| Trading Metrics calculated at close of trading on 15-Sep-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-1998 |
15-Sep-1998 |
Change |
Change % |
Previous Week |
| Open |
1,290.20 |
1,308.23 |
18.03 |
1.4% |
1,205.41 |
| High |
1,319.97 |
1,324.37 |
4.40 |
0.3% |
1,320.30 |
| Low |
1,290.20 |
1,295.48 |
5.28 |
0.4% |
1,205.41 |
| Close |
1,308.23 |
1,324.19 |
15.96 |
1.2% |
1,290.20 |
| Range |
29.77 |
28.89 |
-0.88 |
-3.0% |
114.89 |
| ATR |
50.46 |
48.92 |
-1.54 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,401.35 |
1,391.66 |
1,340.08 |
|
| R3 |
1,372.46 |
1,362.77 |
1,332.13 |
|
| R2 |
1,343.57 |
1,343.57 |
1,329.49 |
|
| R1 |
1,333.88 |
1,333.88 |
1,326.84 |
1,338.73 |
| PP |
1,314.68 |
1,314.68 |
1,314.68 |
1,317.10 |
| S1 |
1,304.99 |
1,304.99 |
1,321.54 |
1,309.84 |
| S2 |
1,285.79 |
1,285.79 |
1,318.89 |
|
| S3 |
1,256.90 |
1,276.10 |
1,316.25 |
|
| S4 |
1,228.01 |
1,247.21 |
1,308.30 |
|
|
| Weekly Pivots for week ending 11-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,616.64 |
1,568.31 |
1,353.39 |
|
| R3 |
1,501.75 |
1,453.42 |
1,321.79 |
|
| R2 |
1,386.86 |
1,386.86 |
1,311.26 |
|
| R1 |
1,338.53 |
1,338.53 |
1,300.73 |
1,362.70 |
| PP |
1,271.97 |
1,271.97 |
1,271.97 |
1,284.05 |
| S1 |
1,223.64 |
1,223.64 |
1,279.67 |
1,247.81 |
| S2 |
1,157.08 |
1,157.08 |
1,269.14 |
|
| S3 |
1,042.19 |
1,108.75 |
1,258.61 |
|
| S4 |
927.30 |
993.86 |
1,227.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,324.37 |
1,215.36 |
109.01 |
8.2% |
43.72 |
3.3% |
100% |
True |
False |
|
| 10 |
1,324.37 |
1,118.12 |
206.25 |
15.6% |
53.80 |
4.1% |
100% |
True |
False |
|
| 20 |
1,421.40 |
1,118.12 |
303.28 |
22.9% |
51.92 |
3.9% |
68% |
False |
False |
|
| 40 |
1,485.97 |
1,118.12 |
367.85 |
27.8% |
47.00 |
3.5% |
56% |
False |
False |
|
| 60 |
1,485.97 |
1,118.12 |
367.85 |
27.8% |
39.95 |
3.0% |
56% |
False |
False |
|
| 80 |
1,485.97 |
1,118.12 |
367.85 |
27.8% |
36.17 |
2.7% |
56% |
False |
False |
|
| 100 |
1,485.97 |
1,118.12 |
367.85 |
27.8% |
33.63 |
2.5% |
56% |
False |
False |
|
| 120 |
1,485.97 |
1,118.12 |
367.85 |
27.8% |
31.53 |
2.4% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,447.15 |
|
2.618 |
1,400.00 |
|
1.618 |
1,371.11 |
|
1.000 |
1,353.26 |
|
0.618 |
1,342.22 |
|
HIGH |
1,324.37 |
|
0.618 |
1,313.33 |
|
0.500 |
1,309.93 |
|
0.382 |
1,306.52 |
|
LOW |
1,295.48 |
|
0.618 |
1,277.63 |
|
1.000 |
1,266.59 |
|
1.618 |
1,248.74 |
|
2.618 |
1,219.85 |
|
4.250 |
1,172.70 |
|
|
| Fisher Pivots for day following 15-Sep-1998 |
| Pivot |
1 day |
3 day |
| R1 |
1,319.44 |
1,309.42 |
| PP |
1,314.68 |
1,294.64 |
| S1 |
1,309.93 |
1,279.87 |
|