Trading Metrics calculated at close of trading on 05-Jan-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-1998 |
05-Jan-1998 |
Change |
Change % |
Previous Week |
Open |
7,908.25 |
7,965.04 |
56.79 |
0.7% |
7,679.31 |
High |
8,001.41 |
8,072.91 |
71.50 |
0.9% |
8,001.41 |
Low |
7,845.47 |
7,865.40 |
19.93 |
0.3% |
7,712.94 |
Close |
7,965.04 |
7,978.99 |
13.95 |
0.2% |
7,965.04 |
Range |
155.94 |
207.51 |
51.57 |
33.1% |
288.47 |
ATR |
181.00 |
182.89 |
1.89 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,594.96 |
8,494.49 |
8,093.12 |
|
R3 |
8,387.45 |
8,286.98 |
8,036.06 |
|
R2 |
8,179.94 |
8,179.94 |
8,017.03 |
|
R1 |
8,079.47 |
8,079.47 |
7,998.01 |
8,129.71 |
PP |
7,972.43 |
7,972.43 |
7,972.43 |
7,997.55 |
S1 |
7,871.96 |
7,871.96 |
7,959.97 |
7,922.20 |
S2 |
7,764.92 |
7,764.92 |
7,940.95 |
|
S3 |
7,557.41 |
7,664.45 |
7,921.92 |
|
S4 |
7,349.90 |
7,456.94 |
7,864.86 |
|
|
Weekly Pivots for week ending 02-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,758.54 |
8,650.26 |
8,123.70 |
|
R3 |
8,470.07 |
8,361.79 |
8,044.37 |
|
R2 |
8,181.60 |
8,181.60 |
8,017.93 |
|
R1 |
8,073.32 |
8,073.32 |
7,991.48 |
8,127.46 |
PP |
7,893.13 |
7,893.13 |
7,893.13 |
7,920.20 |
S1 |
7,784.85 |
7,784.85 |
7,938.60 |
7,838.99 |
S2 |
7,604.66 |
7,604.66 |
7,912.15 |
|
S3 |
7,316.19 |
7,496.38 |
7,885.71 |
|
S4 |
7,027.72 |
7,207.91 |
7,806.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,072.91 |
7,712.94 |
359.97 |
4.5% |
163.67 |
2.1% |
74% |
True |
False |
|
10 |
8,072.91 |
7,563.23 |
509.68 |
6.4% |
177.44 |
2.2% |
82% |
True |
False |
|
20 |
8,209.56 |
7,563.23 |
646.33 |
8.1% |
181.44 |
2.3% |
64% |
False |
False |
|
40 |
8,209.56 |
7,334.77 |
874.79 |
11.0% |
178.77 |
2.2% |
74% |
False |
False |
|
60 |
8,209.56 |
6,933.01 |
1,276.55 |
16.0% |
197.52 |
2.5% |
82% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.1% |
191.63 |
2.4% |
81% |
False |
False |
|
100 |
8,218.34 |
6,933.01 |
1,285.33 |
16.1% |
190.54 |
2.4% |
81% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
17.6% |
190.16 |
2.4% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,954.83 |
2.618 |
8,616.17 |
1.618 |
8,408.66 |
1.000 |
8,280.42 |
0.618 |
8,201.15 |
HIGH |
8,072.91 |
0.618 |
7,993.64 |
0.500 |
7,969.16 |
0.382 |
7,944.67 |
LOW |
7,865.40 |
0.618 |
7,737.16 |
1.000 |
7,657.89 |
1.618 |
7,529.65 |
2.618 |
7,322.14 |
4.250 |
6,983.48 |
|
|
Fisher Pivots for day following 05-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
7,975.71 |
7,970.44 |
PP |
7,972.43 |
7,961.89 |
S1 |
7,969.16 |
7,953.34 |
|