| Trading Metrics calculated at close of trading on 27-Aug-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-1998 |
27-Aug-1998 |
Change |
Change % |
Previous Week |
| Open |
8,602.65 |
8,523.35 |
-79.30 |
-0.9% |
8,574.85 |
| High |
8,600.93 |
8,518.35 |
-82.58 |
-1.0% |
8,753.78 |
| Low |
8,467.48 |
8,164.19 |
-303.29 |
-3.6% |
8,328.20 |
| Close |
8,523.35 |
8,165.99 |
-357.36 |
-4.2% |
8,533.65 |
| Range |
133.45 |
354.16 |
220.71 |
165.4% |
425.58 |
| ATR |
152.60 |
167.36 |
14.75 |
9.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Aug-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,345.32 |
9,109.82 |
8,360.78 |
|
| R3 |
8,991.16 |
8,755.66 |
8,263.38 |
|
| R2 |
8,637.00 |
8,637.00 |
8,230.92 |
|
| R1 |
8,401.50 |
8,401.50 |
8,198.45 |
8,342.17 |
| PP |
8,282.84 |
8,282.84 |
8,282.84 |
8,253.18 |
| S1 |
8,047.34 |
8,047.34 |
8,133.53 |
7,988.01 |
| S2 |
7,928.68 |
7,928.68 |
8,101.06 |
|
| S3 |
7,574.52 |
7,693.18 |
8,068.60 |
|
| S4 |
7,220.36 |
7,339.02 |
7,971.20 |
|
|
| 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 |
8,689.42 |
8,164.19 |
525.23 |
6.4% |
206.94 |
2.5% |
0% |
False |
True |
|
| 10 |
8,753.78 |
8,164.19 |
589.59 |
7.2% |
175.93 |
2.2% |
0% |
False |
True |
|
| 20 |
9,030.04 |
8,164.19 |
865.85 |
10.6% |
175.15 |
2.1% |
0% |
False |
True |
|
| 40 |
9,367.84 |
8,164.19 |
1,203.65 |
14.7% |
147.01 |
1.8% |
0% |
False |
True |
|
| 60 |
9,367.84 |
8,164.19 |
1,203.65 |
14.7% |
141.10 |
1.7% |
0% |
False |
True |
|
| 80 |
9,367.84 |
8,164.19 |
1,203.65 |
14.7% |
135.06 |
1.7% |
0% |
False |
True |
|
| 100 |
9,367.84 |
8,164.19 |
1,203.65 |
14.7% |
130.82 |
1.6% |
0% |
False |
True |
|
| 120 |
9,367.84 |
8,164.19 |
1,203.65 |
14.7% |
135.89 |
1.7% |
0% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,023.53 |
|
2.618 |
9,445.54 |
|
1.618 |
9,091.38 |
|
1.000 |
8,872.51 |
|
0.618 |
8,737.22 |
|
HIGH |
8,518.35 |
|
0.618 |
8,383.06 |
|
0.500 |
8,341.27 |
|
0.382 |
8,299.48 |
|
LOW |
8,164.19 |
|
0.618 |
7,945.32 |
|
1.000 |
7,810.03 |
|
1.618 |
7,591.16 |
|
2.618 |
7,237.00 |
|
4.250 |
6,659.01 |
|
|
| Fisher Pivots for day following 27-Aug-1998 |
| Pivot |
1 day |
3 day |
| R1 |
8,341.27 |
8,426.81 |
| PP |
8,282.84 |
8,339.87 |
| S1 |
8,224.42 |
8,252.93 |
|