Trading Metrics calculated at close of trading on 08-Jan-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-1998 |
08-Jan-1998 |
Change |
Change % |
Previous Week |
Open |
965.87 |
963.53 |
-2.34 |
-0.2% |
937.01 |
High |
966.58 |
964.00 |
-2.58 |
-0.3% |
975.04 |
Low |
952.67 |
955.04 |
2.37 |
0.2% |
936.46 |
Close |
964.00 |
956.05 |
-7.95 |
-0.8% |
975.04 |
Range |
13.91 |
8.96 |
-4.95 |
-35.6% |
38.58 |
ATR |
13.50 |
13.18 |
-0.32 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
985.24 |
979.61 |
960.98 |
|
R3 |
976.28 |
970.65 |
958.51 |
|
R2 |
967.32 |
967.32 |
957.69 |
|
R1 |
961.69 |
961.69 |
956.87 |
960.03 |
PP |
958.36 |
958.36 |
958.36 |
957.53 |
S1 |
952.73 |
952.73 |
955.23 |
951.07 |
S2 |
949.40 |
949.40 |
954.41 |
|
S3 |
940.44 |
943.77 |
953.59 |
|
S4 |
931.48 |
934.81 |
951.12 |
|
|
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% |
11.92 |
1.2% |
11% |
False |
False |
|
10 |
982.64 |
932.70 |
49.94 |
5.2% |
11.97 |
1.3% |
47% |
False |
False |
|
20 |
982.64 |
924.92 |
57.72 |
6.0% |
13.44 |
1.4% |
54% |
False |
False |
|
40 |
986.25 |
900.61 |
85.64 |
9.0% |
13.11 |
1.4% |
65% |
False |
False |
|
60 |
986.25 |
855.27 |
130.98 |
13.7% |
15.88 |
1.7% |
77% |
False |
False |
|
80 |
986.25 |
855.27 |
130.98 |
13.7% |
14.77 |
1.5% |
77% |
False |
False |
|
100 |
986.25 |
855.27 |
130.98 |
13.7% |
14.71 |
1.5% |
77% |
False |
False |
|
120 |
986.25 |
855.27 |
130.98 |
13.7% |
14.51 |
1.5% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,002.08 |
2.618 |
987.46 |
1.618 |
978.50 |
1.000 |
972.96 |
0.618 |
969.54 |
HIGH |
964.00 |
0.618 |
960.58 |
0.500 |
959.52 |
0.382 |
958.46 |
LOW |
955.04 |
0.618 |
949.50 |
1.000 |
946.08 |
1.618 |
940.54 |
2.618 |
931.58 |
4.250 |
916.96 |
|
|
Fisher Pivots for day following 08-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
959.52 |
964.58 |
PP |
958.36 |
961.74 |
S1 |
957.21 |
958.89 |
|