Trading Metrics calculated at close of trading on 20-Jan-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-1998 |
20-Jan-1998 |
Change |
Change % |
Previous Week |
Open |
995.58 |
1,026.88 |
31.30 |
3.1% |
956.19 |
High |
1,008.62 |
1,026.88 |
18.26 |
1.8% |
1,008.62 |
Low |
995.58 |
1,005.87 |
10.29 |
1.0% |
933.01 |
Close |
1,005.87 |
1,026.88 |
21.01 |
2.1% |
1,005.87 |
Range |
13.04 |
21.01 |
7.97 |
61.1% |
75.61 |
ATR |
23.89 |
23.68 |
-0.21 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,082.91 |
1,075.90 |
1,038.44 |
|
R3 |
1,061.90 |
1,054.89 |
1,032.66 |
|
R2 |
1,040.89 |
1,040.89 |
1,030.73 |
|
R1 |
1,033.88 |
1,033.88 |
1,028.81 |
1,037.39 |
PP |
1,019.88 |
1,019.88 |
1,019.88 |
1,021.63 |
S1 |
1,012.87 |
1,012.87 |
1,024.95 |
1,016.38 |
S2 |
998.87 |
998.87 |
1,023.03 |
|
S3 |
977.86 |
991.86 |
1,021.10 |
|
S4 |
956.85 |
970.85 |
1,015.32 |
|
|
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 |
1,026.88 |
971.17 |
55.71 |
5.4% |
18.67 |
1.8% |
100% |
True |
False |
|
10 |
1,026.88 |
933.01 |
93.87 |
9.1% |
24.17 |
2.4% |
100% |
True |
False |
|
20 |
1,028.62 |
933.01 |
95.61 |
9.3% |
23.43 |
2.3% |
98% |
False |
False |
|
40 |
1,085.35 |
933.01 |
152.34 |
14.8% |
24.02 |
2.3% |
62% |
False |
False |
|
60 |
1,098.71 |
926.97 |
171.74 |
16.7% |
26.86 |
2.6% |
58% |
False |
False |
|
80 |
1,153.89 |
926.97 |
226.92 |
22.1% |
24.88 |
2.4% |
44% |
False |
False |
|
100 |
1,153.89 |
926.97 |
226.92 |
22.1% |
23.71 |
2.3% |
44% |
False |
False |
|
120 |
1,153.89 |
926.97 |
226.92 |
22.1% |
23.61 |
2.3% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,116.17 |
2.618 |
1,081.88 |
1.618 |
1,060.87 |
1.000 |
1,047.89 |
0.618 |
1,039.86 |
HIGH |
1,026.88 |
0.618 |
1,018.85 |
0.500 |
1,016.38 |
0.382 |
1,013.90 |
LOW |
1,005.87 |
0.618 |
992.89 |
1.000 |
984.86 |
1.618 |
971.88 |
2.618 |
950.87 |
4.250 |
916.58 |
|
|
Fisher Pivots for day following 20-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
1,023.38 |
1,020.23 |
PP |
1,019.88 |
1,013.58 |
S1 |
1,016.38 |
1,006.93 |
|