| Trading Metrics calculated at close of trading on 16-Sep-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-1998 |
16-Sep-1998 |
Change |
Change % |
Previous Week |
| Open |
1,308.23 |
1,324.19 |
15.96 |
1.2% |
1,205.41 |
| High |
1,324.37 |
1,336.52 |
12.15 |
0.9% |
1,320.30 |
| Low |
1,295.48 |
1,314.55 |
19.07 |
1.5% |
1,205.41 |
| Close |
1,324.19 |
1,331.45 |
7.26 |
0.5% |
1,290.20 |
| Range |
28.89 |
21.97 |
-6.92 |
-24.0% |
114.89 |
| ATR |
48.92 |
46.99 |
-1.92 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,393.42 |
1,384.40 |
1,343.53 |
|
| R3 |
1,371.45 |
1,362.43 |
1,337.49 |
|
| R2 |
1,349.48 |
1,349.48 |
1,335.48 |
|
| R1 |
1,340.46 |
1,340.46 |
1,333.46 |
1,344.97 |
| PP |
1,327.51 |
1,327.51 |
1,327.51 |
1,329.76 |
| S1 |
1,318.49 |
1,318.49 |
1,329.44 |
1,323.00 |
| S2 |
1,305.54 |
1,305.54 |
1,327.42 |
|
| S3 |
1,283.57 |
1,296.52 |
1,325.41 |
|
| S4 |
1,261.60 |
1,274.55 |
1,319.37 |
|
|
| 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 |
1,336.52 |
1,215.36 |
121.16 |
9.1% |
36.40 |
2.7% |
96% |
True |
False |
|
| 10 |
1,336.52 |
1,181.52 |
155.00 |
11.6% |
45.80 |
3.4% |
97% |
True |
False |
|
| 20 |
1,421.40 |
1,118.12 |
303.28 |
22.8% |
51.11 |
3.8% |
70% |
False |
False |
|
| 40 |
1,453.42 |
1,118.12 |
335.30 |
25.2% |
46.17 |
3.5% |
64% |
False |
False |
|
| 60 |
1,485.97 |
1,118.12 |
367.85 |
27.6% |
39.78 |
3.0% |
58% |
False |
False |
|
| 80 |
1,485.97 |
1,118.12 |
367.85 |
27.6% |
36.09 |
2.7% |
58% |
False |
False |
|
| 100 |
1,485.97 |
1,118.12 |
367.85 |
27.6% |
33.59 |
2.5% |
58% |
False |
False |
|
| 120 |
1,485.97 |
1,118.12 |
367.85 |
27.6% |
31.57 |
2.4% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,429.89 |
|
2.618 |
1,394.04 |
|
1.618 |
1,372.07 |
|
1.000 |
1,358.49 |
|
0.618 |
1,350.10 |
|
HIGH |
1,336.52 |
|
0.618 |
1,328.13 |
|
0.500 |
1,325.54 |
|
0.382 |
1,322.94 |
|
LOW |
1,314.55 |
|
0.618 |
1,300.97 |
|
1.000 |
1,292.58 |
|
1.618 |
1,279.00 |
|
2.618 |
1,257.03 |
|
4.250 |
1,221.18 |
|
|
| Fisher Pivots for day following 16-Sep-1998 |
| Pivot |
1 day |
3 day |
| R1 |
1,329.48 |
1,325.42 |
| PP |
1,327.51 |
1,319.39 |
| S1 |
1,325.54 |
1,313.36 |
|