Trading Metrics calculated at close of trading on 06-Jan-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-1998 |
06-Jan-1998 |
Change |
Change % |
Previous Week |
Open |
7,965.04 |
7,978.99 |
13.95 |
0.2% |
7,679.31 |
High |
8,072.91 |
7,999.17 |
-73.74 |
-0.9% |
8,001.41 |
Low |
7,865.40 |
7,832.52 |
-32.88 |
-0.4% |
7,712.94 |
Close |
7,978.99 |
7,906.25 |
-72.74 |
-0.9% |
7,965.04 |
Range |
207.51 |
166.65 |
-40.86 |
-19.7% |
288.47 |
ATR |
182.89 |
181.73 |
-1.16 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,412.60 |
8,326.07 |
7,997.91 |
|
R3 |
8,245.95 |
8,159.42 |
7,952.08 |
|
R2 |
8,079.30 |
8,079.30 |
7,936.80 |
|
R1 |
7,992.77 |
7,992.77 |
7,921.53 |
7,952.71 |
PP |
7,912.65 |
7,912.65 |
7,912.65 |
7,892.62 |
S1 |
7,826.12 |
7,826.12 |
7,890.97 |
7,786.06 |
S2 |
7,746.00 |
7,746.00 |
7,875.70 |
|
S3 |
7,579.35 |
7,659.47 |
7,860.42 |
|
S4 |
7,412.70 |
7,492.82 |
7,814.59 |
|
|
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 |
7,787.68 |
285.23 |
3.6% |
172.58 |
2.2% |
42% |
False |
False |
|
10 |
8,072.91 |
7,624.26 |
448.65 |
5.7% |
162.57 |
2.1% |
63% |
False |
False |
|
20 |
8,195.88 |
7,563.23 |
632.65 |
8.0% |
178.29 |
2.3% |
54% |
False |
False |
|
40 |
8,209.56 |
7,334.77 |
874.79 |
11.1% |
178.91 |
2.3% |
65% |
False |
False |
|
60 |
8,209.56 |
6,933.01 |
1,276.55 |
16.1% |
197.85 |
2.5% |
76% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.3% |
191.35 |
2.4% |
76% |
False |
False |
|
100 |
8,218.34 |
6,933.01 |
1,285.33 |
16.3% |
189.93 |
2.4% |
76% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
17.8% |
189.98 |
2.4% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,707.43 |
2.618 |
8,435.46 |
1.618 |
8,268.81 |
1.000 |
8,165.82 |
0.618 |
8,102.16 |
HIGH |
7,999.17 |
0.618 |
7,935.51 |
0.500 |
7,915.85 |
0.382 |
7,896.18 |
LOW |
7,832.52 |
0.618 |
7,729.53 |
1.000 |
7,665.87 |
1.618 |
7,562.88 |
2.618 |
7,396.23 |
4.250 |
7,124.26 |
|
|
Fisher Pivots for day following 06-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
7,915.85 |
7,952.72 |
PP |
7,912.65 |
7,937.23 |
S1 |
7,909.45 |
7,921.74 |
|