| 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 |
1,221.44 |
1,208.96 |
-12.48 |
-1.0% |
1,265.04 |
| High |
1,230.14 |
1,231.41 |
1.27 |
0.1% |
1,278.82 |
| Low |
1,186.38 |
1,181.52 |
-4.86 |
-0.4% |
1,118.12 |
| Close |
1,208.96 |
1,205.41 |
-3.55 |
-0.3% |
1,205.41 |
| Range |
43.76 |
49.89 |
6.13 |
14.0% |
160.70 |
| ATR |
49.45 |
49.48 |
0.03 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,355.78 |
1,330.49 |
1,232.85 |
|
| R3 |
1,305.89 |
1,280.60 |
1,219.13 |
|
| R2 |
1,256.00 |
1,256.00 |
1,214.56 |
|
| R1 |
1,230.71 |
1,230.71 |
1,209.98 |
1,218.41 |
| PP |
1,206.11 |
1,206.11 |
1,206.11 |
1,199.97 |
| S1 |
1,180.82 |
1,180.82 |
1,200.84 |
1,168.52 |
| S2 |
1,156.22 |
1,156.22 |
1,196.26 |
|
| S3 |
1,106.33 |
1,130.93 |
1,191.69 |
|
| S4 |
1,056.44 |
1,081.04 |
1,177.97 |
|
|
| Weekly Pivots for week ending 04-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,682.88 |
1,604.85 |
1,293.80 |
|
| R3 |
1,522.18 |
1,444.15 |
1,249.60 |
|
| R2 |
1,361.48 |
1,361.48 |
1,234.87 |
|
| R1 |
1,283.45 |
1,283.45 |
1,220.14 |
1,242.12 |
| PP |
1,200.78 |
1,200.78 |
1,200.78 |
1,180.12 |
| S1 |
1,122.75 |
1,122.75 |
1,190.68 |
1,081.42 |
| S2 |
1,040.08 |
1,040.08 |
1,175.95 |
|
| S3 |
879.38 |
962.05 |
1,161.22 |
|
| S4 |
718.68 |
801.35 |
1,117.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,278.82 |
1,118.12 |
160.70 |
13.3% |
75.38 |
6.3% |
54% |
False |
False |
|
| 10 |
1,398.77 |
1,118.12 |
280.65 |
23.3% |
60.14 |
5.0% |
31% |
False |
False |
|
| 20 |
1,421.40 |
1,118.12 |
303.28 |
25.2% |
46.96 |
3.9% |
29% |
False |
False |
|
| 40 |
1,485.97 |
1,118.12 |
367.85 |
30.5% |
43.12 |
3.6% |
24% |
False |
False |
|
| 60 |
1,485.97 |
1,118.12 |
367.85 |
30.5% |
37.41 |
3.1% |
24% |
False |
False |
|
| 80 |
1,485.97 |
1,118.12 |
367.85 |
30.5% |
34.19 |
2.8% |
24% |
False |
False |
|
| 100 |
1,485.97 |
1,118.12 |
367.85 |
30.5% |
32.05 |
2.7% |
24% |
False |
False |
|
| 120 |
1,485.97 |
1,118.12 |
367.85 |
30.5% |
30.10 |
2.5% |
24% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,443.44 |
|
2.618 |
1,362.02 |
|
1.618 |
1,312.13 |
|
1.000 |
1,281.30 |
|
0.618 |
1,262.24 |
|
HIGH |
1,231.41 |
|
0.618 |
1,212.35 |
|
0.500 |
1,206.47 |
|
0.382 |
1,200.58 |
|
LOW |
1,181.52 |
|
0.618 |
1,150.69 |
|
1.000 |
1,131.63 |
|
1.618 |
1,100.80 |
|
2.618 |
1,050.91 |
|
4.250 |
969.49 |
|
|
| Fisher Pivots for day following 04-Sep-1998 |
| Pivot |
1 day |
3 day |
| R1 |
1,206.47 |
1,219.30 |
| PP |
1,206.11 |
1,214.67 |
| S1 |
1,205.76 |
1,210.04 |
|