Trading Metrics calculated at close of trading on 23-Oct-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-1998 |
23-Oct-1998 |
Change |
Change % |
Previous Week |
Open |
8,519.23 |
8,533.14 |
13.91 |
0.2% |
8,416.76 |
High |
8,555.79 |
8,531.34 |
-24.45 |
-0.3% |
8,652.86 |
Low |
8,422.17 |
8,426.81 |
4.64 |
0.1% |
8,388.96 |
Close |
8,533.14 |
8,452.29 |
-80.85 |
-0.9% |
8,452.29 |
Range |
133.62 |
104.53 |
-29.09 |
-21.8% |
263.90 |
ATR |
200.57 |
193.84 |
-6.73 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,783.74 |
8,722.54 |
8,509.78 |
|
R3 |
8,679.21 |
8,618.01 |
8,481.04 |
|
R2 |
8,574.68 |
8,574.68 |
8,471.45 |
|
R1 |
8,513.48 |
8,513.48 |
8,461.87 |
8,491.82 |
PP |
8,470.15 |
8,470.15 |
8,470.15 |
8,459.31 |
S1 |
8,408.95 |
8,408.95 |
8,442.71 |
8,387.29 |
S2 |
8,365.62 |
8,365.62 |
8,433.13 |
|
S3 |
8,261.09 |
8,304.42 |
8,423.54 |
|
S4 |
8,156.56 |
8,199.89 |
8,394.80 |
|
|
Weekly Pivots for week ending 23-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,289.74 |
9,134.91 |
8,597.44 |
|
R3 |
9,025.84 |
8,871.01 |
8,524.86 |
|
R2 |
8,761.94 |
8,761.94 |
8,500.67 |
|
R1 |
8,607.11 |
8,607.11 |
8,476.48 |
8,684.53 |
PP |
8,498.04 |
8,498.04 |
8,498.04 |
8,536.74 |
S1 |
8,343.21 |
8,343.21 |
8,428.10 |
8,420.63 |
S2 |
8,234.14 |
8,234.14 |
8,403.91 |
|
S3 |
7,970.24 |
8,079.31 |
8,379.72 |
|
S4 |
7,706.34 |
7,815.41 |
8,307.15 |
|
|
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 |
8,388.96 |
263.90 |
3.1% |
132.28 |
1.6% |
24% |
False |
False |
|
10 |
8,652.86 |
7,878.15 |
774.71 |
9.2% |
169.77 |
2.0% |
74% |
False |
False |
|
20 |
8,652.86 |
7,467.49 |
1,185.37 |
14.0% |
198.49 |
2.3% |
83% |
False |
False |
|
40 |
8,652.86 |
7,400.30 |
1,252.56 |
14.8% |
226.23 |
2.7% |
84% |
False |
False |
|
60 |
9,030.04 |
7,400.30 |
1,629.74 |
19.3% |
209.20 |
2.5% |
65% |
False |
False |
|
80 |
9,367.84 |
7,400.30 |
1,967.54 |
23.3% |
186.62 |
2.2% |
53% |
False |
False |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
23.3% |
175.16 |
2.1% |
53% |
False |
False |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
23.3% |
165.45 |
2.0% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,975.59 |
2.618 |
8,805.00 |
1.618 |
8,700.47 |
1.000 |
8,635.87 |
0.618 |
8,595.94 |
HIGH |
8,531.34 |
0.618 |
8,491.41 |
0.500 |
8,479.08 |
0.382 |
8,466.74 |
LOW |
8,426.81 |
0.618 |
8,362.21 |
1.000 |
8,322.28 |
1.618 |
8,257.68 |
2.618 |
8,153.15 |
4.250 |
7,982.56 |
|
|
Fisher Pivots for day following 23-Oct-1998 |
Pivot |
1 day |
3 day |
R1 |
8,479.08 |
8,492.07 |
PP |
8,470.15 |
8,478.81 |
S1 |
8,461.22 |
8,465.55 |
|