| Trading Metrics calculated at close of trading on 03-Sep-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-1998 |
03-Sep-1998 |
Change |
Change % |
Previous Week |
| Open |
995.22 |
988.98 |
-6.24 |
-0.6% |
1,081.45 |
| High |
1,013.19 |
990.47 |
-22.72 |
-2.2% |
1,106.64 |
| Low |
988.40 |
969.32 |
-19.08 |
-1.9% |
1,021.04 |
| Close |
990.47 |
982.26 |
-8.21 |
-0.8% |
1,027.14 |
| Range |
24.79 |
21.15 |
-3.64 |
-14.7% |
85.60 |
| ATR |
27.99 |
27.50 |
-0.49 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,044.13 |
1,034.35 |
993.89 |
|
| R3 |
1,022.98 |
1,013.20 |
988.08 |
|
| R2 |
1,001.83 |
1,001.83 |
986.14 |
|
| R1 |
992.05 |
992.05 |
984.20 |
986.37 |
| PP |
980.68 |
980.68 |
980.68 |
977.84 |
| S1 |
970.90 |
970.90 |
980.32 |
965.22 |
| S2 |
959.53 |
959.53 |
978.38 |
|
| S3 |
938.38 |
949.75 |
976.44 |
|
| S4 |
917.23 |
928.60 |
970.63 |
|
|
| Weekly Pivots for week ending 28-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,308.41 |
1,253.37 |
1,074.22 |
|
| R3 |
1,222.81 |
1,167.77 |
1,050.68 |
|
| R2 |
1,137.21 |
1,137.21 |
1,042.83 |
|
| R1 |
1,082.17 |
1,082.17 |
1,034.99 |
1,066.89 |
| PP |
1,051.61 |
1,051.61 |
1,051.61 |
1,043.97 |
| S1 |
996.57 |
996.57 |
1,019.29 |
981.29 |
| S2 |
966.01 |
966.01 |
1,011.45 |
|
| S3 |
880.41 |
910.97 |
1,003.60 |
|
| S4 |
794.81 |
825.37 |
980.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,051.80 |
939.98 |
111.82 |
11.4% |
42.72 |
4.3% |
38% |
False |
False |
|
| 10 |
1,106.64 |
939.98 |
166.66 |
17.0% |
34.75 |
3.5% |
25% |
False |
False |
|
| 20 |
1,106.64 |
939.98 |
166.66 |
17.0% |
26.59 |
2.7% |
25% |
False |
False |
|
| 40 |
1,190.58 |
939.98 |
250.60 |
25.5% |
22.58 |
2.3% |
17% |
False |
False |
|
| 60 |
1,190.58 |
939.98 |
250.60 |
25.5% |
19.52 |
2.0% |
17% |
False |
False |
|
| 80 |
1,190.58 |
939.98 |
250.60 |
25.5% |
18.00 |
1.8% |
17% |
False |
False |
|
| 100 |
1,190.58 |
939.98 |
250.60 |
25.5% |
17.15 |
1.7% |
17% |
False |
False |
|
| 120 |
1,190.58 |
939.98 |
250.60 |
25.5% |
16.18 |
1.6% |
17% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,080.36 |
|
2.618 |
1,045.84 |
|
1.618 |
1,024.69 |
|
1.000 |
1,011.62 |
|
0.618 |
1,003.54 |
|
HIGH |
990.47 |
|
0.618 |
982.39 |
|
0.500 |
979.90 |
|
0.382 |
977.40 |
|
LOW |
969.32 |
|
0.618 |
956.25 |
|
1.000 |
948.17 |
|
1.618 |
935.10 |
|
2.618 |
913.95 |
|
4.250 |
879.43 |
|
|
| Fisher Pivots for day following 03-Sep-1998 |
| Pivot |
1 day |
3 day |
| R1 |
981.47 |
980.37 |
| PP |
980.68 |
978.48 |
| S1 |
979.90 |
976.59 |
|