Trading Metrics calculated at close of trading on 21-Jan-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-1998 |
21-Jan-1998 |
Change |
Change % |
Previous Week |
Open |
962.05 |
977.95 |
15.90 |
1.7% |
926.64 |
High |
978.60 |
978.60 |
0.00 |
0.0% |
965.11 |
Low |
962.05 |
963.29 |
1.24 |
0.1% |
912.83 |
Close |
978.60 |
970.81 |
-7.79 |
-0.8% |
961.51 |
Range |
16.55 |
15.31 |
-1.24 |
-7.5% |
52.28 |
ATR |
14.64 |
14.68 |
0.05 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,016.83 |
1,009.13 |
979.23 |
|
R3 |
1,001.52 |
993.82 |
975.02 |
|
R2 |
986.21 |
986.21 |
973.62 |
|
R1 |
978.51 |
978.51 |
972.21 |
974.71 |
PP |
970.90 |
970.90 |
970.90 |
969.00 |
S1 |
963.20 |
963.20 |
969.41 |
959.40 |
S2 |
955.59 |
955.59 |
968.00 |
|
S3 |
940.28 |
947.89 |
966.60 |
|
S4 |
924.97 |
932.58 |
962.39 |
|
|
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 |
978.60 |
948.00 |
30.60 |
3.2% |
12.53 |
1.3% |
75% |
True |
False |
|
10 |
978.60 |
912.83 |
65.77 |
6.8% |
15.85 |
1.6% |
88% |
True |
False |
|
20 |
982.64 |
912.83 |
69.81 |
7.2% |
14.07 |
1.4% |
83% |
False |
False |
|
40 |
986.25 |
912.83 |
73.42 |
7.6% |
13.48 |
1.4% |
79% |
False |
False |
|
60 |
986.25 |
855.27 |
130.98 |
13.5% |
16.02 |
1.7% |
88% |
False |
False |
|
80 |
986.25 |
855.27 |
130.98 |
13.5% |
15.18 |
1.6% |
88% |
False |
False |
|
100 |
986.25 |
855.27 |
130.98 |
13.5% |
14.84 |
1.5% |
88% |
False |
False |
|
120 |
986.25 |
855.27 |
130.98 |
13.5% |
14.87 |
1.5% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,043.67 |
2.618 |
1,018.68 |
1.618 |
1,003.37 |
1.000 |
993.91 |
0.618 |
988.06 |
HIGH |
978.60 |
0.618 |
972.75 |
0.500 |
970.95 |
0.382 |
969.14 |
LOW |
963.29 |
0.618 |
953.83 |
1.000 |
947.98 |
1.618 |
938.52 |
2.618 |
923.21 |
4.250 |
898.22 |
|
|
Fisher Pivots for day following 21-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
970.95 |
968.94 |
PP |
970.90 |
967.08 |
S1 |
970.86 |
965.21 |
|