Trading Metrics calculated at close of trading on 16-Jan-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-1998 |
16-Jan-1998 |
Change |
Change % |
Previous Week |
Open |
957.60 |
951.82 |
-5.78 |
-0.6% |
926.64 |
High |
957.60 |
965.11 |
7.51 |
0.8% |
965.11 |
Low |
950.22 |
951.82 |
1.60 |
0.2% |
912.83 |
Close |
950.73 |
961.51 |
10.78 |
1.1% |
961.51 |
Range |
7.38 |
13.29 |
5.91 |
80.1% |
52.28 |
ATR |
14.45 |
14.45 |
-0.01 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
999.35 |
993.72 |
968.82 |
|
R3 |
986.06 |
980.43 |
965.16 |
|
R2 |
972.77 |
972.77 |
963.95 |
|
R1 |
967.14 |
967.14 |
962.73 |
969.96 |
PP |
959.48 |
959.48 |
959.48 |
960.89 |
S1 |
953.85 |
953.85 |
960.29 |
956.67 |
S2 |
946.19 |
946.19 |
959.07 |
|
S3 |
932.90 |
940.56 |
957.86 |
|
S4 |
919.61 |
927.27 |
954.20 |
|
|
Weekly Pivots for week ending 16-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,103.32 |
1,084.70 |
990.26 |
|
R3 |
1,051.04 |
1,032.42 |
975.89 |
|
R2 |
998.76 |
998.76 |
971.09 |
|
R1 |
980.14 |
980.14 |
966.30 |
989.45 |
PP |
946.48 |
946.48 |
946.48 |
951.14 |
S1 |
927.86 |
927.86 |
956.72 |
937.17 |
S2 |
894.20 |
894.20 |
951.93 |
|
S3 |
841.92 |
875.58 |
947.13 |
|
S4 |
789.64 |
823.30 |
932.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
965.11 |
912.83 |
52.28 |
5.4% |
13.89 |
1.4% |
93% |
True |
False |
|
10 |
982.64 |
912.83 |
69.81 |
7.3% |
15.41 |
1.6% |
70% |
False |
False |
|
20 |
982.64 |
912.83 |
69.81 |
7.3% |
14.75 |
1.5% |
70% |
False |
False |
|
40 |
986.25 |
912.83 |
73.42 |
7.6% |
13.43 |
1.4% |
66% |
False |
False |
|
60 |
986.25 |
855.27 |
130.98 |
13.6% |
16.01 |
1.7% |
81% |
False |
False |
|
80 |
986.25 |
855.27 |
130.98 |
13.6% |
15.09 |
1.6% |
81% |
False |
False |
|
100 |
986.25 |
855.27 |
130.98 |
13.6% |
14.75 |
1.5% |
81% |
False |
False |
|
120 |
986.25 |
855.27 |
130.98 |
13.6% |
14.79 |
1.5% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,021.59 |
2.618 |
999.90 |
1.618 |
986.61 |
1.000 |
978.40 |
0.618 |
973.32 |
HIGH |
965.11 |
0.618 |
960.03 |
0.500 |
958.47 |
0.382 |
956.90 |
LOW |
951.82 |
0.618 |
943.61 |
1.000 |
938.53 |
1.618 |
930.32 |
2.618 |
917.03 |
4.250 |
895.34 |
|
|
Fisher Pivots for day following 16-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
960.50 |
959.86 |
PP |
959.48 |
958.21 |
S1 |
958.47 |
956.56 |
|