| Trading Metrics calculated at close of trading on 02-Sep-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-1998 |
02-Sep-1998 |
Change |
Change % |
Previous Week |
| Open |
1,140.34 |
1,215.06 |
74.72 |
6.6% |
1,374.77 |
| High |
1,220.04 |
1,257.08 |
37.04 |
3.0% |
1,398.77 |
| Low |
1,118.12 |
1,214.54 |
96.42 |
8.6% |
1,249.49 |
| Close |
1,215.06 |
1,221.44 |
6.38 |
0.5% |
1,265.04 |
| Range |
101.92 |
42.54 |
-59.38 |
-58.3% |
149.28 |
| ATR |
50.45 |
49.89 |
-0.57 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,358.64 |
1,332.58 |
1,244.84 |
|
| R3 |
1,316.10 |
1,290.04 |
1,233.14 |
|
| R2 |
1,273.56 |
1,273.56 |
1,229.24 |
|
| R1 |
1,247.50 |
1,247.50 |
1,225.34 |
1,260.53 |
| PP |
1,231.02 |
1,231.02 |
1,231.02 |
1,237.54 |
| S1 |
1,204.96 |
1,204.96 |
1,217.54 |
1,217.99 |
| S2 |
1,188.48 |
1,188.48 |
1,213.64 |
|
| S3 |
1,145.94 |
1,162.42 |
1,209.74 |
|
| S4 |
1,103.40 |
1,119.88 |
1,198.04 |
|
|
| 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 |
1,374.05 |
1,118.12 |
255.93 |
21.0% |
85.30 |
7.0% |
40% |
False |
False |
|
| 10 |
1,404.79 |
1,118.12 |
286.67 |
23.5% |
58.18 |
4.8% |
36% |
False |
False |
|
| 20 |
1,421.40 |
1,118.12 |
303.28 |
24.8% |
46.18 |
3.8% |
34% |
False |
False |
|
| 40 |
1,485.97 |
1,118.12 |
367.85 |
30.1% |
41.95 |
3.4% |
28% |
False |
False |
|
| 60 |
1,485.97 |
1,118.12 |
367.85 |
30.1% |
36.65 |
3.0% |
28% |
False |
False |
|
| 80 |
1,485.97 |
1,118.12 |
367.85 |
30.1% |
33.52 |
2.7% |
28% |
False |
False |
|
| 100 |
1,485.97 |
1,118.12 |
367.85 |
30.1% |
31.56 |
2.6% |
28% |
False |
False |
|
| 120 |
1,485.97 |
1,118.12 |
367.85 |
30.1% |
29.60 |
2.4% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,437.88 |
|
2.618 |
1,368.45 |
|
1.618 |
1,325.91 |
|
1.000 |
1,299.62 |
|
0.618 |
1,283.37 |
|
HIGH |
1,257.08 |
|
0.618 |
1,240.83 |
|
0.500 |
1,235.81 |
|
0.382 |
1,230.79 |
|
LOW |
1,214.54 |
|
0.618 |
1,188.25 |
|
1.000 |
1,172.00 |
|
1.618 |
1,145.71 |
|
2.618 |
1,103.17 |
|
4.250 |
1,033.75 |
|
|
| Fisher Pivots for day following 02-Sep-1998 |
| Pivot |
1 day |
3 day |
| R1 |
1,235.81 |
1,213.78 |
| PP |
1,231.02 |
1,206.13 |
| S1 |
1,226.23 |
1,198.47 |
|