,945.72 |
1.000 |
8,833.86 |
0.618 |
8,764.72 |
HIGH |
8,652.86 |
0.618 |
8,583.72 |
0.500 |
8,562.36 |
0.382 |
8,541.00 |
LOW |
8,471.86 |
0.618 |
8,360.00 |
1.000 |
8,290.86 |
1.618 |
8,179.00 |
2.618 |
7,998.00 |
4.250 |
7,702.61 |
|
|
Fisher Pivots for day following 20-Oct-1998 |
Pivot |
1 day |
3 day |
R1 |
8,562.36 |
8,496.11 |
PP |
8,543.52 |
8,486.37 |
S1 |
8,524.69 |
8,476.63 |
|