| Trading Metrics calculated at close of trading on 26-Aug-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-1998 |
26-Aug-1998 |
Change |
Change % |
Previous Week |
| Open |
8,566.61 |
8,602.65 |
36.04 |
0.4% |
8,574.85 |
| High |
8,689.42 |
8,600.93 |
-88.49 |
-1.0% |
8,753.78 |
| Low |
8,538.54 |
8,467.48 |
-71.06 |
-0.8% |
8,328.20 |
| Close |
8,602.65 |
8,523.35 |
-79.30 |
-0.9% |
8,533.65 |
| Range |
150.88 |
133.45 |
-17.43 |
-11.6% |
425.58 |
| ATR |
153.94 |
152.60 |
-1.34 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,930.94 |
8,860.59 |
8,596.75 |
|
| R3 |
8,797.49 |
8,727.14 |
8,560.05 |
|
| R2 |
8,664.04 |
8,664.04 |
8,547.82 |
|
| R1 |
8,593.69 |
8,593.69 |
8,535.58 |
8,562.14 |
| PP |
8,530.59 |
8,530.59 |
8,530.59 |
8,514.81 |
| S1 |
8,460.24 |
8,460.24 |
8,511.12 |
8,428.69 |
| S2 |
8,397.14 |
8,397.14 |
8,498.88 |
|
| S3 |
8,263.69 |
8,326.79 |
8,486.65 |
|
| S4 |
8,130.24 |
8,193.34 |
8,449.95 |
|
|
| 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 |
8,694.57 |
8,328.20 |
366.37 |
4.3% |
154.03 |
1.8% |
53% |
False |
False |
|
| 10 |
8,753.78 |
8,328.20 |
425.58 |
5.0% |
154.90 |
1.8% |
46% |
False |
False |
|
| 20 |
9,041.37 |
8,316.87 |
724.50 |
8.5% |
163.84 |
1.9% |
28% |
False |
False |
|
| 40 |
9,367.84 |
8,316.87 |
1,050.97 |
12.3% |
140.41 |
1.6% |
20% |
False |
False |
|
| 60 |
9,367.84 |
8,316.87 |
1,050.97 |
12.3% |
137.51 |
1.6% |
20% |
False |
False |
|
| 80 |
9,367.84 |
8,316.87 |
1,050.97 |
12.3% |
131.80 |
1.5% |
20% |
False |
False |
|
| 100 |
9,367.84 |
8,316.87 |
1,050.97 |
12.3% |
128.36 |
1.5% |
20% |
False |
False |
|
| 120 |
9,367.84 |
8,316.87 |
1,050.97 |
12.3% |
134.43 |
1.6% |
20% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,168.09 |
|
2.618 |
8,950.30 |
|
1.618 |
8,816.85 |
|
1.000 |
8,734.38 |
|
0.618 |
8,683.40 |
|
HIGH |
8,600.93 |
|
0.618 |
8,549.95 |
|
0.500 |
8,534.21 |
|
0.382 |
8,518.46 |
|
LOW |
8,467.48 |
|
0.618 |
8,385.01 |
|
1.000 |
8,334.03 |
|
1.618 |
8,251.56 |
|
2.618 |
8,118.11 |
|
4.250 |
7,900.32 |
|
|
| Fisher Pivots for day following 26-Aug-1998 |
| Pivot |
1 day |
3 day |
| R1 |
8,534.21 |
8,578.45 |
| PP |
8,530.59 |
8,560.08 |
| S1 |
8,526.97 |
8,541.72 |
|