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 |
1,017.42 |
1,006.29 |
-11.13 |
-1.1% |
954.07 |
High |
1,018.22 |
1,006.29 |
-11.93 |
-1.2% |
1,008.23 |
Low |
1,001.94 |
978.70 |
-23.24 |
-2.3% |
954.07 |
Close |
1,006.29 |
991.19 |
-15.10 |
-1.5% |
1,008.23 |
Range |
16.28 |
27.59 |
11.31 |
69.5% |
54.16 |
ATR |
23.39 |
23.69 |
0.30 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,074.83 |
1,060.60 |
1,006.36 |
|
R3 |
1,047.24 |
1,033.01 |
998.78 |
|
R2 |
1,019.65 |
1,019.65 |
996.25 |
|
R1 |
1,005.42 |
1,005.42 |
993.72 |
998.74 |
PP |
992.06 |
992.06 |
992.06 |
988.72 |
S1 |
977.83 |
977.83 |
988.66 |
971.15 |
S2 |
964.47 |
964.47 |
986.13 |
|
S3 |
936.88 |
950.24 |
983.60 |
|
S4 |
909.29 |
922.65 |
976.02 |
|
|
Weekly Pivots for week ending 02-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,152.66 |
1,134.60 |
1,038.02 |
|
R3 |
1,098.50 |
1,080.44 |
1,023.12 |
|
R2 |
1,044.34 |
1,044.34 |
1,018.16 |
|
R1 |
1,026.28 |
1,026.28 |
1,013.19 |
1,035.31 |
PP |
990.18 |
990.18 |
990.18 |
994.69 |
S1 |
972.12 |
972.12 |
1,003.27 |
981.15 |
S2 |
936.02 |
936.02 |
998.30 |
|
S3 |
881.86 |
917.96 |
993.34 |
|
S4 |
827.70 |
863.80 |
978.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,028.62 |
978.70 |
49.92 |
5.0% |
20.09 |
2.0% |
25% |
False |
True |
|
10 |
1,028.62 |
937.22 |
91.40 |
9.2% |
21.41 |
2.2% |
59% |
False |
False |
|
20 |
1,082.92 |
937.22 |
145.70 |
14.7% |
25.79 |
2.6% |
37% |
False |
False |
|
40 |
1,085.35 |
937.22 |
148.13 |
14.9% |
23.80 |
2.4% |
36% |
False |
False |
|
60 |
1,146.12 |
926.97 |
219.15 |
22.1% |
26.73 |
2.7% |
29% |
False |
False |
|
80 |
1,153.89 |
926.97 |
226.92 |
22.9% |
24.42 |
2.5% |
28% |
False |
False |
|
100 |
1,153.89 |
926.97 |
226.92 |
22.9% |
23.85 |
2.4% |
28% |
False |
False |
|
120 |
1,153.89 |
926.97 |
226.92 |
22.9% |
23.54 |
2.4% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,123.55 |
2.618 |
1,078.52 |
1.618 |
1,050.93 |
1.000 |
1,033.88 |
0.618 |
1,023.34 |
HIGH |
1,006.29 |
0.618 |
995.75 |
0.500 |
992.50 |
0.382 |
989.24 |
LOW |
978.70 |
0.618 |
961.65 |
1.000 |
951.11 |
1.618 |
934.06 |
2.618 |
906.47 |
4.250 |
861.44 |
|
|
Fisher Pivots for day following 07-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
992.50 |
1,003.66 |
PP |
992.06 |
999.50 |
S1 |
991.63 |
995.35 |
|