Trading Metrics calculated at close of trading on 07-Jan-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-1998 |
07-Jan-1998 |
Change |
Change % |
Previous Week |
Open |
976.49 |
965.87 |
-10.62 |
-1.1% |
937.01 |
High |
976.49 |
966.58 |
-9.91 |
-1.0% |
975.04 |
Low |
962.70 |
952.67 |
-10.03 |
-1.0% |
936.46 |
Close |
966.58 |
964.00 |
-2.58 |
-0.3% |
975.04 |
Range |
13.79 |
13.91 |
0.12 |
0.9% |
38.58 |
ATR |
13.47 |
13.50 |
0.03 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,002.81 |
997.32 |
971.65 |
|
R3 |
988.90 |
983.41 |
967.83 |
|
R2 |
974.99 |
974.99 |
966.55 |
|
R1 |
969.50 |
969.50 |
965.28 |
965.29 |
PP |
961.08 |
961.08 |
961.08 |
958.98 |
S1 |
955.59 |
955.59 |
962.72 |
951.38 |
S2 |
947.17 |
947.17 |
961.45 |
|
S3 |
933.26 |
941.68 |
960.17 |
|
S4 |
919.35 |
927.77 |
956.35 |
|
|
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 |
952.67 |
29.97 |
3.1% |
11.65 |
1.2% |
38% |
False |
True |
|
10 |
982.64 |
932.70 |
49.94 |
5.2% |
12.64 |
1.3% |
63% |
False |
False |
|
20 |
982.64 |
924.92 |
57.72 |
6.0% |
13.42 |
1.4% |
68% |
False |
False |
|
40 |
986.25 |
900.61 |
85.64 |
8.9% |
13.28 |
1.4% |
74% |
False |
False |
|
60 |
986.25 |
855.27 |
130.98 |
13.6% |
15.84 |
1.6% |
83% |
False |
False |
|
80 |
986.25 |
855.27 |
130.98 |
13.6% |
14.77 |
1.5% |
83% |
False |
False |
|
100 |
986.25 |
855.27 |
130.98 |
13.6% |
14.86 |
1.5% |
83% |
False |
False |
|
120 |
986.25 |
855.27 |
130.98 |
13.6% |
14.59 |
1.5% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,025.70 |
2.618 |
1,003.00 |
1.618 |
989.09 |
1.000 |
980.49 |
0.618 |
975.18 |
HIGH |
966.58 |
0.618 |
961.27 |
0.500 |
959.63 |
0.382 |
957.98 |
LOW |
952.67 |
0.618 |
944.07 |
1.000 |
938.76 |
1.618 |
930.16 |
2.618 |
916.25 |
4.250 |
893.55 |
|
|
Fisher Pivots for day following 07-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
962.54 |
967.66 |
PP |
961.08 |
966.44 |
S1 |
959.63 |
965.22 |
|