Trading Metrics calculated at close of trading on 24-Nov-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-1998 |
24-Nov-1998 |
Change |
Change % |
Previous Week |
Open |
9,367.32 |
9,367.32 |
0.00 |
0.0% |
8,919.85 |
High |
9,367.32 |
9,380.20 |
12.88 |
0.1% |
9,161.35 |
Low |
9,159.29 |
9,289.05 |
129.76 |
1.4% |
8,920.88 |
Close |
9,367.32 |
9,300.64 |
-66.68 |
-0.7% |
9,153.37 |
Range |
208.03 |
91.15 |
-116.88 |
-56.2% |
240.47 |
ATR |
140.71 |
137.17 |
-3.54 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Nov-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,596.75 |
9,539.84 |
9,350.77 |
|
R3 |
9,505.60 |
9,448.69 |
9,325.71 |
|
R2 |
9,414.45 |
9,414.45 |
9,317.35 |
|
R1 |
9,357.54 |
9,357.54 |
9,309.00 |
9,340.42 |
PP |
9,323.30 |
9,323.30 |
9,323.30 |
9,314.74 |
S1 |
9,266.39 |
9,266.39 |
9,292.28 |
9,249.27 |
S2 |
9,232.15 |
9,232.15 |
9,283.93 |
|
S3 |
9,141.00 |
9,175.24 |
9,275.57 |
|
S4 |
9,049.85 |
9,084.09 |
9,250.51 |
|
|
Weekly Pivots for week ending 20-Nov-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,799.94 |
9,717.13 |
9,285.63 |
|
R3 |
9,559.47 |
9,476.66 |
9,219.50 |
|
R2 |
9,319.00 |
9,319.00 |
9,197.46 |
|
R1 |
9,236.19 |
9,236.19 |
9,175.41 |
9,277.60 |
PP |
9,078.53 |
9,078.53 |
9,078.53 |
9,099.24 |
S1 |
8,995.72 |
8,995.72 |
9,131.33 |
9,037.13 |
S2 |
8,838.06 |
8,838.06 |
9,109.28 |
|
S3 |
8,597.59 |
8,755.25 |
9,087.24 |
|
S4 |
8,357.12 |
8,514.78 |
9,021.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,380.20 |
8,957.18 |
423.02 |
4.5% |
112.31 |
1.2% |
81% |
True |
False |
|
10 |
9,380.20 |
8,792.66 |
587.54 |
6.3% |
118.09 |
1.3% |
86% |
True |
False |
|
20 |
9,380.20 |
8,328.71 |
1,051.49 |
11.3% |
123.01 |
1.3% |
92% |
True |
False |
|
40 |
9,380.20 |
7,467.49 |
1,912.71 |
20.6% |
161.52 |
1.7% |
96% |
True |
False |
|
60 |
9,380.20 |
7,400.30 |
1,979.90 |
21.3% |
183.67 |
2.0% |
96% |
True |
False |
|
80 |
9,380.20 |
7,400.30 |
1,979.90 |
21.3% |
187.63 |
2.0% |
96% |
True |
False |
|
100 |
9,380.20 |
7,400.30 |
1,979.90 |
21.3% |
175.54 |
1.9% |
96% |
True |
False |
|
120 |
9,380.20 |
7,400.30 |
1,979.90 |
21.3% |
166.50 |
1.8% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,767.59 |
2.618 |
9,618.83 |
1.618 |
9,527.68 |
1.000 |
9,471.35 |
0.618 |
9,436.53 |
HIGH |
9,380.20 |
0.618 |
9,345.38 |
0.500 |
9,334.63 |
0.382 |
9,323.87 |
LOW |
9,289.05 |
0.618 |
9,232.72 |
1.000 |
9,197.90 |
1.618 |
9,141.57 |
2.618 |
9,050.42 |
4.250 |
8,901.66 |
|
|
Fisher Pivots for day following 24-Nov-1998 |
Pivot |
1 day |
3 day |
R1 |
9,334.63 |
9,273.56 |
PP |
9,323.30 |
9,246.49 |
S1 |
9,311.97 |
9,219.41 |
|