| Trading Metrics calculated at close of trading on 16-Jul-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-1998 |
16-Jul-1998 |
Change |
Change % |
Previous Week |
| Open |
9,245.54 |
9,234.47 |
-11.07 |
-0.1% |
9,091.77 |
| High |
9,305.53 |
9,332.31 |
26.78 |
0.3% |
9,184.44 |
| Low |
9,228.03 |
9,206.15 |
-21.88 |
-0.2% |
9,000.59 |
| Close |
9,234.47 |
9,328.19 |
93.72 |
1.0% |
9,105.74 |
| Range |
77.50 |
126.16 |
48.66 |
62.8% |
183.85 |
| ATR |
109.46 |
110.65 |
1.19 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jul-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,667.36 |
9,623.94 |
9,397.58 |
|
| R3 |
9,541.20 |
9,497.78 |
9,362.88 |
|
| R2 |
9,415.04 |
9,415.04 |
9,351.32 |
|
| R1 |
9,371.62 |
9,371.62 |
9,339.75 |
9,393.33 |
| PP |
9,288.88 |
9,288.88 |
9,288.88 |
9,299.74 |
| S1 |
9,245.46 |
9,245.46 |
9,316.63 |
9,267.17 |
| S2 |
9,162.72 |
9,162.72 |
9,305.06 |
|
| S3 |
9,036.56 |
9,119.30 |
9,293.50 |
|
| S4 |
8,910.40 |
8,993.14 |
9,258.80 |
|
|
| Weekly Pivots for week ending 10-Jul-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,648.47 |
9,560.96 |
9,206.86 |
|
| R3 |
9,464.62 |
9,377.11 |
9,156.30 |
|
| R2 |
9,280.77 |
9,280.77 |
9,139.45 |
|
| R1 |
9,193.26 |
9,193.26 |
9,122.59 |
9,237.02 |
| PP |
9,096.92 |
9,096.92 |
9,096.92 |
9,118.80 |
| S1 |
9,009.41 |
9,009.41 |
9,088.89 |
9,053.17 |
| S2 |
8,913.07 |
8,913.07 |
9,072.03 |
|
| S3 |
8,729.22 |
8,825.56 |
9,055.18 |
|
| S4 |
8,545.37 |
8,641.71 |
9,004.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,332.31 |
9,029.79 |
302.52 |
3.2% |
105.40 |
1.1% |
99% |
True |
False |
|
| 10 |
9,332.31 |
9,000.59 |
331.72 |
3.6% |
95.58 |
1.0% |
99% |
True |
False |
|
| 20 |
9,332.31 |
8,639.68 |
692.63 |
7.4% |
104.17 |
1.1% |
99% |
True |
False |
|
| 40 |
9,332.31 |
8,569.88 |
762.43 |
8.2% |
120.21 |
1.3% |
99% |
True |
False |
|
| 60 |
9,332.31 |
8,569.88 |
762.43 |
8.2% |
118.10 |
1.3% |
99% |
True |
False |
|
| 80 |
9,332.31 |
8,569.88 |
762.43 |
8.2% |
121.64 |
1.3% |
99% |
True |
False |
|
| 100 |
9,332.31 |
8,303.83 |
1,028.48 |
11.0% |
130.90 |
1.4% |
100% |
True |
False |
|
| 120 |
9,332.31 |
7,629.99 |
1,702.32 |
18.2% |
137.99 |
1.5% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,868.49 |
|
2.618 |
9,662.60 |
|
1.618 |
9,536.44 |
|
1.000 |
9,458.47 |
|
0.618 |
9,410.28 |
|
HIGH |
9,332.31 |
|
0.618 |
9,284.12 |
|
0.500 |
9,269.23 |
|
0.382 |
9,254.34 |
|
LOW |
9,206.15 |
|
0.618 |
9,128.18 |
|
1.000 |
9,079.99 |
|
1.618 |
9,002.02 |
|
2.618 |
8,875.86 |
|
4.250 |
8,669.97 |
|
|
| Fisher Pivots for day following 16-Jul-1998 |
| Pivot |
1 day |
3 day |
| R1 |
9,308.54 |
9,290.60 |
| PP |
9,288.88 |
9,253.01 |
| S1 |
9,269.23 |
9,215.42 |
|