| Trading Metrics calculated at close of trading on 02-Jun-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-1998 |
02-Jun-1998 |
Change |
Change % |
Previous Week |
| Open |
8,899.95 |
8,922.37 |
22.42 |
0.3% |
9,114.44 |
| High |
8,981.41 |
8,976.68 |
-4.73 |
-0.1% |
9,168.74 |
| Low |
8,864.08 |
8,872.30 |
8.22 |
0.1% |
8,788.10 |
| Close |
8,922.37 |
8,891.24 |
-31.13 |
-0.3% |
8,899.95 |
| Range |
117.33 |
104.38 |
-12.95 |
-11.0% |
380.64 |
| ATR |
121.15 |
119.95 |
-1.20 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,226.55 |
9,163.27 |
8,948.65 |
|
| R3 |
9,122.17 |
9,058.89 |
8,919.94 |
|
| R2 |
9,017.79 |
9,017.79 |
8,910.38 |
|
| R1 |
8,954.51 |
8,954.51 |
8,900.81 |
8,933.96 |
| PP |
8,913.41 |
8,913.41 |
8,913.41 |
8,903.13 |
| S1 |
8,850.13 |
8,850.13 |
8,881.67 |
8,829.58 |
| S2 |
8,809.03 |
8,809.03 |
8,872.10 |
|
| S3 |
8,704.65 |
8,745.75 |
8,862.54 |
|
| S4 |
8,600.27 |
8,641.37 |
8,833.83 |
|
|
| Weekly Pivots for week ending 29-May-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,094.18 |
9,877.71 |
9,109.30 |
|
| R3 |
9,713.54 |
9,497.07 |
9,004.63 |
|
| R2 |
9,332.90 |
9,332.90 |
8,969.73 |
|
| R1 |
9,116.43 |
9,116.43 |
8,934.84 |
9,034.35 |
| PP |
8,952.26 |
8,952.26 |
8,952.26 |
8,911.22 |
| S1 |
8,735.79 |
8,735.79 |
8,865.06 |
8,653.71 |
| S2 |
8,571.62 |
8,571.62 |
8,830.17 |
|
| S3 |
8,190.98 |
8,355.15 |
8,795.27 |
|
| S4 |
7,810.34 |
7,974.51 |
8,690.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,027.00 |
8,788.10 |
238.90 |
2.7% |
123.43 |
1.4% |
43% |
False |
False |
|
| 10 |
9,202.37 |
8,788.10 |
414.27 |
4.7% |
120.37 |
1.4% |
25% |
False |
False |
|
| 20 |
9,225.54 |
8,788.10 |
437.44 |
4.9% |
114.68 |
1.3% |
24% |
False |
False |
|
| 40 |
9,261.91 |
8,788.10 |
473.81 |
5.3% |
114.65 |
1.3% |
22% |
False |
False |
|
| 60 |
9,261.91 |
8,482.45 |
779.46 |
8.8% |
131.36 |
1.5% |
52% |
False |
False |
|
| 80 |
9,261.91 |
8,101.81 |
1,160.10 |
13.0% |
140.09 |
1.6% |
68% |
False |
False |
|
| 100 |
9,261.91 |
7,391.59 |
1,870.32 |
21.0% |
151.36 |
1.7% |
80% |
False |
False |
|
| 120 |
9,261.91 |
7,391.59 |
1,870.32 |
21.0% |
156.29 |
1.8% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,420.30 |
|
2.618 |
9,249.95 |
|
1.618 |
9,145.57 |
|
1.000 |
9,081.06 |
|
0.618 |
9,041.19 |
|
HIGH |
8,976.68 |
|
0.618 |
8,936.81 |
|
0.500 |
8,924.49 |
|
0.382 |
8,912.17 |
|
LOW |
8,872.30 |
|
0.618 |
8,807.79 |
|
1.000 |
8,767.92 |
|
1.618 |
8,703.41 |
|
2.618 |
8,599.03 |
|
4.250 |
8,428.69 |
|
|
| Fisher Pivots for day following 02-Jun-1998 |
| Pivot |
1 day |
3 day |
| R1 |
8,924.49 |
8,945.54 |
| PP |
8,913.41 |
8,927.44 |
| S1 |
8,902.32 |
8,909.34 |
|