Trading Metrics calculated at close of trading on 06-Jan-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-1998 |
06-Jan-1998 |
Change |
Change % |
Previous Week |
Open |
975.41 |
976.49 |
1.08 |
0.1% |
937.01 |
High |
982.64 |
976.49 |
-6.15 |
-0.6% |
975.04 |
Low |
968.99 |
962.70 |
-6.29 |
-0.6% |
936.46 |
Close |
977.07 |
966.58 |
-10.49 |
-1.1% |
975.04 |
Range |
13.65 |
13.79 |
0.14 |
1.0% |
38.58 |
ATR |
13.40 |
13.47 |
0.07 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,009.96 |
1,002.06 |
974.16 |
|
R3 |
996.17 |
988.27 |
970.37 |
|
R2 |
982.38 |
982.38 |
969.11 |
|
R1 |
974.48 |
974.48 |
967.84 |
971.54 |
PP |
968.59 |
968.59 |
968.59 |
967.12 |
S1 |
960.69 |
960.69 |
965.32 |
957.75 |
S2 |
954.80 |
954.80 |
964.05 |
|
S3 |
941.01 |
946.90 |
962.79 |
|
S4 |
927.22 |
933.11 |
959.00 |
|
|
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 |
982.64 |
953.35 |
29.29 |
3.0% |
12.37 |
1.3% |
45% |
False |
False |
|
10 |
982.64 |
932.70 |
49.94 |
5.2% |
12.30 |
1.3% |
68% |
False |
False |
|
20 |
985.67 |
924.92 |
60.75 |
6.3% |
13.03 |
1.3% |
69% |
False |
False |
|
40 |
986.25 |
900.61 |
85.64 |
8.9% |
13.44 |
1.4% |
77% |
False |
False |
|
60 |
986.25 |
855.27 |
130.98 |
13.6% |
15.73 |
1.6% |
85% |
False |
False |
|
80 |
986.25 |
855.27 |
130.98 |
13.6% |
14.83 |
1.5% |
85% |
False |
False |
|
100 |
986.25 |
855.27 |
130.98 |
13.6% |
14.85 |
1.5% |
85% |
False |
False |
|
120 |
986.25 |
855.27 |
130.98 |
13.6% |
14.55 |
1.5% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,035.10 |
2.618 |
1,012.59 |
1.618 |
998.80 |
1.000 |
990.28 |
0.618 |
985.01 |
HIGH |
976.49 |
0.618 |
971.22 |
0.500 |
969.60 |
0.382 |
967.97 |
LOW |
962.70 |
0.618 |
954.18 |
1.000 |
948.91 |
1.618 |
940.39 |
2.618 |
926.60 |
4.250 |
904.09 |
|
|
Fisher Pivots for day following 06-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
969.60 |
972.67 |
PP |
968.59 |
970.64 |
S1 |
967.59 |
968.61 |
|