| Trading Metrics calculated at close of trading on 08-Sep-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-1998 |
08-Sep-1998 |
Change |
Change % |
Previous Week |
| Open |
983.41 |
978.86 |
-4.55 |
-0.5% |
1,027.55 |
| High |
991.41 |
1,023.46 |
32.05 |
3.2% |
1,033.47 |
| Low |
956.50 |
973.89 |
17.39 |
1.8% |
939.98 |
| Close |
973.89 |
1,023.46 |
49.57 |
5.1% |
973.89 |
| Range |
34.91 |
49.57 |
14.66 |
42.0% |
93.49 |
| ATR |
28.03 |
29.57 |
1.54 |
5.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,155.65 |
1,139.12 |
1,050.72 |
|
| R3 |
1,106.08 |
1,089.55 |
1,037.09 |
|
| R2 |
1,056.51 |
1,056.51 |
1,032.55 |
|
| R1 |
1,039.98 |
1,039.98 |
1,028.00 |
1,048.25 |
| PP |
1,006.94 |
1,006.94 |
1,006.94 |
1,011.07 |
| S1 |
990.41 |
990.41 |
1,018.92 |
998.68 |
| S2 |
957.37 |
957.37 |
1,014.37 |
|
| S3 |
907.80 |
940.84 |
1,009.83 |
|
| S4 |
858.23 |
891.27 |
996.20 |
|
|
| 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 |
1,023.46 |
939.98 |
83.48 |
8.2% |
38.23 |
3.7% |
100% |
True |
False |
|
| 10 |
1,106.64 |
939.98 |
166.66 |
16.3% |
38.27 |
3.7% |
50% |
False |
False |
|
| 20 |
1,106.64 |
939.98 |
166.66 |
16.3% |
29.37 |
2.9% |
50% |
False |
False |
|
| 40 |
1,190.58 |
939.98 |
250.60 |
24.5% |
24.12 |
2.4% |
33% |
False |
False |
|
| 60 |
1,190.58 |
939.98 |
250.60 |
24.5% |
20.29 |
2.0% |
33% |
False |
False |
|
| 80 |
1,190.58 |
939.98 |
250.60 |
24.5% |
18.82 |
1.8% |
33% |
False |
False |
|
| 100 |
1,190.58 |
939.98 |
250.60 |
24.5% |
17.77 |
1.7% |
33% |
False |
False |
|
| 120 |
1,190.58 |
939.98 |
250.60 |
24.5% |
16.75 |
1.6% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,234.13 |
|
2.618 |
1,153.23 |
|
1.618 |
1,103.66 |
|
1.000 |
1,073.03 |
|
0.618 |
1,054.09 |
|
HIGH |
1,023.46 |
|
0.618 |
1,004.52 |
|
0.500 |
998.68 |
|
0.382 |
992.83 |
|
LOW |
973.89 |
|
0.618 |
943.26 |
|
1.000 |
924.32 |
|
1.618 |
893.69 |
|
2.618 |
844.12 |
|
4.250 |
763.22 |
|
|
| Fisher Pivots for day following 08-Sep-1998 |
| Pivot |
1 day |
3 day |
| R1 |
1,015.20 |
1,012.30 |
| PP |
1,006.94 |
1,001.14 |
| S1 |
998.68 |
989.98 |
|