Trading Metrics calculated at close of trading on 28-May-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-1998 |
28-May-1998 |
Change |
Change % |
Previous Week |
Open |
8,963.73 |
8,936.57 |
-27.16 |
-0.3% |
9,096.00 |
High |
8,964.06 |
8,993.12 |
29.06 |
0.3% |
9,202.37 |
Low |
8,788.10 |
8,900.70 |
112.60 |
1.3% |
8,999.85 |
Close |
8,936.57 |
8,970.20 |
33.63 |
0.4% |
9,114.44 |
Range |
175.96 |
92.42 |
-83.54 |
-47.5% |
202.52 |
ATR |
123.21 |
121.01 |
-2.20 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-May-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,231.93 |
9,193.49 |
9,021.03 |
|
R3 |
9,139.51 |
9,101.07 |
8,995.62 |
|
R2 |
9,047.09 |
9,047.09 |
8,987.14 |
|
R1 |
9,008.65 |
9,008.65 |
8,978.67 |
9,027.87 |
PP |
8,954.67 |
8,954.67 |
8,954.67 |
8,964.29 |
S1 |
8,916.23 |
8,916.23 |
8,961.73 |
8,935.45 |
S2 |
8,862.25 |
8,862.25 |
8,953.26 |
|
S3 |
8,769.83 |
8,823.81 |
8,944.78 |
|
S4 |
8,677.41 |
8,731.39 |
8,919.37 |
|
|
Weekly Pivots for week ending 22-May-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,713.11 |
9,616.30 |
9,225.83 |
|
R3 |
9,510.59 |
9,413.78 |
9,170.13 |
|
R2 |
9,308.07 |
9,308.07 |
9,151.57 |
|
R1 |
9,211.26 |
9,211.26 |
9,133.00 |
9,259.67 |
PP |
9,105.55 |
9,105.55 |
9,105.55 |
9,129.76 |
S1 |
9,008.74 |
9,008.74 |
9,095.88 |
9,057.15 |
S2 |
8,903.03 |
8,903.03 |
9,077.31 |
|
S3 |
8,700.51 |
8,806.22 |
9,058.75 |
|
S4 |
8,497.99 |
8,603.70 |
9,003.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,202.37 |
8,788.10 |
414.27 |
4.6% |
131.75 |
1.5% |
44% |
False |
False |
|
10 |
9,221.56 |
8,788.10 |
433.46 |
4.8% |
118.72 |
1.3% |
42% |
False |
False |
|
20 |
9,261.91 |
8,788.10 |
473.81 |
5.3% |
115.89 |
1.3% |
38% |
False |
False |
|
40 |
9,261.91 |
8,748.74 |
513.17 |
5.7% |
114.80 |
1.3% |
43% |
False |
False |
|
60 |
9,261.91 |
8,377.32 |
884.59 |
9.9% |
133.59 |
1.5% |
67% |
False |
False |
|
80 |
9,261.91 |
8,010.63 |
1,251.28 |
13.9% |
141.95 |
1.6% |
77% |
False |
False |
|
100 |
9,261.91 |
7,391.59 |
1,870.32 |
20.9% |
153.53 |
1.7% |
84% |
False |
False |
|
120 |
9,261.91 |
7,391.59 |
1,870.32 |
20.9% |
157.97 |
1.8% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,385.91 |
2.618 |
9,235.08 |
1.618 |
9,142.66 |
1.000 |
9,085.54 |
0.618 |
9,050.24 |
HIGH |
8,993.12 |
0.618 |
8,957.82 |
0.500 |
8,946.91 |
0.382 |
8,936.00 |
LOW |
8,900.70 |
0.618 |
8,843.58 |
1.000 |
8,808.28 |
1.618 |
8,751.16 |
2.618 |
8,658.74 |
4.250 |
8,507.92 |
|
|
Fisher Pivots for day following 28-May-1998 |
Pivot |
1 day |
3 day |
R1 |
8,962.44 |
8,978.42 |
PP |
8,954.67 |
8,975.68 |
S1 |
8,946.91 |
8,972.94 |
|