| Trading Metrics calculated at close of trading on 14-Oct-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-1998 |
14-Oct-1998 |
Change |
Change % |
Previous Week |
| Open |
1,243.40 |
1,206.90 |
-36.50 |
-2.9% |
1,276.44 |
| High |
1,243.40 |
1,253.43 |
10.03 |
0.8% |
1,267.49 |
| Low |
1,199.30 |
1,173.45 |
-25.85 |
-2.2% |
1,063.27 |
| Close |
1,206.90 |
1,235.67 |
28.77 |
2.4% |
1,197.87 |
| Range |
44.10 |
79.98 |
35.88 |
81.4% |
204.22 |
| ATR |
57.17 |
58.80 |
1.63 |
2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,460.79 |
1,428.21 |
1,279.66 |
|
| R3 |
1,380.81 |
1,348.23 |
1,257.66 |
|
| R2 |
1,300.83 |
1,300.83 |
1,250.33 |
|
| R1 |
1,268.25 |
1,268.25 |
1,243.00 |
1,284.54 |
| PP |
1,220.85 |
1,220.85 |
1,220.85 |
1,229.00 |
| S1 |
1,188.27 |
1,188.27 |
1,228.34 |
1,204.56 |
| S2 |
1,140.87 |
1,140.87 |
1,221.01 |
|
| S3 |
1,060.89 |
1,108.29 |
1,213.68 |
|
| S4 |
980.91 |
1,028.31 |
1,191.68 |
|
|
| Weekly Pivots for week ending 09-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,788.87 |
1,697.59 |
1,310.19 |
|
| R3 |
1,584.65 |
1,493.37 |
1,254.03 |
|
| R2 |
1,380.43 |
1,380.43 |
1,235.31 |
|
| R1 |
1,289.15 |
1,289.15 |
1,216.59 |
1,232.68 |
| PP |
1,176.21 |
1,176.21 |
1,176.21 |
1,147.98 |
| S1 |
1,084.93 |
1,084.93 |
1,179.15 |
1,028.46 |
| S2 |
971.99 |
971.99 |
1,160.43 |
|
| S3 |
767.77 |
880.71 |
1,141.71 |
|
| S4 |
563.55 |
676.49 |
1,085.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,258.87 |
1,063.27 |
195.60 |
15.8% |
67.24 |
5.4% |
88% |
False |
False |
|
| 10 |
1,345.48 |
1,063.27 |
282.21 |
22.8% |
70.64 |
5.7% |
61% |
False |
False |
|
| 20 |
1,413.16 |
1,063.27 |
349.89 |
28.3% |
57.11 |
4.6% |
49% |
False |
False |
|
| 40 |
1,421.40 |
1,063.27 |
358.13 |
29.0% |
54.11 |
4.4% |
48% |
False |
False |
|
| 60 |
1,453.42 |
1,063.27 |
390.15 |
31.6% |
49.81 |
4.0% |
44% |
False |
False |
|
| 80 |
1,485.97 |
1,063.27 |
422.70 |
34.2% |
44.12 |
3.6% |
41% |
False |
False |
|
| 100 |
1,485.97 |
1,063.27 |
422.70 |
34.2% |
40.29 |
3.3% |
41% |
False |
False |
|
| 120 |
1,485.97 |
1,063.27 |
422.70 |
34.2% |
37.51 |
3.0% |
41% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,593.35 |
|
2.618 |
1,462.82 |
|
1.618 |
1,382.84 |
|
1.000 |
1,333.41 |
|
0.618 |
1,302.86 |
|
HIGH |
1,253.43 |
|
0.618 |
1,222.88 |
|
0.500 |
1,213.44 |
|
0.382 |
1,204.00 |
|
LOW |
1,173.45 |
|
0.618 |
1,124.02 |
|
1.000 |
1,093.47 |
|
1.618 |
1,044.04 |
|
2.618 |
964.06 |
|
4.250 |
833.54 |
|
|
| Fisher Pivots for day following 14-Oct-1998 |
| Pivot |
1 day |
3 day |
| R1 |
1,228.26 |
1,229.17 |
| PP |
1,220.85 |
1,222.66 |
| S1 |
1,213.44 |
1,216.16 |
|