| Trading Metrics calculated at close of trading on 22-Oct-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-1998 |
22-Oct-1998 |
Change |
Change % |
Previous Week |
| Open |
1,332.05 |
1,332.05 |
0.00 |
0.0% |
1,197.87 |
| High |
1,332.05 |
1,355.69 |
23.64 |
1.8% |
1,318.33 |
| Low |
1,283.23 |
1,318.08 |
34.85 |
2.7% |
1,173.45 |
| Close |
1,332.05 |
1,355.19 |
23.14 |
1.7% |
1,293.91 |
| Range |
48.82 |
37.61 |
-11.21 |
-23.0% |
144.88 |
| ATR |
54.53 |
53.32 |
-1.21 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,455.82 |
1,443.11 |
1,375.88 |
|
| R3 |
1,418.21 |
1,405.50 |
1,365.53 |
|
| R2 |
1,380.60 |
1,380.60 |
1,362.09 |
|
| R1 |
1,367.89 |
1,367.89 |
1,358.64 |
1,374.25 |
| PP |
1,342.99 |
1,342.99 |
1,342.99 |
1,346.16 |
| S1 |
1,330.28 |
1,330.28 |
1,351.74 |
1,336.64 |
| S2 |
1,305.38 |
1,305.38 |
1,348.29 |
|
| S3 |
1,267.77 |
1,292.67 |
1,344.85 |
|
| S4 |
1,230.16 |
1,255.06 |
1,334.50 |
|
|
| 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 |
1,355.69 |
1,282.83 |
72.86 |
5.4% |
38.99 |
2.9% |
99% |
True |
False |
|
| 10 |
1,355.69 |
1,128.88 |
226.81 |
16.7% |
51.85 |
3.8% |
100% |
True |
False |
|
| 20 |
1,413.16 |
1,063.27 |
349.89 |
25.8% |
56.95 |
4.2% |
83% |
False |
False |
|
| 40 |
1,413.16 |
1,063.27 |
349.89 |
25.8% |
56.20 |
4.1% |
83% |
False |
False |
|
| 60 |
1,422.14 |
1,063.27 |
358.87 |
26.5% |
49.65 |
3.7% |
81% |
False |
False |
|
| 80 |
1,485.97 |
1,063.27 |
422.70 |
31.2% |
45.15 |
3.3% |
69% |
False |
False |
|
| 100 |
1,485.97 |
1,063.27 |
422.70 |
31.2% |
41.31 |
3.0% |
69% |
False |
False |
|
| 120 |
1,485.97 |
1,063.27 |
422.70 |
31.2% |
38.52 |
2.8% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,515.53 |
|
2.618 |
1,454.15 |
|
1.618 |
1,416.54 |
|
1.000 |
1,393.30 |
|
0.618 |
1,378.93 |
|
HIGH |
1,355.69 |
|
0.618 |
1,341.32 |
|
0.500 |
1,336.89 |
|
0.382 |
1,332.45 |
|
LOW |
1,318.08 |
|
0.618 |
1,294.84 |
|
1.000 |
1,280.47 |
|
1.618 |
1,257.23 |
|
2.618 |
1,219.62 |
|
4.250 |
1,158.24 |
|
|
| Fisher Pivots for day following 22-Oct-1998 |
| Pivot |
1 day |
3 day |
| R1 |
1,349.09 |
1,343.21 |
| PP |
1,342.99 |
1,331.24 |
| S1 |
1,336.89 |
1,319.26 |
|