| Trading Metrics calculated at close of trading on 14-Dec-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-1998 |
14-Dec-1998 |
Change |
Change % |
Previous Week |
| Open |
8,845.44 |
8,814.55 |
-30.89 |
-0.3% |
9,011.76 |
| High |
8,844.93 |
8,820.73 |
-24.20 |
-0.3% |
9,088.75 |
| Low |
8,730.10 |
8,676.03 |
-54.07 |
-0.6% |
8,730.10 |
| Close |
8,814.55 |
8,693.28 |
-121.27 |
-1.4% |
8,814.55 |
| Range |
114.83 |
144.70 |
29.87 |
26.0% |
358.65 |
| ATR |
136.49 |
137.07 |
0.59 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Dec-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,164.11 |
9,073.40 |
8,772.87 |
|
| R3 |
9,019.41 |
8,928.70 |
8,733.07 |
|
| R2 |
8,874.71 |
8,874.71 |
8,719.81 |
|
| R1 |
8,784.00 |
8,784.00 |
8,706.54 |
8,757.01 |
| PP |
8,730.01 |
8,730.01 |
8,730.01 |
8,716.52 |
| S1 |
8,639.30 |
8,639.30 |
8,680.02 |
8,612.31 |
| S2 |
8,585.31 |
8,585.31 |
8,666.75 |
|
| S3 |
8,440.61 |
8,494.60 |
8,653.49 |
|
| S4 |
8,295.91 |
8,349.90 |
8,613.70 |
|
|
| Weekly Pivots for week ending 11-Dec-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,953.75 |
9,742.80 |
9,011.81 |
|
| R3 |
9,595.10 |
9,384.15 |
8,913.18 |
|
| R2 |
9,236.45 |
9,236.45 |
8,880.30 |
|
| R1 |
9,025.50 |
9,025.50 |
8,847.43 |
8,951.65 |
| PP |
8,877.80 |
8,877.80 |
8,877.80 |
8,840.88 |
| S1 |
8,666.85 |
8,666.85 |
8,781.67 |
8,593.00 |
| S2 |
8,519.15 |
8,519.15 |
8,748.80 |
|
| S3 |
8,160.50 |
8,308.20 |
8,715.92 |
|
| S4 |
7,801.85 |
7,949.55 |
8,617.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,088.75 |
8,676.03 |
412.72 |
4.7% |
134.71 |
1.5% |
4% |
False |
True |
|
| 10 |
9,141.27 |
8,676.03 |
465.24 |
5.4% |
143.86 |
1.7% |
4% |
False |
True |
|
| 20 |
9,380.20 |
8,676.03 |
704.17 |
8.1% |
130.00 |
1.5% |
2% |
False |
True |
|
| 40 |
9,380.20 |
8,328.71 |
1,051.49 |
12.1% |
129.41 |
1.5% |
35% |
False |
False |
|
| 60 |
9,380.20 |
7,467.49 |
1,912.71 |
22.0% |
159.29 |
1.8% |
64% |
False |
False |
|
| 80 |
9,380.20 |
7,400.30 |
1,979.90 |
22.8% |
182.49 |
2.1% |
65% |
False |
False |
|
| 100 |
9,380.20 |
7,400.30 |
1,979.90 |
22.8% |
178.36 |
2.1% |
65% |
False |
False |
|
| 120 |
9,380.20 |
7,400.30 |
1,979.90 |
22.8% |
165.84 |
1.9% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,435.71 |
|
2.618 |
9,199.55 |
|
1.618 |
9,054.85 |
|
1.000 |
8,965.43 |
|
0.618 |
8,910.15 |
|
HIGH |
8,820.73 |
|
0.618 |
8,765.45 |
|
0.500 |
8,748.38 |
|
0.382 |
8,731.31 |
|
LOW |
8,676.03 |
|
0.618 |
8,586.61 |
|
1.000 |
8,531.33 |
|
1.618 |
8,441.91 |
|
2.618 |
8,297.21 |
|
4.250 |
8,061.06 |
|
|
| Fisher Pivots for day following 14-Dec-1998 |
| Pivot |
1 day |
3 day |
| R1 |
8,748.38 |
8,844.41 |
| PP |
8,730.01 |
8,794.03 |
| S1 |
8,711.65 |
8,743.66 |
|