| Trading Metrics calculated at close of trading on 25-Jun-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-1998 |
25-Jun-1998 |
Change |
Change % |
Previous Week |
| Open |
8,828.46 |
8,923.87 |
95.41 |
1.1% |
8,834.94 |
| High |
8,934.33 |
9,025.01 |
90.68 |
1.0% |
8,892.48 |
| Low |
8,777.89 |
8,915.40 |
137.51 |
1.6% |
8,569.88 |
| Close |
8,923.87 |
8,935.58 |
11.71 |
0.1% |
8,712.87 |
| Range |
156.44 |
109.61 |
-46.83 |
-29.9% |
322.60 |
| ATR |
137.09 |
135.12 |
-1.96 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,287.49 |
9,221.15 |
8,995.87 |
|
| R3 |
9,177.88 |
9,111.54 |
8,965.72 |
|
| R2 |
9,068.27 |
9,068.27 |
8,955.68 |
|
| R1 |
9,001.93 |
9,001.93 |
8,945.63 |
9,035.10 |
| PP |
8,958.66 |
8,958.66 |
8,958.66 |
8,975.25 |
| S1 |
8,892.32 |
8,892.32 |
8,925.53 |
8,925.49 |
| S2 |
8,849.05 |
8,849.05 |
8,915.48 |
|
| S3 |
8,739.44 |
8,782.71 |
8,905.44 |
|
| S4 |
8,629.83 |
8,673.10 |
8,875.29 |
|
|
| 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 |
9,025.01 |
8,639.68 |
385.33 |
4.3% |
144.27 |
1.6% |
77% |
True |
False |
|
| 10 |
9,025.01 |
8,569.88 |
455.13 |
5.1% |
147.38 |
1.6% |
80% |
True |
False |
|
| 20 |
9,104.72 |
8,569.88 |
534.84 |
6.0% |
136.37 |
1.5% |
68% |
False |
False |
|
| 40 |
9,261.91 |
8,569.88 |
692.03 |
7.7% |
126.13 |
1.4% |
53% |
False |
False |
|
| 60 |
9,261.91 |
8,569.88 |
692.03 |
7.7% |
121.99 |
1.4% |
53% |
False |
False |
|
| 80 |
9,261.91 |
8,377.32 |
884.59 |
9.9% |
134.28 |
1.5% |
63% |
False |
False |
|
| 100 |
9,261.91 |
8,010.63 |
1,251.28 |
14.0% |
140.83 |
1.6% |
74% |
False |
False |
|
| 120 |
9,261.91 |
7,391.59 |
1,870.32 |
20.9% |
150.67 |
1.7% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,490.85 |
|
2.618 |
9,311.97 |
|
1.618 |
9,202.36 |
|
1.000 |
9,134.62 |
|
0.618 |
9,092.75 |
|
HIGH |
9,025.01 |
|
0.618 |
8,983.14 |
|
0.500 |
8,970.21 |
|
0.382 |
8,957.27 |
|
LOW |
8,915.40 |
|
0.618 |
8,847.66 |
|
1.000 |
8,805.79 |
|
1.618 |
8,738.05 |
|
2.618 |
8,628.44 |
|
4.250 |
8,449.56 |
|
|
| Fisher Pivots for day following 25-Jun-1998 |
| Pivot |
1 day |
3 day |
| R1 |
8,970.21 |
8,913.45 |
| PP |
8,958.66 |
8,891.32 |
| S1 |
8,947.12 |
8,869.19 |
|