Trading Metrics calculated at close of trading on 27-Oct-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-1998 |
27-Oct-1998 |
Change |
Change % |
Previous Week |
Open |
8,452.29 |
8,432.21 |
-20.08 |
-0.2% |
8,416.76 |
High |
8,521.04 |
8,533.14 |
12.10 |
0.1% |
8,652.86 |
Low |
8,408.01 |
8,346.22 |
-61.79 |
-0.7% |
8,388.96 |
Close |
8,432.21 |
8,366.04 |
-66.17 |
-0.8% |
8,452.29 |
Range |
113.03 |
186.92 |
73.89 |
65.4% |
263.90 |
ATR |
188.07 |
187.98 |
-0.08 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,975.89 |
8,857.89 |
8,468.85 |
|
R3 |
8,788.97 |
8,670.97 |
8,417.44 |
|
R2 |
8,602.05 |
8,602.05 |
8,400.31 |
|
R1 |
8,484.05 |
8,484.05 |
8,383.17 |
8,449.59 |
PP |
8,415.13 |
8,415.13 |
8,415.13 |
8,397.91 |
S1 |
8,297.13 |
8,297.13 |
8,348.91 |
8,262.67 |
S2 |
8,228.21 |
8,228.21 |
8,331.77 |
|
S3 |
8,041.29 |
8,110.21 |
8,314.64 |
|
S4 |
7,854.37 |
7,923.29 |
8,263.23 |
|
|
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 |
8,561.97 |
8,346.22 |
215.75 |
2.6% |
130.79 |
1.6% |
9% |
False |
True |
|
10 |
8,652.86 |
7,878.15 |
774.71 |
9.3% |
168.82 |
2.0% |
63% |
False |
False |
|
20 |
8,652.86 |
7,467.49 |
1,185.37 |
14.2% |
200.04 |
2.4% |
76% |
False |
False |
|
40 |
8,652.86 |
7,400.30 |
1,252.56 |
15.0% |
214.00 |
2.6% |
77% |
False |
False |
|
60 |
8,857.03 |
7,400.30 |
1,456.73 |
17.4% |
209.17 |
2.5% |
66% |
False |
False |
|
80 |
9,367.84 |
7,400.30 |
1,967.54 |
23.5% |
188.68 |
2.3% |
49% |
False |
False |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
23.5% |
175.20 |
2.1% |
49% |
False |
False |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
23.5% |
166.11 |
2.0% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,327.55 |
2.618 |
9,022.50 |
1.618 |
8,835.58 |
1.000 |
8,720.06 |
0.618 |
8,648.66 |
HIGH |
8,533.14 |
0.618 |
8,461.74 |
0.500 |
8,439.68 |
0.382 |
8,417.62 |
LOW |
8,346.22 |
0.618 |
8,230.70 |
1.000 |
8,159.30 |
1.618 |
8,043.78 |
2.618 |
7,856.86 |
4.250 |
7,551.81 |
|
|
Fisher Pivots for day following 27-Oct-1998 |
Pivot |
1 day |
3 day |
R1 |
8,439.68 |
8,439.68 |
PP |
8,415.13 |
8,415.13 |
S1 |
8,390.59 |
8,390.59 |
|