| Trading Metrics calculated at close of trading on 24-Aug-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-1998 |
24-Aug-1998 |
Change |
Change % |
Previous Week |
| Open |
8,611.41 |
8,533.65 |
-77.76 |
-0.9% |
8,574.85 |
| High |
8,608.06 |
8,619.13 |
11.07 |
0.1% |
8,753.78 |
| Low |
8,328.20 |
8,502.76 |
174.56 |
2.1% |
8,328.20 |
| Close |
8,533.65 |
8,566.61 |
32.96 |
0.4% |
8,533.65 |
| Range |
279.86 |
116.37 |
-163.49 |
-58.4% |
425.58 |
| ATR |
157.09 |
154.18 |
-2.91 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,911.94 |
8,855.65 |
8,630.61 |
|
| R3 |
8,795.57 |
8,739.28 |
8,598.61 |
|
| R2 |
8,679.20 |
8,679.20 |
8,587.94 |
|
| R1 |
8,622.91 |
8,622.91 |
8,577.28 |
8,651.06 |
| PP |
8,562.83 |
8,562.83 |
8,562.83 |
8,576.91 |
| S1 |
8,506.54 |
8,506.54 |
8,555.94 |
8,534.69 |
| S2 |
8,446.46 |
8,446.46 |
8,545.28 |
|
| S3 |
8,330.09 |
8,390.17 |
8,534.61 |
|
| S4 |
8,213.72 |
8,273.80 |
8,502.61 |
|
|
| Weekly Pivots for week ending 21-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,815.28 |
9,600.05 |
8,767.72 |
|
| R3 |
9,389.70 |
9,174.47 |
8,650.68 |
|
| R2 |
8,964.12 |
8,964.12 |
8,611.67 |
|
| R1 |
8,748.89 |
8,748.89 |
8,572.66 |
8,643.72 |
| PP |
8,538.54 |
8,538.54 |
8,538.54 |
8,485.96 |
| S1 |
8,323.31 |
8,323.31 |
8,494.64 |
8,218.14 |
| S2 |
8,112.96 |
8,112.96 |
8,455.63 |
|
| S3 |
7,687.38 |
7,897.73 |
8,416.62 |
|
| S4 |
7,261.80 |
7,472.15 |
8,299.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,753.78 |
8,328.20 |
425.58 |
5.0% |
147.74 |
1.7% |
56% |
False |
False |
|
| 10 |
8,753.78 |
8,316.87 |
436.91 |
5.1% |
162.32 |
1.9% |
57% |
False |
False |
|
| 20 |
9,041.37 |
8,316.87 |
724.50 |
8.5% |
166.26 |
1.9% |
34% |
False |
False |
|
| 40 |
9,367.84 |
8,316.87 |
1,050.97 |
12.3% |
138.25 |
1.6% |
24% |
False |
False |
|
| 60 |
9,367.84 |
8,316.87 |
1,050.97 |
12.3% |
136.47 |
1.6% |
24% |
False |
False |
|
| 80 |
9,367.84 |
8,316.87 |
1,050.97 |
12.3% |
130.72 |
1.5% |
24% |
False |
False |
|
| 100 |
9,367.84 |
8,316.87 |
1,050.97 |
12.3% |
127.72 |
1.5% |
24% |
False |
False |
|
| 120 |
9,367.84 |
8,316.87 |
1,050.97 |
12.3% |
134.79 |
1.6% |
24% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,113.70 |
|
2.618 |
8,923.79 |
|
1.618 |
8,807.42 |
|
1.000 |
8,735.50 |
|
0.618 |
8,691.05 |
|
HIGH |
8,619.13 |
|
0.618 |
8,574.68 |
|
0.500 |
8,560.95 |
|
0.382 |
8,547.21 |
|
LOW |
8,502.76 |
|
0.618 |
8,430.84 |
|
1.000 |
8,386.39 |
|
1.618 |
8,314.47 |
|
2.618 |
8,198.10 |
|
4.250 |
8,008.19 |
|
|
| Fisher Pivots for day following 24-Aug-1998 |
| Pivot |
1 day |
3 day |
| R1 |
8,564.72 |
8,548.20 |
| PP |
8,562.83 |
8,529.79 |
| S1 |
8,560.95 |
8,511.39 |
|