| Trading Metrics calculated at close of trading on 30-Nov-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-1998 |
30-Nov-1998 |
Change |
Change % |
Previous Week |
| Open |
9,314.03 |
9,333.08 |
19.05 |
0.2% |
9,367.32 |
| High |
9,346.21 |
9,333.08 |
-13.13 |
-0.1% |
9,380.20 |
| Low |
9,304.50 |
9,124.02 |
-180.48 |
-1.9% |
9,159.29 |
| Close |
9,333.08 |
9,124.28 |
-208.80 |
-2.2% |
9,333.08 |
| Range |
41.71 |
209.06 |
167.35 |
401.2% |
220.91 |
| ATR |
125.61 |
131.57 |
5.96 |
4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Nov-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,820.97 |
9,681.69 |
9,239.26 |
|
| R3 |
9,611.91 |
9,472.63 |
9,181.77 |
|
| R2 |
9,402.85 |
9,402.85 |
9,162.61 |
|
| R1 |
9,263.57 |
9,263.57 |
9,143.44 |
9,228.68 |
| PP |
9,193.79 |
9,193.79 |
9,193.79 |
9,176.35 |
| S1 |
9,054.51 |
9,054.51 |
9,105.12 |
9,019.62 |
| S2 |
8,984.73 |
8,984.73 |
9,085.95 |
|
| S3 |
8,775.67 |
8,845.45 |
9,066.79 |
|
| S4 |
8,566.61 |
8,636.39 |
9,009.30 |
|
|
| Weekly Pivots for week ending 27-Nov-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,953.59 |
9,864.24 |
9,454.58 |
|
| R3 |
9,732.68 |
9,643.33 |
9,393.83 |
|
| R2 |
9,511.77 |
9,511.77 |
9,373.58 |
|
| R1 |
9,422.42 |
9,422.42 |
9,353.33 |
9,356.64 |
| PP |
9,290.86 |
9,290.86 |
9,290.86 |
9,257.97 |
| S1 |
9,201.51 |
9,201.51 |
9,312.83 |
9,135.73 |
| S2 |
9,069.95 |
9,069.95 |
9,292.58 |
|
| S3 |
8,849.04 |
8,980.60 |
9,272.33 |
|
| S4 |
8,628.13 |
8,759.69 |
9,211.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,380.20 |
9,124.02 |
256.18 |
2.8% |
123.12 |
1.3% |
0% |
False |
True |
|
| 10 |
9,380.20 |
8,920.88 |
459.32 |
5.0% |
116.14 |
1.3% |
44% |
False |
False |
|
| 20 |
9,380.20 |
8,595.70 |
784.50 |
8.6% |
118.34 |
1.3% |
67% |
False |
False |
|
| 40 |
9,380.20 |
7,467.49 |
1,912.71 |
21.0% |
149.42 |
1.6% |
87% |
False |
False |
|
| 60 |
9,380.20 |
7,467.49 |
1,912.71 |
21.0% |
174.18 |
1.9% |
87% |
False |
False |
|
| 80 |
9,380.20 |
7,400.30 |
1,979.90 |
21.7% |
182.96 |
2.0% |
87% |
False |
False |
|
| 100 |
9,380.20 |
7,400.30 |
1,979.90 |
21.7% |
175.78 |
1.9% |
87% |
False |
False |
|
| 120 |
9,380.20 |
7,400.30 |
1,979.90 |
21.7% |
166.76 |
1.8% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,221.59 |
|
2.618 |
9,880.40 |
|
1.618 |
9,671.34 |
|
1.000 |
9,542.14 |
|
0.618 |
9,462.28 |
|
HIGH |
9,333.08 |
|
0.618 |
9,253.22 |
|
0.500 |
9,228.55 |
|
0.382 |
9,203.88 |
|
LOW |
9,124.02 |
|
0.618 |
8,994.82 |
|
1.000 |
8,914.96 |
|
1.618 |
8,785.76 |
|
2.618 |
8,576.70 |
|
4.250 |
8,235.52 |
|
|
| Fisher Pivots for day following 30-Nov-1998 |
| Pivot |
1 day |
3 day |
| R1 |
9,228.55 |
9,235.12 |
| PP |
9,193.79 |
9,198.17 |
| S1 |
9,159.04 |
9,161.23 |
|