| Trading Metrics calculated at close of trading on 28-Oct-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-1998 |
28-Oct-1998 |
Change |
Change % |
Previous Week |
| Open |
8,432.21 |
8,366.04 |
-66.17 |
-0.8% |
8,416.76 |
| High |
8,533.14 |
8,432.98 |
-100.16 |
-1.2% |
8,652.86 |
| Low |
8,346.22 |
8,328.71 |
-17.51 |
-0.2% |
8,388.96 |
| Close |
8,366.04 |
8,371.97 |
5.93 |
0.1% |
8,452.29 |
| Range |
186.92 |
104.27 |
-82.65 |
-44.2% |
263.90 |
| ATR |
187.98 |
182.01 |
-5.98 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,690.70 |
8,635.60 |
8,429.32 |
|
| R3 |
8,586.43 |
8,531.33 |
8,400.64 |
|
| R2 |
8,482.16 |
8,482.16 |
8,391.09 |
|
| R1 |
8,427.06 |
8,427.06 |
8,381.53 |
8,454.61 |
| PP |
8,377.89 |
8,377.89 |
8,377.89 |
8,391.66 |
| S1 |
8,322.79 |
8,322.79 |
8,362.41 |
8,350.34 |
| S2 |
8,273.62 |
8,273.62 |
8,352.85 |
|
| S3 |
8,169.35 |
8,218.52 |
8,343.30 |
|
| S4 |
8,065.08 |
8,114.25 |
8,314.62 |
|
|
| Weekly Pivots for week ending 23-Oct-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,289.74 |
9,134.91 |
8,597.44 |
|
| R3 |
9,025.84 |
8,871.01 |
8,524.86 |
|
| R2 |
8,761.94 |
8,761.94 |
8,500.67 |
|
| R1 |
8,607.11 |
8,607.11 |
8,476.48 |
8,684.53 |
| PP |
8,498.04 |
8,498.04 |
8,498.04 |
8,536.74 |
| S1 |
8,343.21 |
8,343.21 |
8,428.10 |
8,420.63 |
| S2 |
8,234.14 |
8,234.14 |
8,403.91 |
|
| S3 |
7,970.24 |
8,079.31 |
8,379.72 |
|
| S4 |
7,706.34 |
7,815.41 |
8,307.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,555.79 |
8,328.71 |
227.08 |
2.7% |
128.47 |
1.5% |
19% |
False |
True |
|
| 10 |
8,652.86 |
7,920.12 |
732.74 |
8.8% |
162.23 |
1.9% |
62% |
False |
False |
|
| 20 |
8,652.86 |
7,467.49 |
1,185.37 |
14.2% |
192.54 |
2.3% |
76% |
False |
False |
|
| 40 |
8,652.86 |
7,467.49 |
1,185.37 |
14.2% |
204.16 |
2.4% |
76% |
False |
False |
|
| 60 |
8,753.78 |
7,400.30 |
1,353.48 |
16.2% |
204.75 |
2.4% |
72% |
False |
False |
|
| 80 |
9,367.84 |
7,400.30 |
1,967.54 |
23.5% |
188.93 |
2.3% |
49% |
False |
False |
|
| 100 |
9,367.84 |
7,400.30 |
1,967.54 |
23.5% |
175.54 |
2.1% |
49% |
False |
False |
|
| 120 |
9,367.84 |
7,400.30 |
1,967.54 |
23.5% |
165.94 |
2.0% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,876.13 |
|
2.618 |
8,705.96 |
|
1.618 |
8,601.69 |
|
1.000 |
8,537.25 |
|
0.618 |
8,497.42 |
|
HIGH |
8,432.98 |
|
0.618 |
8,393.15 |
|
0.500 |
8,380.85 |
|
0.382 |
8,368.54 |
|
LOW |
8,328.71 |
|
0.618 |
8,264.27 |
|
1.000 |
8,224.44 |
|
1.618 |
8,160.00 |
|
2.618 |
8,055.73 |
|
4.250 |
7,885.56 |
|
|
| Fisher Pivots for day following 28-Oct-1998 |
| Pivot |
1 day |
3 day |
| R1 |
8,380.85 |
8,430.93 |
| PP |
8,377.89 |
8,411.27 |
| S1 |
8,374.93 |
8,391.62 |
|