| Trading Metrics calculated at close of trading on 20-Oct-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-1998 |
20-Oct-1998 |
Change |
Change % |
Previous Week |
| Open |
1,293.91 |
1,310.17 |
16.26 |
1.3% |
1,197.87 |
| High |
1,310.86 |
1,334.55 |
23.69 |
1.8% |
1,318.33 |
| Low |
1,283.54 |
1,282.83 |
-0.71 |
-0.1% |
1,173.45 |
| Close |
1,310.17 |
1,283.23 |
-26.94 |
-2.1% |
1,293.91 |
| Range |
27.32 |
51.72 |
24.40 |
89.3% |
144.88 |
| ATR |
55.22 |
54.97 |
-0.25 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,455.36 |
1,421.02 |
1,311.68 |
|
| R3 |
1,403.64 |
1,369.30 |
1,297.45 |
|
| R2 |
1,351.92 |
1,351.92 |
1,292.71 |
|
| R1 |
1,317.58 |
1,317.58 |
1,287.97 |
1,308.89 |
| PP |
1,300.20 |
1,300.20 |
1,300.20 |
1,295.86 |
| S1 |
1,265.86 |
1,265.86 |
1,278.49 |
1,257.17 |
| S2 |
1,248.48 |
1,248.48 |
1,273.75 |
|
| S3 |
1,196.76 |
1,214.14 |
1,269.01 |
|
| S4 |
1,145.04 |
1,162.42 |
1,254.78 |
|
|
| 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 |
1,334.55 |
1,173.45 |
161.10 |
12.6% |
51.45 |
4.0% |
68% |
True |
False |
|
| 10 |
1,334.55 |
1,063.27 |
271.28 |
21.1% |
57.90 |
4.5% |
81% |
True |
False |
|
| 20 |
1,413.16 |
1,063.27 |
349.89 |
27.3% |
58.29 |
4.5% |
63% |
False |
False |
|
| 40 |
1,413.16 |
1,063.27 |
349.89 |
27.3% |
55.42 |
4.3% |
63% |
False |
False |
|
| 60 |
1,433.71 |
1,063.27 |
370.44 |
28.9% |
49.49 |
3.9% |
59% |
False |
False |
|
| 80 |
1,485.97 |
1,063.27 |
422.70 |
32.9% |
44.62 |
3.5% |
52% |
False |
False |
|
| 100 |
1,485.97 |
1,063.27 |
422.70 |
32.9% |
41.01 |
3.2% |
52% |
False |
False |
|
| 120 |
1,485.97 |
1,063.27 |
422.70 |
32.9% |
38.05 |
3.0% |
52% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,554.36 |
|
2.618 |
1,469.95 |
|
1.618 |
1,418.23 |
|
1.000 |
1,386.27 |
|
0.618 |
1,366.51 |
|
HIGH |
1,334.55 |
|
0.618 |
1,314.79 |
|
0.500 |
1,308.69 |
|
0.382 |
1,302.59 |
|
LOW |
1,282.83 |
|
0.618 |
1,250.87 |
|
1.000 |
1,231.11 |
|
1.618 |
1,199.15 |
|
2.618 |
1,147.43 |
|
4.250 |
1,063.02 |
|
|
| Fisher Pivots for day following 20-Oct-1998 |
| Pivot |
1 day |
3 day |
| R1 |
1,308.69 |
1,308.69 |
| PP |
1,300.20 |
1,300.20 |
| S1 |
1,291.72 |
1,291.72 |
|