| 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 |
1,208.96 |
1,205.41 |
-3.55 |
-0.3% |
1,265.04 |
| High |
1,231.41 |
1,286.69 |
55.28 |
4.5% |
1,278.82 |
| Low |
1,181.52 |
1,205.41 |
23.89 |
2.0% |
1,118.12 |
| Close |
1,205.41 |
1,286.47 |
81.06 |
6.7% |
1,205.41 |
| Range |
49.89 |
81.28 |
31.39 |
62.9% |
160.70 |
| ATR |
49.48 |
51.75 |
2.27 |
4.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,503.36 |
1,476.20 |
1,331.17 |
|
| R3 |
1,422.08 |
1,394.92 |
1,308.82 |
|
| R2 |
1,340.80 |
1,340.80 |
1,301.37 |
|
| R1 |
1,313.64 |
1,313.64 |
1,293.92 |
1,327.22 |
| PP |
1,259.52 |
1,259.52 |
1,259.52 |
1,266.32 |
| S1 |
1,232.36 |
1,232.36 |
1,279.02 |
1,245.94 |
| S2 |
1,178.24 |
1,178.24 |
1,271.57 |
|
| S3 |
1,096.96 |
1,151.08 |
1,264.12 |
|
| S4 |
1,015.68 |
1,069.80 |
1,241.77 |
|
|
| 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 |
1,286.69 |
1,118.12 |
168.57 |
13.1% |
63.88 |
5.0% |
100% |
True |
False |
|
| 10 |
1,398.77 |
1,118.12 |
280.65 |
21.8% |
65.68 |
5.1% |
60% |
False |
False |
|
| 20 |
1,421.40 |
1,118.12 |
303.28 |
23.6% |
49.88 |
3.9% |
56% |
False |
False |
|
| 40 |
1,485.97 |
1,118.12 |
367.85 |
28.6% |
44.40 |
3.5% |
46% |
False |
False |
|
| 60 |
1,485.97 |
1,118.12 |
367.85 |
28.6% |
38.28 |
3.0% |
46% |
False |
False |
|
| 80 |
1,485.97 |
1,118.12 |
367.85 |
28.6% |
34.83 |
2.7% |
46% |
False |
False |
|
| 100 |
1,485.97 |
1,118.12 |
367.85 |
28.6% |
32.73 |
2.5% |
46% |
False |
False |
|
| 120 |
1,485.97 |
1,118.12 |
367.85 |
28.6% |
30.61 |
2.4% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,632.13 |
|
2.618 |
1,499.48 |
|
1.618 |
1,418.20 |
|
1.000 |
1,367.97 |
|
0.618 |
1,336.92 |
|
HIGH |
1,286.69 |
|
0.618 |
1,255.64 |
|
0.500 |
1,246.05 |
|
0.382 |
1,236.46 |
|
LOW |
1,205.41 |
|
0.618 |
1,155.18 |
|
1.000 |
1,124.13 |
|
1.618 |
1,073.90 |
|
2.618 |
992.62 |
|
4.250 |
859.97 |
|
|
| Fisher Pivots for day following 08-Sep-1998 |
| Pivot |
1 day |
3 day |
| R1 |
1,273.00 |
1,269.02 |
| PP |
1,259.52 |
1,251.56 |
| S1 |
1,246.05 |
1,234.11 |
|