Trading Metrics calculated at close of trading on 09-Jan-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-1998 |
09-Jan-1998 |
Change |
Change % |
Previous Week |
Open |
963.53 |
955.87 |
-7.66 |
-0.8% |
975.41 |
High |
964.00 |
956.06 |
-7.94 |
-0.8% |
982.64 |
Low |
955.04 |
921.72 |
-33.32 |
-3.5% |
921.72 |
Close |
956.05 |
927.69 |
-28.36 |
-3.0% |
927.69 |
Range |
8.96 |
34.34 |
25.38 |
283.3% |
60.92 |
ATR |
13.18 |
14.69 |
1.51 |
11.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,038.18 |
1,017.27 |
946.58 |
|
R3 |
1,003.84 |
982.93 |
937.13 |
|
R2 |
969.50 |
969.50 |
933.99 |
|
R1 |
948.59 |
948.59 |
930.84 |
941.88 |
PP |
935.16 |
935.16 |
935.16 |
931.80 |
S1 |
914.25 |
914.25 |
924.54 |
907.54 |
S2 |
900.82 |
900.82 |
921.39 |
|
S3 |
866.48 |
879.91 |
918.25 |
|
S4 |
832.14 |
845.57 |
908.80 |
|
|
Weekly Pivots for week ending 09-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,126.78 |
1,088.15 |
961.20 |
|
R3 |
1,065.86 |
1,027.23 |
944.44 |
|
R2 |
1,004.94 |
1,004.94 |
938.86 |
|
R1 |
966.31 |
966.31 |
933.27 |
955.17 |
PP |
944.02 |
944.02 |
944.02 |
938.44 |
S1 |
905.39 |
905.39 |
922.11 |
894.25 |
S2 |
883.10 |
883.10 |
916.52 |
|
S3 |
822.18 |
844.47 |
910.94 |
|
S4 |
761.26 |
783.55 |
894.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
982.64 |
921.72 |
60.92 |
6.6% |
16.93 |
1.8% |
10% |
False |
True |
|
10 |
982.64 |
921.72 |
60.92 |
6.6% |
14.38 |
1.6% |
10% |
False |
True |
|
20 |
982.64 |
921.72 |
60.92 |
6.6% |
14.50 |
1.6% |
10% |
False |
True |
|
40 |
986.25 |
900.61 |
85.64 |
9.2% |
13.75 |
1.5% |
32% |
False |
False |
|
60 |
986.25 |
855.27 |
130.98 |
14.1% |
16.27 |
1.8% |
55% |
False |
False |
|
80 |
986.25 |
855.27 |
130.98 |
14.1% |
14.85 |
1.6% |
55% |
False |
False |
|
100 |
986.25 |
855.27 |
130.98 |
14.1% |
14.86 |
1.6% |
55% |
False |
False |
|
120 |
986.25 |
855.27 |
130.98 |
14.1% |
14.73 |
1.6% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,102.01 |
2.618 |
1,045.96 |
1.618 |
1,011.62 |
1.000 |
990.40 |
0.618 |
977.28 |
HIGH |
956.06 |
0.618 |
942.94 |
0.500 |
938.89 |
0.382 |
934.84 |
LOW |
921.72 |
0.618 |
900.50 |
1.000 |
887.38 |
1.618 |
866.16 |
2.618 |
831.82 |
4.250 |
775.78 |
|
|
Fisher Pivots for day following 09-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
938.89 |
944.15 |
PP |
935.16 |
938.66 |
S1 |
931.42 |
933.18 |
|