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 |
7,802.62 |
7,580.42 |
-222.20 |
-2.8% |
7,965.04 |
High |
7,815.08 |
7,706.22 |
-108.86 |
-1.4% |
8,072.91 |
Low |
7,513.41 |
7,391.59 |
-121.82 |
-1.6% |
7,513.41 |
Close |
7,580.42 |
7,647.18 |
66.76 |
0.9% |
7,580.42 |
Range |
301.67 |
314.63 |
12.96 |
4.3% |
559.50 |
ATR |
192.31 |
201.05 |
8.74 |
4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,525.55 |
8,401.00 |
7,820.23 |
|
R3 |
8,210.92 |
8,086.37 |
7,733.70 |
|
R2 |
7,896.29 |
7,896.29 |
7,704.86 |
|
R1 |
7,771.74 |
7,771.74 |
7,676.02 |
7,834.02 |
PP |
7,581.66 |
7,581.66 |
7,581.66 |
7,612.80 |
S1 |
7,457.11 |
7,457.11 |
7,618.34 |
7,519.39 |
S2 |
7,267.03 |
7,267.03 |
7,589.50 |
|
S3 |
6,952.40 |
7,142.48 |
7,560.66 |
|
S4 |
6,637.77 |
6,827.85 |
7,474.13 |
|
|
Weekly Pivots for week ending 09-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,400.75 |
9,050.08 |
7,888.15 |
|
R3 |
8,841.25 |
8,490.58 |
7,734.28 |
|
R2 |
8,281.75 |
8,281.75 |
7,683.00 |
|
R1 |
7,931.08 |
7,931.08 |
7,631.71 |
7,826.67 |
PP |
7,722.25 |
7,722.25 |
7,722.25 |
7,670.04 |
S1 |
7,371.58 |
7,371.58 |
7,529.13 |
7,267.17 |
S2 |
7,162.75 |
7,162.75 |
7,477.85 |
|
S3 |
6,603.25 |
6,812.08 |
7,426.56 |
|
S4 |
6,043.75 |
6,252.58 |
7,272.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,999.17 |
7,391.59 |
607.58 |
7.9% |
235.51 |
3.1% |
42% |
False |
True |
|
10 |
8,072.91 |
7,391.59 |
681.32 |
8.9% |
199.59 |
2.6% |
38% |
False |
True |
|
20 |
8,072.91 |
7,391.59 |
681.32 |
8.9% |
195.36 |
2.6% |
38% |
False |
True |
|
40 |
8,209.56 |
7,334.77 |
874.79 |
11.4% |
185.57 |
2.4% |
36% |
False |
False |
|
60 |
8,209.56 |
6,933.01 |
1,276.55 |
16.7% |
205.35 |
2.7% |
56% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.8% |
194.57 |
2.5% |
56% |
False |
False |
|
100 |
8,218.34 |
6,933.01 |
1,285.33 |
16.8% |
191.56 |
2.5% |
56% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.4% |
191.11 |
2.5% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,043.40 |
2.618 |
8,529.92 |
1.618 |
8,215.29 |
1.000 |
8,020.85 |
0.618 |
7,900.66 |
HIGH |
7,706.22 |
0.618 |
7,586.03 |
0.500 |
7,548.91 |
0.382 |
7,511.78 |
LOW |
7,391.59 |
0.618 |
7,197.15 |
1.000 |
7,076.96 |
1.618 |
6,882.52 |
2.618 |
6,567.89 |
4.250 |
6,054.41 |
|
|
Fisher Pivots for day following 12-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
7,614.42 |
7,663.50 |
PP |
7,581.66 |
7,658.06 |
S1 |
7,548.91 |
7,652.62 |
|