Trading Metrics calculated at close of trading on 02-Jan-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-1997 |
02-Jan-1998 |
Change |
Change % |
Previous Week |
Open |
971.03 |
971.98 |
0.95 |
0.1% |
937.01 |
High |
975.02 |
975.04 |
0.02 |
0.0% |
975.04 |
Low |
967.41 |
965.73 |
-1.68 |
-0.2% |
936.46 |
Close |
970.43 |
975.04 |
4.61 |
0.5% |
975.04 |
Range |
7.61 |
9.31 |
1.70 |
22.3% |
38.58 |
ATR |
13.70 |
13.38 |
-0.31 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
999.87 |
996.76 |
980.16 |
|
R3 |
990.56 |
987.45 |
977.60 |
|
R2 |
981.25 |
981.25 |
976.75 |
|
R1 |
978.14 |
978.14 |
975.89 |
979.70 |
PP |
971.94 |
971.94 |
971.94 |
972.71 |
S1 |
968.83 |
968.83 |
974.19 |
970.39 |
S2 |
962.63 |
962.63 |
973.33 |
|
S3 |
953.32 |
959.52 |
972.48 |
|
S4 |
944.01 |
950.21 |
969.92 |
|
|
Weekly Pivots for week ending 02-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,077.92 |
1,065.06 |
996.26 |
|
R3 |
1,039.34 |
1,026.48 |
985.65 |
|
R2 |
1,000.76 |
1,000.76 |
982.11 |
|
R1 |
987.90 |
987.90 |
978.58 |
994.33 |
PP |
962.18 |
962.18 |
962.18 |
965.40 |
S1 |
949.32 |
949.32 |
971.50 |
955.75 |
S2 |
923.60 |
923.60 |
967.97 |
|
S3 |
885.02 |
910.74 |
964.43 |
|
S4 |
846.44 |
872.16 |
953.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
975.04 |
932.70 |
42.34 |
4.3% |
11.84 |
1.2% |
100% |
True |
False |
|
10 |
975.04 |
924.92 |
50.12 |
5.1% |
14.09 |
1.4% |
100% |
True |
False |
|
20 |
986.25 |
924.92 |
61.33 |
6.3% |
13.11 |
1.3% |
82% |
False |
False |
|
40 |
986.25 |
900.61 |
85.64 |
8.8% |
13.26 |
1.4% |
87% |
False |
False |
|
60 |
986.25 |
855.27 |
130.98 |
13.4% |
15.70 |
1.6% |
91% |
False |
False |
|
80 |
986.25 |
855.27 |
130.98 |
13.4% |
14.88 |
1.5% |
91% |
False |
False |
|
100 |
986.25 |
855.27 |
130.98 |
13.4% |
14.94 |
1.5% |
91% |
False |
False |
|
120 |
986.25 |
855.27 |
130.98 |
13.4% |
14.53 |
1.5% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,014.61 |
2.618 |
999.41 |
1.618 |
990.10 |
1.000 |
984.35 |
0.618 |
980.79 |
HIGH |
975.04 |
0.618 |
971.48 |
0.500 |
970.39 |
0.382 |
969.29 |
LOW |
965.73 |
0.618 |
959.98 |
1.000 |
956.42 |
1.618 |
950.67 |
2.618 |
941.36 |
4.250 |
926.16 |
|
|
Fisher Pivots for day following 02-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
973.49 |
971.43 |
PP |
971.94 |
967.81 |
S1 |
970.39 |
964.20 |
|