Trading Metrics calculated at close of trading on 05-Oct-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-1998 |
05-Oct-1998 |
Change |
Change % |
Previous Week |
Open |
7,632.53 |
7,784.69 |
152.16 |
2.0% |
8,028.77 |
High |
7,818.16 |
7,788.04 |
-30.12 |
-0.4% |
8,160.33 |
Low |
7,530.31 |
7,551.68 |
21.37 |
0.3% |
7,530.31 |
Close |
7,784.69 |
7,726.24 |
-58.45 |
-0.8% |
7,784.69 |
Range |
287.85 |
236.36 |
-51.49 |
-17.9% |
630.02 |
ATR |
219.28 |
220.50 |
1.22 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,397.73 |
8,298.35 |
7,856.24 |
|
R3 |
8,161.37 |
8,061.99 |
7,791.24 |
|
R2 |
7,925.01 |
7,925.01 |
7,769.57 |
|
R1 |
7,825.63 |
7,825.63 |
7,747.91 |
7,757.14 |
PP |
7,688.65 |
7,688.65 |
7,688.65 |
7,654.41 |
S1 |
7,589.27 |
7,589.27 |
7,704.57 |
7,520.78 |
S2 |
7,452.29 |
7,452.29 |
7,682.91 |
|
S3 |
7,215.93 |
7,352.91 |
7,661.24 |
|
S4 |
6,979.57 |
7,116.55 |
7,596.24 |
|
|
Weekly Pivots for week ending 02-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,715.17 |
9,379.95 |
8,131.20 |
|
R3 |
9,085.15 |
8,749.93 |
7,957.95 |
|
R2 |
8,455.13 |
8,455.13 |
7,900.19 |
|
R1 |
8,119.91 |
8,119.91 |
7,842.44 |
7,972.51 |
PP |
7,825.11 |
7,825.11 |
7,825.11 |
7,751.41 |
S1 |
7,489.89 |
7,489.89 |
7,726.94 |
7,342.49 |
S2 |
7,195.09 |
7,195.09 |
7,669.19 |
|
S3 |
6,565.07 |
6,859.87 |
7,611.43 |
|
S4 |
5,935.05 |
6,229.85 |
7,438.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,150.55 |
7,530.31 |
620.24 |
8.0% |
234.35 |
3.0% |
32% |
False |
False |
|
10 |
8,182.47 |
7,530.31 |
652.16 |
8.4% |
214.42 |
2.8% |
30% |
False |
False |
|
20 |
8,182.47 |
7,518.99 |
663.48 |
8.6% |
222.27 |
2.9% |
31% |
False |
False |
|
40 |
8,753.78 |
7,400.30 |
1,353.48 |
17.5% |
218.48 |
2.8% |
24% |
False |
False |
|
60 |
9,367.84 |
7,400.30 |
1,967.54 |
25.5% |
195.52 |
2.5% |
17% |
False |
False |
|
80 |
9,367.84 |
7,400.30 |
1,967.54 |
25.5% |
176.07 |
2.3% |
17% |
False |
False |
|
100 |
9,367.84 |
7,400.30 |
1,967.54 |
25.5% |
165.26 |
2.1% |
17% |
False |
False |
|
120 |
9,367.84 |
7,400.30 |
1,967.54 |
25.5% |
156.75 |
2.0% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,792.57 |
2.618 |
8,406.83 |
1.618 |
8,170.47 |
1.000 |
8,024.40 |
0.618 |
7,934.11 |
HIGH |
7,788.04 |
0.618 |
7,697.75 |
0.500 |
7,669.86 |
0.382 |
7,641.97 |
LOW |
7,551.68 |
0.618 |
7,405.61 |
1.000 |
7,315.32 |
1.618 |
7,169.25 |
2.618 |
6,932.89 |
4.250 |
6,547.15 |
|
|
Fisher Pivots for day following 05-Oct-1998 |
Pivot |
1 day |
3 day |
R1 |
7,707.45 |
7,712.77 |
PP |
7,688.65 |
7,699.29 |
S1 |
7,669.86 |
7,685.82 |
|