Trading Metrics calculated at close of trading on 21-Oct-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-1998 |
21-Oct-1998 |
Change |
Change % |
Previous Week |
Open |
8,466.45 |
8,505.85 |
39.40 |
0.5% |
7,899.52 |
High |
8,652.86 |
8,561.97 |
-90.89 |
-1.1% |
8,429.38 |
Low |
8,471.86 |
8,446.12 |
-25.74 |
-0.3% |
7,878.15 |
Close |
8,505.85 |
8,519.23 |
13.38 |
0.2% |
8,416.76 |
Range |
181.00 |
115.85 |
-65.15 |
-36.0% |
551.23 |
ATR |
212.63 |
205.72 |
-6.91 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,856.66 |
8,803.79 |
8,582.95 |
|
R3 |
8,740.81 |
8,687.94 |
8,551.09 |
|
R2 |
8,624.96 |
8,624.96 |
8,540.47 |
|
R1 |
8,572.09 |
8,572.09 |
8,529.85 |
8,598.53 |
PP |
8,509.11 |
8,509.11 |
8,509.11 |
8,522.32 |
S1 |
8,456.24 |
8,456.24 |
8,508.61 |
8,482.68 |
S2 |
8,393.26 |
8,393.26 |
8,497.99 |
|
S3 |
8,277.41 |
8,340.39 |
8,487.37 |
|
S4 |
8,161.56 |
8,224.54 |
8,455.51 |
|
|
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 |
7,920.12 |
732.74 |
8.6% |
195.98 |
2.3% |
82% |
False |
False |
|
10 |
8,652.86 |
7,467.49 |
1,185.37 |
13.9% |
199.92 |
2.3% |
89% |
False |
False |
|
20 |
8,652.86 |
7,467.49 |
1,185.37 |
13.9% |
208.74 |
2.5% |
89% |
False |
False |
|
40 |
8,652.86 |
7,400.30 |
1,252.56 |
14.7% |
232.47 |
2.7% |
89% |
False |
False |
|
60 |
9,041.37 |
7,400.30 |
1,641.07 |
19.3% |
209.38 |
2.5% |
68% |
False |
False |
|
80 |
9,367.84 |
7,400.30 |
1,967.54 |
23.1% |
185.91 |
2.2% |
57% |
False |
False |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
23.1% |
175.20 |
2.1% |
57% |
False |
False |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
23.1% |
165.22 |
1.9% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,054.33 |
2.618 |
8,865.27 |
1.618 |
8,749.42 |
1.000 |
8,677.82 |
0.618 |
8,633.57 |
HIGH |
8,561.97 |
0.618 |
8,517.72 |
0.500 |
8,504.05 |
0.382 |
8,490.37 |
LOW |
8,446.12 |
0.618 |
8,374.52 |
1.000 |
8,330.27 |
1.618 |
8,258.67 |
2.618 |
8,142.82 |
4.250 |
7,953.76 |
|
|
Fisher Pivots for day following 21-Oct-1998 |
Pivot |
1 day |
3 day |
R1 |
8,514.17 |
8,520.91 |
PP |
8,509.11 |
8,520.35 |
S1 |
8,504.05 |
8,519.79 |
|