| Trading Metrics calculated at close of trading on 21-Aug-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-1998 |
21-Aug-1998 |
Change |
Change % |
Previous Week |
| Open |
1,097.17 |
1,089.93 |
-7.24 |
-0.7% |
1,062.32 |
| High |
1,098.79 |
1,091.60 |
-7.19 |
-0.7% |
1,106.32 |
| Low |
1,089.55 |
1,054.92 |
-34.63 |
-3.2% |
1,054.92 |
| Close |
1,091.60 |
1,081.24 |
-10.36 |
-0.9% |
1,081.24 |
| Range |
9.24 |
36.68 |
27.44 |
297.0% |
51.40 |
| ATR |
18.47 |
19.77 |
1.30 |
7.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,185.96 |
1,170.28 |
1,101.41 |
|
| R3 |
1,149.28 |
1,133.60 |
1,091.33 |
|
| R2 |
1,112.60 |
1,112.60 |
1,087.96 |
|
| R1 |
1,096.92 |
1,096.92 |
1,084.60 |
1,086.42 |
| PP |
1,075.92 |
1,075.92 |
1,075.92 |
1,070.67 |
| S1 |
1,060.24 |
1,060.24 |
1,077.88 |
1,049.74 |
| S2 |
1,039.24 |
1,039.24 |
1,074.52 |
|
| S3 |
1,002.56 |
1,023.56 |
1,071.15 |
|
| S4 |
965.88 |
986.88 |
1,061.07 |
|
|
| Weekly Pivots for week ending 21-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.03 |
1,209.53 |
1,109.51 |
|
| R3 |
1,183.63 |
1,158.13 |
1,095.38 |
|
| R2 |
1,132.23 |
1,132.23 |
1,090.66 |
|
| R1 |
1,106.73 |
1,106.73 |
1,085.95 |
1,119.48 |
| PP |
1,080.83 |
1,080.83 |
1,080.83 |
1,087.20 |
| S1 |
1,055.33 |
1,055.33 |
1,076.53 |
1,068.08 |
| S2 |
1,029.43 |
1,029.43 |
1,071.82 |
|
| S3 |
978.03 |
1,003.93 |
1,067.11 |
|
| S4 |
926.63 |
952.53 |
1,052.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,106.32 |
1,054.92 |
51.40 |
4.8% |
20.79 |
1.9% |
51% |
False |
True |
|
| 10 |
1,106.32 |
1,054.00 |
52.32 |
4.8% |
20.32 |
1.9% |
52% |
False |
False |
|
| 20 |
1,147.27 |
1,054.00 |
93.27 |
8.6% |
21.75 |
2.0% |
29% |
False |
False |
|
| 40 |
1,190.58 |
1,054.00 |
136.58 |
12.6% |
17.07 |
1.6% |
20% |
False |
False |
|
| 60 |
1,190.58 |
1,054.00 |
136.58 |
12.6% |
16.51 |
1.5% |
20% |
False |
False |
|
| 80 |
1,190.58 |
1,054.00 |
136.58 |
12.6% |
15.64 |
1.4% |
20% |
False |
False |
|
| 100 |
1,190.58 |
1,054.00 |
136.58 |
12.6% |
15.09 |
1.4% |
20% |
False |
False |
|
| 120 |
1,190.58 |
1,030.87 |
159.71 |
14.8% |
14.42 |
1.3% |
32% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,247.49 |
|
2.618 |
1,187.63 |
|
1.618 |
1,150.95 |
|
1.000 |
1,128.28 |
|
0.618 |
1,114.27 |
|
HIGH |
1,091.60 |
|
0.618 |
1,077.59 |
|
0.500 |
1,073.26 |
|
0.382 |
1,068.93 |
|
LOW |
1,054.92 |
|
0.618 |
1,032.25 |
|
1.000 |
1,018.24 |
|
1.618 |
995.57 |
|
2.618 |
958.89 |
|
4.250 |
899.03 |
|
|
| Fisher Pivots for day following 21-Aug-1998 |
| Pivot |
1 day |
3 day |
| R1 |
1,078.58 |
1,081.03 |
| PP |
1,075.92 |
1,080.83 |
| S1 |
1,073.26 |
1,080.62 |
|