| Trading Metrics calculated at close of trading on 01-Sep-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-1998 |
01-Sep-1998 |
Change |
Change % |
Previous Week |
| Open |
1,265.04 |
1,140.34 |
-124.70 |
-9.9% |
1,374.77 |
| High |
1,278.82 |
1,220.04 |
-58.78 |
-4.6% |
1,398.77 |
| Low |
1,140.03 |
1,118.12 |
-21.91 |
-1.9% |
1,249.49 |
| Close |
1,140.34 |
1,215.06 |
74.72 |
6.6% |
1,265.04 |
| Range |
138.79 |
101.92 |
-36.87 |
-26.6% |
149.28 |
| ATR |
46.50 |
50.45 |
3.96 |
8.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,490.17 |
1,454.53 |
1,271.12 |
|
| R3 |
1,388.25 |
1,352.61 |
1,243.09 |
|
| R2 |
1,286.33 |
1,286.33 |
1,233.75 |
|
| R1 |
1,250.69 |
1,250.69 |
1,224.40 |
1,268.51 |
| PP |
1,184.41 |
1,184.41 |
1,184.41 |
1,193.32 |
| S1 |
1,148.77 |
1,148.77 |
1,205.72 |
1,166.59 |
| S2 |
1,082.49 |
1,082.49 |
1,196.37 |
|
| S3 |
980.57 |
1,046.85 |
1,187.03 |
|
| S4 |
878.65 |
944.93 |
1,159.00 |
|
|
| Weekly Pivots for week ending 28-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,752.27 |
1,657.94 |
1,347.14 |
|
| R3 |
1,602.99 |
1,508.66 |
1,306.09 |
|
| R2 |
1,453.71 |
1,453.71 |
1,292.41 |
|
| R1 |
1,359.38 |
1,359.38 |
1,278.72 |
1,331.91 |
| PP |
1,304.43 |
1,304.43 |
1,304.43 |
1,290.70 |
| S1 |
1,210.10 |
1,210.10 |
1,251.36 |
1,182.63 |
| S2 |
1,155.15 |
1,155.15 |
1,237.67 |
|
| S3 |
1,005.87 |
1,060.82 |
1,223.99 |
|
| S4 |
856.59 |
911.54 |
1,182.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,388.35 |
1,118.12 |
270.23 |
22.2% |
82.30 |
6.8% |
36% |
False |
True |
|
| 10 |
1,421.40 |
1,118.12 |
303.28 |
25.0% |
56.43 |
4.6% |
32% |
False |
True |
|
| 20 |
1,421.40 |
1,118.12 |
303.28 |
25.0% |
46.71 |
3.8% |
32% |
False |
True |
|
| 40 |
1,485.97 |
1,118.12 |
367.85 |
30.3% |
41.69 |
3.4% |
26% |
False |
True |
|
| 60 |
1,485.97 |
1,118.12 |
367.85 |
30.3% |
36.28 |
3.0% |
26% |
False |
True |
|
| 80 |
1,485.97 |
1,118.12 |
367.85 |
30.3% |
33.36 |
2.7% |
26% |
False |
True |
|
| 100 |
1,485.97 |
1,118.12 |
367.85 |
30.3% |
31.35 |
2.6% |
26% |
False |
True |
|
| 120 |
1,485.97 |
1,118.12 |
367.85 |
30.3% |
29.39 |
2.4% |
26% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,653.20 |
|
2.618 |
1,486.87 |
|
1.618 |
1,384.95 |
|
1.000 |
1,321.96 |
|
0.618 |
1,283.03 |
|
HIGH |
1,220.04 |
|
0.618 |
1,181.11 |
|
0.500 |
1,169.08 |
|
0.382 |
1,157.05 |
|
LOW |
1,118.12 |
|
0.618 |
1,055.13 |
|
1.000 |
1,016.20 |
|
1.618 |
953.21 |
|
2.618 |
851.29 |
|
4.250 |
684.96 |
|
|
| Fisher Pivots for day following 01-Sep-1998 |
| Pivot |
1 day |
3 day |
| R1 |
1,199.73 |
1,219.19 |
| PP |
1,184.41 |
1,217.81 |
| S1 |
1,169.08 |
1,216.44 |
|