| Trading Metrics calculated at close of trading on 16-Oct-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-1998 |
16-Oct-1998 |
Change |
Change % |
Previous Week |
| Open |
1,235.67 |
1,299.66 |
63.99 |
5.2% |
1,197.87 |
| High |
1,300.51 |
1,318.33 |
17.82 |
1.4% |
1,318.33 |
| Low |
1,231.73 |
1,288.86 |
57.13 |
4.6% |
1,173.45 |
| Close |
1,299.66 |
1,293.91 |
-5.75 |
-0.4% |
1,293.91 |
| Range |
68.78 |
29.47 |
-39.31 |
-57.2% |
144.88 |
| ATR |
59.51 |
57.37 |
-2.15 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,388.78 |
1,370.81 |
1,310.12 |
|
| R3 |
1,359.31 |
1,341.34 |
1,302.01 |
|
| R2 |
1,329.84 |
1,329.84 |
1,299.31 |
|
| R1 |
1,311.87 |
1,311.87 |
1,296.61 |
1,306.12 |
| PP |
1,300.37 |
1,300.37 |
1,300.37 |
1,297.49 |
| S1 |
1,282.40 |
1,282.40 |
1,291.21 |
1,276.65 |
| S2 |
1,270.90 |
1,270.90 |
1,288.51 |
|
| S3 |
1,241.43 |
1,252.93 |
1,285.81 |
|
| S4 |
1,211.96 |
1,223.46 |
1,277.70 |
|
|
| Weekly Pivots for week ending 16-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,696.54 |
1,640.10 |
1,373.59 |
|
| R3 |
1,551.66 |
1,495.22 |
1,333.75 |
|
| R2 |
1,406.78 |
1,406.78 |
1,320.47 |
|
| R1 |
1,350.34 |
1,350.34 |
1,307.19 |
1,378.56 |
| PP |
1,261.90 |
1,261.90 |
1,261.90 |
1,276.01 |
| S1 |
1,205.46 |
1,205.46 |
1,280.63 |
1,233.68 |
| S2 |
1,117.02 |
1,117.02 |
1,267.35 |
|
| S3 |
972.14 |
1,060.58 |
1,254.07 |
|
| S4 |
827.26 |
915.70 |
1,214.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,318.33 |
1,173.45 |
144.88 |
11.2% |
56.56 |
4.4% |
83% |
True |
False |
|
| 10 |
1,318.33 |
1,063.27 |
255.06 |
19.7% |
66.85 |
5.2% |
90% |
True |
False |
|
| 20 |
1,413.16 |
1,063.27 |
349.89 |
27.0% |
58.74 |
4.5% |
66% |
False |
False |
|
| 40 |
1,413.16 |
1,063.27 |
349.89 |
27.0% |
55.46 |
4.3% |
66% |
False |
False |
|
| 60 |
1,453.42 |
1,063.27 |
390.15 |
30.2% |
50.22 |
3.9% |
59% |
False |
False |
|
| 80 |
1,485.97 |
1,063.27 |
422.70 |
32.7% |
44.29 |
3.4% |
55% |
False |
False |
|
| 100 |
1,485.97 |
1,063.27 |
422.70 |
32.7% |
40.69 |
3.1% |
55% |
False |
False |
|
| 120 |
1,485.97 |
1,063.27 |
422.70 |
32.7% |
37.69 |
2.9% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,443.58 |
|
2.618 |
1,395.48 |
|
1.618 |
1,366.01 |
|
1.000 |
1,347.80 |
|
0.618 |
1,336.54 |
|
HIGH |
1,318.33 |
|
0.618 |
1,307.07 |
|
0.500 |
1,303.60 |
|
0.382 |
1,300.12 |
|
LOW |
1,288.86 |
|
0.618 |
1,270.65 |
|
1.000 |
1,259.39 |
|
1.618 |
1,241.18 |
|
2.618 |
1,211.71 |
|
4.250 |
1,163.61 |
|
|
| Fisher Pivots for day following 16-Oct-1998 |
| Pivot |
1 day |
3 day |
| R1 |
1,303.60 |
1,277.90 |
| PP |
1,300.37 |
1,261.90 |
| S1 |
1,297.14 |
1,245.89 |
|