| Trading Metrics calculated at close of trading on 20-Nov-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-1998 |
20-Nov-1998 |
Change |
Change % |
Previous Week |
| Open |
9,039.83 |
9,055.79 |
15.96 |
0.2% |
8,919.85 |
| High |
9,087.72 |
9,161.35 |
73.63 |
0.8% |
9,161.35 |
| Low |
9,010.73 |
9,058.62 |
47.89 |
0.5% |
8,920.88 |
| Close |
9,055.79 |
9,153.37 |
97.58 |
1.1% |
9,153.37 |
| Range |
76.99 |
102.73 |
25.74 |
33.4% |
240.47 |
| ATR |
137.35 |
135.08 |
-2.27 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Nov-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,432.64 |
9,395.73 |
9,209.87 |
|
| R3 |
9,329.91 |
9,293.00 |
9,181.62 |
|
| R2 |
9,227.18 |
9,227.18 |
9,172.20 |
|
| R1 |
9,190.27 |
9,190.27 |
9,162.79 |
9,208.73 |
| PP |
9,124.45 |
9,124.45 |
9,124.45 |
9,133.67 |
| S1 |
9,087.54 |
9,087.54 |
9,143.95 |
9,106.00 |
| S2 |
9,021.72 |
9,021.72 |
9,134.54 |
|
| S3 |
8,918.99 |
8,984.81 |
9,125.12 |
|
| S4 |
8,816.26 |
8,882.08 |
9,096.87 |
|
|
| Weekly Pivots for week ending 20-Nov-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,799.94 |
9,717.13 |
9,285.63 |
|
| R3 |
9,559.47 |
9,476.66 |
9,219.50 |
|
| R2 |
9,319.00 |
9,319.00 |
9,197.46 |
|
| R1 |
9,236.19 |
9,236.19 |
9,175.41 |
9,277.60 |
| PP |
9,078.53 |
9,078.53 |
9,078.53 |
9,099.24 |
| S1 |
8,995.72 |
8,995.72 |
9,131.33 |
9,037.13 |
| S2 |
8,838.06 |
8,838.06 |
9,109.28 |
|
| S3 |
8,597.59 |
8,755.25 |
9,087.24 |
|
| S4 |
8,357.12 |
8,514.78 |
9,021.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,161.35 |
8,920.88 |
240.47 |
2.6% |
109.17 |
1.2% |
97% |
True |
False |
|
| 10 |
9,161.35 |
8,792.66 |
368.69 |
4.0% |
109.49 |
1.2% |
98% |
True |
False |
|
| 20 |
9,161.35 |
8,328.71 |
832.64 |
9.1% |
123.05 |
1.3% |
99% |
True |
False |
|
| 40 |
9,161.35 |
7,467.49 |
1,693.86 |
18.5% |
160.77 |
1.8% |
100% |
True |
False |
|
| 60 |
9,161.35 |
7,400.30 |
1,761.05 |
19.2% |
191.84 |
2.1% |
100% |
True |
False |
|
| 80 |
9,161.35 |
7,400.30 |
1,761.05 |
19.2% |
187.67 |
2.1% |
100% |
True |
False |
|
| 100 |
9,367.84 |
7,400.30 |
1,967.54 |
21.5% |
173.91 |
1.9% |
89% |
False |
False |
|
| 120 |
9,367.84 |
7,400.30 |
1,967.54 |
21.5% |
166.47 |
1.8% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,597.95 |
|
2.618 |
9,430.30 |
|
1.618 |
9,327.57 |
|
1.000 |
9,264.08 |
|
0.618 |
9,224.84 |
|
HIGH |
9,161.35 |
|
0.618 |
9,122.11 |
|
0.500 |
9,109.99 |
|
0.382 |
9,097.86 |
|
LOW |
9,058.62 |
|
0.618 |
8,995.13 |
|
1.000 |
8,955.89 |
|
1.618 |
8,892.40 |
|
2.618 |
8,789.67 |
|
4.250 |
8,622.02 |
|
|
| Fisher Pivots for day following 20-Nov-1998 |
| Pivot |
1 day |
3 day |
| R1 |
9,138.91 |
9,122.00 |
| PP |
9,124.45 |
9,090.63 |
| S1 |
9,109.99 |
9,059.27 |
|