| Trading Metrics calculated at close of trading on 03-Jun-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-1998 |
03-Jun-1998 |
Change |
Change % |
Previous Week |
| Open |
8,922.37 |
8,891.24 |
-31.13 |
-0.3% |
9,114.44 |
| High |
8,976.68 |
8,928.35 |
-48.33 |
-0.5% |
9,168.74 |
| Low |
8,872.30 |
8,789.85 |
-82.45 |
-0.9% |
8,788.10 |
| Close |
8,891.24 |
8,803.80 |
-87.44 |
-1.0% |
8,899.95 |
| Range |
104.38 |
138.50 |
34.12 |
32.7% |
380.64 |
| ATR |
119.95 |
121.28 |
1.32 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,256.17 |
9,168.48 |
8,879.98 |
|
| R3 |
9,117.67 |
9,029.98 |
8,841.89 |
|
| R2 |
8,979.17 |
8,979.17 |
8,829.19 |
|
| R1 |
8,891.48 |
8,891.48 |
8,816.50 |
8,866.08 |
| PP |
8,840.67 |
8,840.67 |
8,840.67 |
8,827.96 |
| S1 |
8,752.98 |
8,752.98 |
8,791.10 |
8,727.58 |
| S2 |
8,702.17 |
8,702.17 |
8,778.41 |
|
| S3 |
8,563.67 |
8,614.48 |
8,765.71 |
|
| S4 |
8,425.17 |
8,475.98 |
8,727.63 |
|
|
| 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 |
8,789.85 |
237.15 |
2.7% |
115.94 |
1.3% |
6% |
False |
True |
|
| 10 |
9,202.37 |
8,788.10 |
414.27 |
4.7% |
126.70 |
1.4% |
4% |
False |
False |
|
| 20 |
9,225.54 |
8,788.10 |
437.44 |
5.0% |
116.92 |
1.3% |
4% |
False |
False |
|
| 40 |
9,261.91 |
8,788.10 |
473.81 |
5.4% |
115.39 |
1.3% |
3% |
False |
False |
|
| 60 |
9,261.91 |
8,550.45 |
711.46 |
8.1% |
130.68 |
1.5% |
36% |
False |
False |
|
| 80 |
9,261.91 |
8,104.55 |
1,157.36 |
13.1% |
139.90 |
1.6% |
60% |
False |
False |
|
| 100 |
9,261.91 |
7,391.59 |
1,870.32 |
21.2% |
150.72 |
1.7% |
76% |
False |
False |
|
| 120 |
9,261.91 |
7,391.59 |
1,870.32 |
21.2% |
156.18 |
1.8% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,516.98 |
|
2.618 |
9,290.94 |
|
1.618 |
9,152.44 |
|
1.000 |
9,066.85 |
|
0.618 |
9,013.94 |
|
HIGH |
8,928.35 |
|
0.618 |
8,875.44 |
|
0.500 |
8,859.10 |
|
0.382 |
8,842.76 |
|
LOW |
8,789.85 |
|
0.618 |
8,704.26 |
|
1.000 |
8,651.35 |
|
1.618 |
8,565.76 |
|
2.618 |
8,427.26 |
|
4.250 |
8,201.23 |
|
|
| Fisher Pivots for day following 03-Jun-1998 |
| Pivot |
1 day |
3 day |
| R1 |
8,859.10 |
8,885.63 |
| PP |
8,840.67 |
8,858.35 |
| S1 |
8,822.23 |
8,831.08 |
|