Trading Metrics calculated at close of trading on 12-Jan-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-1998 |
12-Jan-1998 |
Change |
Change % |
Previous Week |
Open |
994.54 |
956.19 |
-38.35 |
-3.9% |
1,008.23 |
High |
995.42 |
971.32 |
-24.10 |
-2.4% |
1,028.62 |
Low |
950.65 |
933.01 |
-17.64 |
-1.9% |
950.65 |
Close |
956.19 |
971.17 |
14.98 |
1.6% |
956.19 |
Range |
44.77 |
38.31 |
-6.46 |
-14.4% |
77.97 |
ATR |
25.05 |
25.99 |
0.95 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,073.43 |
1,060.61 |
992.24 |
|
R3 |
1,035.12 |
1,022.30 |
981.71 |
|
R2 |
996.81 |
996.81 |
978.19 |
|
R1 |
983.99 |
983.99 |
974.68 |
990.40 |
PP |
958.50 |
958.50 |
958.50 |
961.71 |
S1 |
945.68 |
945.68 |
967.66 |
952.09 |
S2 |
920.19 |
920.19 |
964.15 |
|
S3 |
881.88 |
907.37 |
960.63 |
|
S4 |
843.57 |
869.06 |
950.10 |
|
|
Weekly Pivots for week ending 09-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,212.40 |
1,162.26 |
999.07 |
|
R3 |
1,134.43 |
1,084.29 |
977.63 |
|
R2 |
1,056.46 |
1,056.46 |
970.48 |
|
R1 |
1,006.32 |
1,006.32 |
963.34 |
992.41 |
PP |
978.49 |
978.49 |
978.49 |
971.53 |
S1 |
928.35 |
928.35 |
949.04 |
914.44 |
S2 |
900.52 |
900.52 |
941.90 |
|
S3 |
822.55 |
850.38 |
934.75 |
|
S4 |
744.58 |
772.41 |
913.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,018.22 |
933.01 |
85.21 |
8.8% |
29.68 |
3.1% |
45% |
False |
True |
|
10 |
1,028.62 |
933.01 |
95.61 |
9.8% |
25.08 |
2.6% |
40% |
False |
True |
|
20 |
1,028.62 |
933.01 |
95.61 |
9.8% |
25.94 |
2.7% |
40% |
False |
True |
|
40 |
1,085.35 |
933.01 |
152.34 |
15.7% |
24.57 |
2.5% |
25% |
False |
True |
|
60 |
1,127.35 |
926.97 |
200.38 |
20.6% |
27.56 |
2.8% |
22% |
False |
False |
|
80 |
1,153.89 |
926.97 |
226.92 |
23.4% |
24.73 |
2.5% |
19% |
False |
False |
|
100 |
1,153.89 |
926.97 |
226.92 |
23.4% |
24.02 |
2.5% |
19% |
False |
False |
|
120 |
1,153.89 |
926.97 |
226.92 |
23.4% |
23.64 |
2.4% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,134.14 |
2.618 |
1,071.62 |
1.618 |
1,033.31 |
1.000 |
1,009.63 |
0.618 |
995.00 |
HIGH |
971.32 |
0.618 |
956.69 |
0.500 |
952.17 |
0.382 |
947.64 |
LOW |
933.01 |
0.618 |
909.33 |
1.000 |
894.70 |
1.618 |
871.02 |
2.618 |
832.71 |
4.250 |
770.19 |
|
|
Fisher Pivots for day following 12-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
964.84 |
970.23 |
PP |
958.50 |
969.30 |
S1 |
952.17 |
968.36 |
|