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 |
996.37 |
995.58 |
-0.79 |
-0.1% |
956.19 |
High |
1,004.36 |
1,008.62 |
4.26 |
0.4% |
1,008.62 |
Low |
986.98 |
995.58 |
8.60 |
0.9% |
933.01 |
Close |
995.58 |
1,005.87 |
10.29 |
1.0% |
1,005.87 |
Range |
17.38 |
13.04 |
-4.34 |
-25.0% |
75.61 |
ATR |
24.72 |
23.89 |
-0.83 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,042.48 |
1,037.21 |
1,013.04 |
|
R3 |
1,029.44 |
1,024.17 |
1,009.46 |
|
R2 |
1,016.40 |
1,016.40 |
1,008.26 |
|
R1 |
1,011.13 |
1,011.13 |
1,007.07 |
1,013.77 |
PP |
1,003.36 |
1,003.36 |
1,003.36 |
1,004.67 |
S1 |
998.09 |
998.09 |
1,004.67 |
1,000.73 |
S2 |
990.32 |
990.32 |
1,003.48 |
|
S3 |
977.28 |
985.05 |
1,002.28 |
|
S4 |
964.24 |
972.01 |
998.70 |
|
|
Weekly Pivots for week ending 16-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,209.33 |
1,183.21 |
1,047.46 |
|
R3 |
1,133.72 |
1,107.60 |
1,026.66 |
|
R2 |
1,058.11 |
1,058.11 |
1,019.73 |
|
R1 |
1,031.99 |
1,031.99 |
1,012.80 |
1,045.05 |
PP |
982.50 |
982.50 |
982.50 |
989.03 |
S1 |
956.38 |
956.38 |
998.94 |
969.44 |
S2 |
906.89 |
906.89 |
992.01 |
|
S3 |
831.28 |
880.77 |
985.08 |
|
S4 |
755.67 |
805.16 |
964.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,008.62 |
933.01 |
75.61 |
7.5% |
22.13 |
2.2% |
96% |
True |
False |
|
10 |
1,028.62 |
933.01 |
95.61 |
9.5% |
24.21 |
2.4% |
76% |
False |
False |
|
20 |
1,028.62 |
933.01 |
95.61 |
9.5% |
23.76 |
2.4% |
76% |
False |
False |
|
40 |
1,085.35 |
933.01 |
152.34 |
15.1% |
23.78 |
2.4% |
48% |
False |
False |
|
60 |
1,114.46 |
926.97 |
187.49 |
18.6% |
26.78 |
2.7% |
42% |
False |
False |
|
80 |
1,153.89 |
926.97 |
226.92 |
22.6% |
24.94 |
2.5% |
35% |
False |
False |
|
100 |
1,153.89 |
926.97 |
226.92 |
22.6% |
23.65 |
2.4% |
35% |
False |
False |
|
120 |
1,153.89 |
926.97 |
226.92 |
22.6% |
23.59 |
2.3% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,064.04 |
2.618 |
1,042.76 |
1.618 |
1,029.72 |
1.000 |
1,021.66 |
0.618 |
1,016.68 |
HIGH |
1,008.62 |
0.618 |
1,003.64 |
0.500 |
1,002.10 |
0.382 |
1,000.56 |
LOW |
995.58 |
0.618 |
987.52 |
1.000 |
982.54 |
1.618 |
974.48 |
2.618 |
961.44 |
4.250 |
940.16 |
|
|
Fisher Pivots for day following 16-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
1,004.61 |
1,002.67 |
PP |
1,003.36 |
999.46 |
S1 |
1,002.10 |
996.26 |
|