| Trading Metrics calculated at close of trading on 04-Sep-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-1998 |
04-Sep-1998 |
Change |
Change % |
Previous Week |
| Open |
988.98 |
983.41 |
-5.57 |
-0.6% |
1,027.55 |
| High |
990.47 |
991.41 |
0.94 |
0.1% |
1,033.47 |
| Low |
969.32 |
956.50 |
-12.82 |
-1.3% |
939.98 |
| Close |
982.26 |
973.89 |
-8.37 |
-0.9% |
973.89 |
| Range |
21.15 |
34.91 |
13.76 |
65.1% |
93.49 |
| ATR |
27.50 |
28.03 |
0.53 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,078.66 |
1,061.19 |
993.09 |
|
| R3 |
1,043.75 |
1,026.28 |
983.49 |
|
| R2 |
1,008.84 |
1,008.84 |
980.29 |
|
| R1 |
991.37 |
991.37 |
977.09 |
982.65 |
| PP |
973.93 |
973.93 |
973.93 |
969.58 |
| S1 |
956.46 |
956.46 |
970.69 |
947.74 |
| S2 |
939.02 |
939.02 |
967.49 |
|
| S3 |
904.11 |
921.55 |
964.29 |
|
| S4 |
869.20 |
886.64 |
954.69 |
|
|
| Weekly Pivots for week ending 04-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,262.92 |
1,211.89 |
1,025.31 |
|
| R3 |
1,169.43 |
1,118.40 |
999.60 |
|
| R2 |
1,075.94 |
1,075.94 |
991.03 |
|
| R1 |
1,024.91 |
1,024.91 |
982.46 |
1,003.68 |
| PP |
982.45 |
982.45 |
982.45 |
971.83 |
| S1 |
931.42 |
931.42 |
965.32 |
910.19 |
| S2 |
888.96 |
888.96 |
956.75 |
|
| S3 |
795.47 |
837.93 |
948.18 |
|
| S4 |
701.98 |
744.44 |
922.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,033.47 |
939.98 |
93.49 |
9.6% |
43.55 |
4.5% |
36% |
False |
False |
|
| 10 |
1,106.64 |
939.98 |
166.66 |
17.1% |
34.57 |
3.6% |
20% |
False |
False |
|
| 20 |
1,106.64 |
939.98 |
166.66 |
17.1% |
27.45 |
2.8% |
20% |
False |
False |
|
| 40 |
1,190.58 |
939.98 |
250.60 |
25.7% |
23.05 |
2.4% |
14% |
False |
False |
|
| 60 |
1,190.58 |
939.98 |
250.60 |
25.7% |
19.77 |
2.0% |
14% |
False |
False |
|
| 80 |
1,190.58 |
939.98 |
250.60 |
25.7% |
18.34 |
1.9% |
14% |
False |
False |
|
| 100 |
1,190.58 |
939.98 |
250.60 |
25.7% |
17.42 |
1.8% |
14% |
False |
False |
|
| 120 |
1,190.58 |
939.98 |
250.60 |
25.7% |
16.41 |
1.7% |
14% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,139.78 |
|
2.618 |
1,082.80 |
|
1.618 |
1,047.89 |
|
1.000 |
1,026.32 |
|
0.618 |
1,012.98 |
|
HIGH |
991.41 |
|
0.618 |
978.07 |
|
0.500 |
973.96 |
|
0.382 |
969.84 |
|
LOW |
956.50 |
|
0.618 |
934.93 |
|
1.000 |
921.59 |
|
1.618 |
900.02 |
|
2.618 |
865.11 |
|
4.250 |
808.13 |
|
|
| Fisher Pivots for day following 04-Sep-1998 |
| Pivot |
1 day |
3 day |
| R1 |
973.96 |
984.85 |
| PP |
973.93 |
981.19 |
| S1 |
973.91 |
977.54 |
|