| Trading Metrics calculated at close of trading on 18-May-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-1998 |
18-May-1998 |
Change |
Change % |
Previous Week |
| Open |
9,172.23 |
9,096.00 |
-76.23 |
-0.8% |
9,055.15 |
| High |
9,186.18 |
9,128.89 |
-57.29 |
-0.6% |
9,225.54 |
| Low |
9,090.52 |
8,999.85 |
-90.67 |
-1.0% |
9,055.40 |
| Close |
9,096.00 |
9,050.91 |
-45.09 |
-0.5% |
9,096.00 |
| Range |
95.66 |
129.04 |
33.38 |
34.9% |
170.14 |
| ATR |
117.62 |
118.44 |
0.82 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-May-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,447.00 |
9,378.00 |
9,121.88 |
|
| R3 |
9,317.96 |
9,248.96 |
9,086.40 |
|
| R2 |
9,188.92 |
9,188.92 |
9,074.57 |
|
| R1 |
9,119.92 |
9,119.92 |
9,062.74 |
9,089.90 |
| PP |
9,059.88 |
9,059.88 |
9,059.88 |
9,044.88 |
| S1 |
8,990.88 |
8,990.88 |
9,039.08 |
8,960.86 |
| S2 |
8,930.84 |
8,930.84 |
9,027.25 |
|
| S3 |
8,801.80 |
8,861.84 |
9,015.42 |
|
| S4 |
8,672.76 |
8,732.80 |
8,979.94 |
|
|
| Weekly Pivots for week ending 15-May-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,636.07 |
9,536.17 |
9,189.58 |
|
| R3 |
9,465.93 |
9,366.03 |
9,142.79 |
|
| R2 |
9,295.79 |
9,295.79 |
9,127.19 |
|
| R1 |
9,195.89 |
9,195.89 |
9,111.60 |
9,245.84 |
| PP |
9,125.65 |
9,125.65 |
9,125.65 |
9,150.62 |
| S1 |
9,025.75 |
9,025.75 |
9,080.40 |
9,075.70 |
| S2 |
8,955.51 |
8,955.51 |
9,064.81 |
|
| S3 |
8,785.37 |
8,855.61 |
9,049.21 |
|
| S4 |
8,615.23 |
8,685.47 |
9,002.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,225.54 |
8,999.85 |
225.69 |
2.5% |
103.33 |
1.1% |
23% |
False |
True |
|
| 10 |
9,225.54 |
8,965.22 |
260.32 |
2.9% |
108.99 |
1.2% |
33% |
False |
False |
|
| 20 |
9,261.91 |
8,840.67 |
421.24 |
4.7% |
114.88 |
1.3% |
50% |
False |
False |
|
| 40 |
9,261.91 |
8,701.66 |
560.25 |
6.2% |
125.71 |
1.4% |
62% |
False |
False |
|
| 60 |
9,261.91 |
8,303.83 |
958.08 |
10.6% |
139.43 |
1.5% |
78% |
False |
False |
|
| 80 |
9,261.91 |
7,609.31 |
1,652.60 |
18.3% |
148.49 |
1.6% |
87% |
False |
False |
|
| 100 |
9,261.91 |
7,391.59 |
1,870.32 |
20.7% |
155.68 |
1.7% |
89% |
False |
False |
|
| 120 |
9,261.91 |
7,391.59 |
1,870.32 |
20.7% |
160.49 |
1.8% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,677.31 |
|
2.618 |
9,466.72 |
|
1.618 |
9,337.68 |
|
1.000 |
9,257.93 |
|
0.618 |
9,208.64 |
|
HIGH |
9,128.89 |
|
0.618 |
9,079.60 |
|
0.500 |
9,064.37 |
|
0.382 |
9,049.14 |
|
LOW |
8,999.85 |
|
0.618 |
8,920.10 |
|
1.000 |
8,870.81 |
|
1.618 |
8,791.06 |
|
2.618 |
8,662.02 |
|
4.250 |
8,451.43 |
|
|
| Fisher Pivots for day following 18-May-1998 |
| Pivot |
1 day |
3 day |
| R1 |
9,064.37 |
9,110.71 |
| PP |
9,059.88 |
9,090.77 |
| S1 |
9,055.40 |
9,070.84 |
|