Trading Metrics calculated at close of trading on 16-Jan-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-1998 |
16-Jan-1998 |
Change |
Change % |
Previous Week |
Open |
7,784.69 |
7,691.77 |
-92.92 |
-1.2% |
7,580.42 |
High |
7,803.87 |
7,846.47 |
42.60 |
0.5% |
7,846.47 |
Low |
7,651.66 |
7,687.04 |
35.38 |
0.5% |
7,391.59 |
Close |
7,691.77 |
7,753.55 |
61.78 |
0.8% |
7,753.55 |
Range |
152.21 |
159.43 |
7.22 |
4.7% |
454.88 |
ATR |
194.07 |
191.60 |
-2.47 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,240.64 |
8,156.53 |
7,841.24 |
|
R3 |
8,081.21 |
7,997.10 |
7,797.39 |
|
R2 |
7,921.78 |
7,921.78 |
7,782.78 |
|
R1 |
7,837.67 |
7,837.67 |
7,768.16 |
7,879.73 |
PP |
7,762.35 |
7,762.35 |
7,762.35 |
7,783.38 |
S1 |
7,678.24 |
7,678.24 |
7,738.94 |
7,720.30 |
S2 |
7,602.92 |
7,602.92 |
7,724.32 |
|
S3 |
7,443.49 |
7,518.81 |
7,709.71 |
|
S4 |
7,284.06 |
7,359.38 |
7,665.86 |
|
|
Weekly Pivots for week ending 16-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,028.51 |
8,845.91 |
8,003.73 |
|
R3 |
8,573.63 |
8,391.03 |
7,878.64 |
|
R2 |
8,118.75 |
8,118.75 |
7,836.94 |
|
R1 |
7,936.15 |
7,936.15 |
7,795.25 |
8,027.45 |
PP |
7,663.87 |
7,663.87 |
7,663.87 |
7,709.52 |
S1 |
7,481.27 |
7,481.27 |
7,711.85 |
7,572.57 |
S2 |
7,208.99 |
7,208.99 |
7,670.16 |
|
S3 |
6,754.11 |
7,026.39 |
7,628.46 |
|
S4 |
6,299.23 |
6,571.51 |
7,503.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,846.47 |
7,391.59 |
454.88 |
5.9% |
194.86 |
2.5% |
80% |
True |
False |
|
10 |
8,072.91 |
7,391.59 |
681.32 |
8.8% |
204.47 |
2.6% |
53% |
False |
False |
|
20 |
8,072.91 |
7,391.59 |
681.32 |
8.8% |
191.09 |
2.5% |
53% |
False |
False |
|
40 |
8,209.56 |
7,391.59 |
817.97 |
10.5% |
183.34 |
2.4% |
44% |
False |
False |
|
60 |
8,209.56 |
6,933.01 |
1,276.55 |
16.5% |
201.99 |
2.6% |
64% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.6% |
194.13 |
2.5% |
64% |
False |
False |
|
100 |
8,218.34 |
6,933.01 |
1,285.33 |
16.6% |
190.48 |
2.5% |
64% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.1% |
190.66 |
2.5% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,524.05 |
2.618 |
8,263.86 |
1.618 |
8,104.43 |
1.000 |
8,005.90 |
0.618 |
7,945.00 |
HIGH |
7,846.47 |
0.618 |
7,785.57 |
0.500 |
7,766.76 |
0.382 |
7,747.94 |
LOW |
7,687.04 |
0.618 |
7,588.51 |
1.000 |
7,527.61 |
1.618 |
7,429.08 |
2.618 |
7,269.65 |
4.250 |
7,009.46 |
|
|
Fisher Pivots for day following 16-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
7,766.76 |
7,752.06 |
PP |
7,762.35 |
7,750.56 |
S1 |
7,757.95 |
7,749.07 |
|