Trading Metrics calculated at close of trading on 15-Jan-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-1998 |
15-Jan-1998 |
Change |
Change % |
Previous Week |
Open |
7,732.13 |
7,784.69 |
52.56 |
0.7% |
7,965.04 |
High |
7,836.25 |
7,803.87 |
-32.38 |
-0.4% |
8,072.91 |
Low |
7,669.10 |
7,651.66 |
-17.44 |
-0.2% |
7,513.41 |
Close |
7,784.69 |
7,691.77 |
-92.92 |
-1.2% |
7,580.42 |
Range |
167.15 |
152.21 |
-14.94 |
-8.9% |
559.50 |
ATR |
197.29 |
194.07 |
-3.22 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,172.40 |
8,084.29 |
7,775.49 |
|
R3 |
8,020.19 |
7,932.08 |
7,733.63 |
|
R2 |
7,867.98 |
7,867.98 |
7,719.68 |
|
R1 |
7,779.87 |
7,779.87 |
7,705.72 |
7,747.82 |
PP |
7,715.77 |
7,715.77 |
7,715.77 |
7,699.74 |
S1 |
7,627.66 |
7,627.66 |
7,677.82 |
7,595.61 |
S2 |
7,563.56 |
7,563.56 |
7,663.86 |
|
S3 |
7,411.35 |
7,475.45 |
7,649.91 |
|
S4 |
7,259.14 |
7,323.24 |
7,608.05 |
|
|
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 |
7,836.25 |
7,391.59 |
444.66 |
5.8% |
223.30 |
2.9% |
68% |
False |
False |
|
10 |
8,072.91 |
7,391.59 |
681.32 |
8.9% |
204.12 |
2.7% |
44% |
False |
False |
|
20 |
8,072.91 |
7,391.59 |
681.32 |
8.9% |
192.60 |
2.5% |
44% |
False |
False |
|
40 |
8,209.56 |
7,391.59 |
817.97 |
10.6% |
183.49 |
2.4% |
37% |
False |
False |
|
60 |
8,209.56 |
6,933.01 |
1,276.55 |
16.6% |
202.34 |
2.6% |
59% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
194.17 |
2.5% |
59% |
False |
False |
|
100 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
190.70 |
2.5% |
59% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
190.74 |
2.5% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,450.76 |
2.618 |
8,202.36 |
1.618 |
8,050.15 |
1.000 |
7,956.08 |
0.618 |
7,897.94 |
HIGH |
7,803.87 |
0.618 |
7,745.73 |
0.500 |
7,727.77 |
0.382 |
7,709.80 |
LOW |
7,651.66 |
0.618 |
7,557.59 |
1.000 |
7,499.45 |
1.618 |
7,405.38 |
2.618 |
7,253.17 |
4.250 |
7,004.77 |
|
|
Fisher Pivots for day following 15-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
7,727.77 |
7,723.28 |
PP |
7,715.77 |
7,712.78 |
S1 |
7,703.77 |
7,702.27 |
|