Trading Metrics calculated at close of trading on 16-Nov-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-1998 |
16-Nov-1998 |
Change |
Change % |
Previous Week |
Open |
8,829.48 |
8,919.85 |
90.37 |
1.0% |
8,975.20 |
High |
8,925.51 |
9,030.30 |
104.79 |
1.2% |
8,985.50 |
Low |
8,829.84 |
8,920.88 |
91.04 |
1.0% |
8,792.66 |
Close |
8,919.85 |
9,006.87 |
87.02 |
1.0% |
8,919.85 |
Range |
95.67 |
109.42 |
13.75 |
14.4% |
192.84 |
ATR |
147.05 |
144.44 |
-2.61 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Nov-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,314.28 |
9,269.99 |
9,067.05 |
|
R3 |
9,204.86 |
9,160.57 |
9,036.96 |
|
R2 |
9,095.44 |
9,095.44 |
9,026.93 |
|
R1 |
9,051.15 |
9,051.15 |
9,016.90 |
9,073.30 |
PP |
8,986.02 |
8,986.02 |
8,986.02 |
8,997.09 |
S1 |
8,941.73 |
8,941.73 |
8,996.84 |
8,963.88 |
S2 |
8,876.60 |
8,876.60 |
8,986.81 |
|
S3 |
8,767.18 |
8,832.31 |
8,976.78 |
|
S4 |
8,657.76 |
8,722.89 |
8,946.69 |
|
|
Weekly Pivots for week ending 13-Nov-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,477.86 |
9,391.69 |
9,025.91 |
|
R3 |
9,285.02 |
9,198.85 |
8,972.88 |
|
R2 |
9,092.18 |
9,092.18 |
8,955.20 |
|
R1 |
9,006.01 |
9,006.01 |
8,937.53 |
8,952.68 |
PP |
8,899.34 |
8,899.34 |
8,899.34 |
8,872.67 |
S1 |
8,813.17 |
8,813.17 |
8,902.17 |
8,759.84 |
S2 |
8,706.50 |
8,706.50 |
8,884.50 |
|
S3 |
8,513.66 |
8,620.33 |
8,866.82 |
|
S4 |
8,320.82 |
8,427.49 |
8,813.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,030.30 |
8,792.66 |
237.64 |
2.6% |
103.79 |
1.2% |
90% |
True |
False |
|
10 |
9,030.30 |
8,677.58 |
352.72 |
3.9% |
116.75 |
1.3% |
93% |
True |
False |
|
20 |
9,030.30 |
8,328.71 |
701.59 |
7.8% |
127.98 |
1.4% |
97% |
True |
False |
|
40 |
9,030.30 |
7,467.49 |
1,562.81 |
17.4% |
170.82 |
1.9% |
99% |
True |
False |
|
60 |
9,030.30 |
7,400.30 |
1,630.00 |
18.1% |
197.15 |
2.2% |
99% |
True |
False |
|
80 |
9,041.37 |
7,400.30 |
1,641.07 |
18.2% |
190.13 |
2.1% |
98% |
False |
False |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
21.8% |
173.00 |
1.9% |
82% |
False |
False |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
21.8% |
166.90 |
1.9% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,495.34 |
2.618 |
9,316.76 |
1.618 |
9,207.34 |
1.000 |
9,139.72 |
0.618 |
9,097.92 |
HIGH |
9,030.30 |
0.618 |
8,988.50 |
0.500 |
8,975.59 |
0.382 |
8,962.68 |
LOW |
8,920.88 |
0.618 |
8,853.26 |
1.000 |
8,811.46 |
1.618 |
8,743.84 |
2.618 |
8,634.42 |
4.250 |
8,455.85 |
|
|
Fisher Pivots for day following 16-Nov-1998 |
Pivot |
1 day |
3 day |
R1 |
8,996.44 |
8,978.12 |
PP |
8,986.02 |
8,949.37 |
S1 |
8,975.59 |
8,920.62 |
|