| Trading Metrics calculated at close of trading on 24-Jun-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-1998 |
24-Jun-1998 |
Change |
Change % |
Previous Week |
| Open |
8,711.13 |
8,828.46 |
117.33 |
1.3% |
8,834.94 |
| High |
8,830.45 |
8,934.33 |
103.88 |
1.2% |
8,892.48 |
| Low |
8,713.37 |
8,777.89 |
64.52 |
0.7% |
8,569.88 |
| Close |
8,828.46 |
8,923.87 |
95.41 |
1.1% |
8,712.87 |
| Range |
117.08 |
156.44 |
39.36 |
33.6% |
322.60 |
| ATR |
135.60 |
137.09 |
1.49 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,348.02 |
9,292.38 |
9,009.91 |
|
| R3 |
9,191.58 |
9,135.94 |
8,966.89 |
|
| R2 |
9,035.14 |
9,035.14 |
8,952.55 |
|
| R1 |
8,979.50 |
8,979.50 |
8,938.21 |
9,007.32 |
| PP |
8,878.70 |
8,878.70 |
8,878.70 |
8,892.61 |
| S1 |
8,823.06 |
8,823.06 |
8,909.53 |
8,850.88 |
| S2 |
8,722.26 |
8,722.26 |
8,895.19 |
|
| S3 |
8,565.82 |
8,666.62 |
8,880.85 |
|
| S4 |
8,409.38 |
8,510.18 |
8,837.83 |
|
|
| 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 |
8,934.33 |
8,639.68 |
294.65 |
3.3% |
134.46 |
1.5% |
96% |
True |
False |
|
| 10 |
8,993.62 |
8,569.88 |
423.74 |
4.7% |
154.93 |
1.7% |
84% |
False |
False |
|
| 20 |
9,104.72 |
8,569.88 |
534.84 |
6.0% |
135.51 |
1.5% |
66% |
False |
False |
|
| 40 |
9,261.91 |
8,569.88 |
692.03 |
7.8% |
125.78 |
1.4% |
51% |
False |
False |
|
| 60 |
9,261.91 |
8,569.88 |
692.03 |
7.8% |
123.68 |
1.4% |
51% |
False |
False |
|
| 80 |
9,261.91 |
8,377.32 |
884.59 |
9.9% |
135.01 |
1.5% |
62% |
False |
False |
|
| 100 |
9,261.91 |
7,987.46 |
1,274.45 |
14.3% |
141.44 |
1.6% |
73% |
False |
False |
|
| 120 |
9,261.91 |
7,391.59 |
1,870.32 |
21.0% |
151.06 |
1.7% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,599.20 |
|
2.618 |
9,343.89 |
|
1.618 |
9,187.45 |
|
1.000 |
9,090.77 |
|
0.618 |
9,031.01 |
|
HIGH |
8,934.33 |
|
0.618 |
8,874.57 |
|
0.500 |
8,856.11 |
|
0.382 |
8,837.65 |
|
LOW |
8,777.89 |
|
0.618 |
8,681.21 |
|
1.000 |
8,621.45 |
|
1.618 |
8,524.77 |
|
2.618 |
8,368.33 |
|
4.250 |
8,113.02 |
|
|
| Fisher Pivots for day following 24-Jun-1998 |
| Pivot |
1 day |
3 day |
| R1 |
8,901.28 |
8,878.25 |
| PP |
8,878.70 |
8,832.63 |
| S1 |
8,856.11 |
8,787.01 |
|