Trading Metrics calculated at close of trading on 26-Oct-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-1998 |
26-Oct-1998 |
Change |
Change % |
Previous Week |
Open |
8,533.14 |
8,452.29 |
-80.85 |
-0.9% |
8,416.76 |
High |
8,531.34 |
8,521.04 |
-10.30 |
-0.1% |
8,652.86 |
Low |
8,426.81 |
8,408.01 |
-18.80 |
-0.2% |
8,388.96 |
Close |
8,452.29 |
8,432.21 |
-20.08 |
-0.2% |
8,452.29 |
Range |
104.53 |
113.03 |
8.50 |
8.1% |
263.90 |
ATR |
193.84 |
188.07 |
-5.77 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,792.84 |
8,725.56 |
8,494.38 |
|
R3 |
8,679.81 |
8,612.53 |
8,463.29 |
|
R2 |
8,566.78 |
8,566.78 |
8,452.93 |
|
R1 |
8,499.50 |
8,499.50 |
8,442.57 |
8,476.63 |
PP |
8,453.75 |
8,453.75 |
8,453.75 |
8,442.32 |
S1 |
8,386.47 |
8,386.47 |
8,421.85 |
8,363.60 |
S2 |
8,340.72 |
8,340.72 |
8,411.49 |
|
S3 |
8,227.69 |
8,273.44 |
8,401.13 |
|
S4 |
8,114.66 |
8,160.41 |
8,370.04 |
|
|
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 |
8,408.01 |
244.85 |
2.9% |
129.61 |
1.5% |
10% |
False |
True |
|
10 |
8,652.86 |
7,878.15 |
774.71 |
9.2% |
162.66 |
1.9% |
72% |
False |
False |
|
20 |
8,652.86 |
7,467.49 |
1,185.37 |
14.1% |
197.44 |
2.3% |
81% |
False |
False |
|
40 |
8,652.86 |
7,400.30 |
1,252.56 |
14.9% |
223.23 |
2.6% |
82% |
False |
False |
|
60 |
8,886.12 |
7,400.30 |
1,485.82 |
17.6% |
207.72 |
2.5% |
69% |
False |
False |
|
80 |
9,367.84 |
7,400.30 |
1,967.54 |
23.3% |
187.48 |
2.2% |
52% |
False |
False |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
23.3% |
175.02 |
2.1% |
52% |
False |
False |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
23.3% |
165.31 |
2.0% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,001.42 |
2.618 |
8,816.95 |
1.618 |
8,703.92 |
1.000 |
8,634.07 |
0.618 |
8,590.89 |
HIGH |
8,521.04 |
0.618 |
8,477.86 |
0.500 |
8,464.53 |
0.382 |
8,451.19 |
LOW |
8,408.01 |
0.618 |
8,338.16 |
1.000 |
8,294.98 |
1.618 |
8,225.13 |
2.618 |
8,112.10 |
4.250 |
7,927.63 |
|
|
Fisher Pivots for day following 26-Oct-1998 |
Pivot |
1 day |
3 day |
R1 |
8,464.53 |
8,481.90 |
PP |
8,453.75 |
8,465.34 |
S1 |
8,442.98 |
8,448.77 |
|