| Trading Metrics calculated at close of trading on 24-Sep-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-1998 |
24-Sep-1998 |
Change |
Change % |
Previous Week |
| Open |
7,897.20 |
8,154.41 |
257.21 |
3.3% |
7,795.50 |
| High |
8,160.59 |
8,182.47 |
21.88 |
0.3% |
8,102.92 |
| Low |
7,896.43 |
7,935.82 |
39.39 |
0.5% |
7,796.53 |
| Close |
8,154.41 |
8,001.99 |
-152.42 |
-1.9% |
7,895.66 |
| Range |
264.16 |
246.65 |
-17.51 |
-6.6% |
306.39 |
| ATR |
218.31 |
220.33 |
2.02 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,780.04 |
8,637.67 |
8,137.65 |
|
| R3 |
8,533.39 |
8,391.02 |
8,069.82 |
|
| R2 |
8,286.74 |
8,286.74 |
8,047.21 |
|
| R1 |
8,144.37 |
8,144.37 |
8,024.60 |
8,092.23 |
| PP |
8,040.09 |
8,040.09 |
8,040.09 |
8,014.03 |
| S1 |
7,897.72 |
7,897.72 |
7,979.38 |
7,845.58 |
| S2 |
7,793.44 |
7,793.44 |
7,956.77 |
|
| S3 |
7,546.79 |
7,651.07 |
7,934.16 |
|
| S4 |
7,300.14 |
7,404.42 |
7,866.33 |
|
|
| Weekly Pivots for week ending 18-Sep-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,850.87 |
8,679.66 |
8,064.17 |
|
| R3 |
8,544.48 |
8,373.27 |
7,979.92 |
|
| R2 |
8,238.09 |
8,238.09 |
7,951.83 |
|
| R1 |
8,066.88 |
8,066.88 |
7,923.75 |
8,152.49 |
| PP |
7,931.70 |
7,931.70 |
7,931.70 |
7,974.51 |
| S1 |
7,760.49 |
7,760.49 |
7,867.57 |
7,846.10 |
| S2 |
7,625.31 |
7,625.31 |
7,839.49 |
|
| S3 |
7,318.92 |
7,454.10 |
7,811.40 |
|
| S4 |
7,012.53 |
7,147.71 |
7,727.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,182.47 |
7,711.05 |
471.42 |
5.9% |
195.78 |
2.4% |
62% |
True |
False |
|
| 10 |
8,182.47 |
7,518.99 |
663.48 |
8.3% |
203.78 |
2.5% |
73% |
True |
False |
|
| 20 |
8,518.35 |
7,400.30 |
1,118.05 |
14.0% |
261.86 |
3.3% |
54% |
False |
False |
|
| 40 |
9,041.37 |
7,400.30 |
1,641.07 |
20.5% |
212.85 |
2.7% |
37% |
False |
False |
|
| 60 |
9,367.84 |
7,400.30 |
1,967.54 |
24.6% |
180.89 |
2.3% |
31% |
False |
False |
|
| 80 |
9,367.84 |
7,400.30 |
1,967.54 |
24.6% |
168.60 |
2.1% |
31% |
False |
False |
|
| 100 |
9,367.84 |
7,400.30 |
1,967.54 |
24.6% |
157.81 |
2.0% |
31% |
False |
False |
|
| 120 |
9,367.84 |
7,400.30 |
1,967.54 |
24.6% |
150.61 |
1.9% |
31% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,230.73 |
|
2.618 |
8,828.20 |
|
1.618 |
8,581.55 |
|
1.000 |
8,429.12 |
|
0.618 |
8,334.90 |
|
HIGH |
8,182.47 |
|
0.618 |
8,088.25 |
|
0.500 |
8,059.15 |
|
0.382 |
8,030.04 |
|
LOW |
7,935.82 |
|
0.618 |
7,783.39 |
|
1.000 |
7,689.17 |
|
1.618 |
7,536.74 |
|
2.618 |
7,290.09 |
|
4.250 |
6,887.56 |
|
|
| Fisher Pivots for day following 24-Sep-1998 |
| Pivot |
1 day |
3 day |
| R1 |
8,059.15 |
8,019.11 |
| PP |
8,040.09 |
8,013.40 |
| S1 |
8,021.04 |
8,007.70 |
|