Trading Metrics calculated at close of trading on 22-Oct-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-1998 |
22-Oct-1998 |
Change |
Change % |
Previous Week |
Open |
8,505.85 |
8,519.23 |
13.38 |
0.2% |
7,899.52 |
High |
8,561.97 |
8,555.79 |
-6.18 |
-0.1% |
8,429.38 |
Low |
8,446.12 |
8,422.17 |
-23.95 |
-0.3% |
7,878.15 |
Close |
8,519.23 |
8,533.14 |
13.91 |
0.2% |
8,416.76 |
Range |
115.85 |
133.62 |
17.77 |
15.3% |
551.23 |
ATR |
205.72 |
200.57 |
-5.15 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,904.56 |
8,852.47 |
8,606.63 |
|
R3 |
8,770.94 |
8,718.85 |
8,569.89 |
|
R2 |
8,637.32 |
8,637.32 |
8,557.64 |
|
R1 |
8,585.23 |
8,585.23 |
8,545.39 |
8,611.28 |
PP |
8,503.70 |
8,503.70 |
8,503.70 |
8,516.72 |
S1 |
8,451.61 |
8,451.61 |
8,520.89 |
8,477.66 |
S2 |
8,370.08 |
8,370.08 |
8,508.64 |
|
S3 |
8,236.46 |
8,317.99 |
8,496.39 |
|
S4 |
8,102.84 |
8,184.37 |
8,459.65 |
|
|
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 |
8,300.39 |
352.47 |
4.1% |
137.17 |
1.6% |
66% |
False |
False |
|
10 |
8,652.86 |
7,666.51 |
986.35 |
11.6% |
184.39 |
2.2% |
88% |
False |
False |
|
20 |
8,652.86 |
7,467.49 |
1,185.37 |
13.9% |
203.09 |
2.4% |
90% |
False |
False |
|
40 |
8,652.86 |
7,400.30 |
1,252.56 |
14.7% |
232.47 |
2.7% |
90% |
False |
False |
|
60 |
9,041.37 |
7,400.30 |
1,641.07 |
19.2% |
209.59 |
2.5% |
69% |
False |
False |
|
80 |
9,367.84 |
7,400.30 |
1,967.54 |
23.1% |
186.44 |
2.2% |
58% |
False |
False |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
23.1% |
175.50 |
2.1% |
58% |
False |
False |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
23.1% |
165.36 |
1.9% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,123.68 |
2.618 |
8,905.61 |
1.618 |
8,771.99 |
1.000 |
8,689.41 |
0.618 |
8,638.37 |
HIGH |
8,555.79 |
0.618 |
8,504.75 |
0.500 |
8,488.98 |
0.382 |
8,473.21 |
LOW |
8,422.17 |
0.618 |
8,339.59 |
1.000 |
8,288.55 |
1.618 |
8,205.97 |
2.618 |
8,072.35 |
4.250 |
7,854.29 |
|
|
Fisher Pivots for day following 22-Oct-1998 |
Pivot |
1 day |
3 day |
R1 |
8,518.42 |
8,537.52 |
PP |
8,503.70 |
8,536.06 |
S1 |
8,488.98 |
8,534.60 |
|