| Trading Metrics calculated at close of trading on 23-Jun-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-1998 |
23-Jun-1998 |
Change |
Change % |
Previous Week |
| Open |
8,705.65 |
8,711.13 |
5.48 |
0.1% |
8,834.94 |
| High |
8,805.04 |
8,830.45 |
25.41 |
0.3% |
8,892.48 |
| Low |
8,639.68 |
8,713.37 |
73.69 |
0.9% |
8,569.88 |
| Close |
8,711.13 |
8,828.46 |
117.33 |
1.3% |
8,712.87 |
| Range |
165.36 |
117.08 |
-48.28 |
-29.2% |
322.60 |
| ATR |
136.85 |
135.60 |
-1.25 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,142.00 |
9,102.31 |
8,892.85 |
|
| R3 |
9,024.92 |
8,985.23 |
8,860.66 |
|
| R2 |
8,907.84 |
8,907.84 |
8,849.92 |
|
| R1 |
8,868.15 |
8,868.15 |
8,839.19 |
8,888.00 |
| PP |
8,790.76 |
8,790.76 |
8,790.76 |
8,800.68 |
| S1 |
8,751.07 |
8,751.07 |
8,817.73 |
8,770.92 |
| S2 |
8,673.68 |
8,673.68 |
8,807.00 |
|
| S3 |
8,556.60 |
8,633.99 |
8,796.26 |
|
| S4 |
8,439.52 |
8,516.91 |
8,764.07 |
|
|
| Weekly Pivots for week ending 19-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,692.88 |
9,525.47 |
8,890.30 |
|
| R3 |
9,370.28 |
9,202.87 |
8,801.59 |
|
| R2 |
9,047.68 |
9,047.68 |
8,772.01 |
|
| R1 |
8,880.27 |
8,880.27 |
8,742.44 |
8,802.68 |
| PP |
8,725.08 |
8,725.08 |
8,725.08 |
8,686.28 |
| S1 |
8,557.67 |
8,557.67 |
8,683.30 |
8,480.08 |
| S2 |
8,402.48 |
8,402.48 |
8,653.73 |
|
| S3 |
8,079.88 |
8,235.07 |
8,624.16 |
|
| S4 |
7,757.28 |
7,912.47 |
8,535.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,892.48 |
8,639.68 |
252.80 |
2.9% |
148.52 |
1.7% |
75% |
False |
False |
|
| 10 |
9,096.00 |
8,569.88 |
526.12 |
6.0% |
153.65 |
1.7% |
49% |
False |
False |
|
| 20 |
9,104.72 |
8,569.88 |
534.84 |
6.1% |
136.48 |
1.5% |
48% |
False |
False |
|
| 40 |
9,261.91 |
8,569.88 |
692.03 |
7.8% |
125.45 |
1.4% |
37% |
False |
False |
|
| 60 |
9,261.91 |
8,569.88 |
692.03 |
7.8% |
123.99 |
1.4% |
37% |
False |
False |
|
| 80 |
9,261.91 |
8,377.32 |
884.59 |
10.0% |
135.82 |
1.5% |
51% |
False |
False |
|
| 100 |
9,261.91 |
7,850.95 |
1,410.96 |
16.0% |
141.60 |
1.6% |
69% |
False |
False |
|
| 120 |
9,261.91 |
7,391.59 |
1,870.32 |
21.2% |
151.11 |
1.7% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,328.04 |
|
2.618 |
9,136.97 |
|
1.618 |
9,019.89 |
|
1.000 |
8,947.53 |
|
0.618 |
8,902.81 |
|
HIGH |
8,830.45 |
|
0.618 |
8,785.73 |
|
0.500 |
8,771.91 |
|
0.382 |
8,758.09 |
|
LOW |
8,713.37 |
|
0.618 |
8,641.01 |
|
1.000 |
8,596.29 |
|
1.618 |
8,523.93 |
|
2.618 |
8,406.85 |
|
4.250 |
8,215.78 |
|
|
| Fisher Pivots for day following 23-Jun-1998 |
| Pivot |
1 day |
3 day |
| R1 |
8,809.61 |
8,802.56 |
| PP |
8,790.76 |
8,776.66 |
| S1 |
8,771.91 |
8,750.76 |
|