Trading Metrics calculated at close of trading on 21-Jan-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-1998 |
21-Jan-1998 |
Change |
Change % |
Previous Week |
Open |
7,753.55 |
7,873.12 |
119.57 |
1.5% |
7,580.42 |
High |
7,908.00 |
7,874.87 |
-33.13 |
-0.4% |
7,846.47 |
Low |
7,696.01 |
7,707.96 |
11.95 |
0.2% |
7,391.59 |
Close |
7,873.12 |
7,794.40 |
-78.72 |
-1.0% |
7,753.55 |
Range |
211.99 |
166.91 |
-45.08 |
-21.3% |
454.88 |
ATR |
193.05 |
191.18 |
-1.87 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,293.14 |
8,210.68 |
7,886.20 |
|
R3 |
8,126.23 |
8,043.77 |
7,840.30 |
|
R2 |
7,959.32 |
7,959.32 |
7,825.00 |
|
R1 |
7,876.86 |
7,876.86 |
7,809.70 |
7,834.64 |
PP |
7,792.41 |
7,792.41 |
7,792.41 |
7,771.30 |
S1 |
7,709.95 |
7,709.95 |
7,779.10 |
7,667.73 |
S2 |
7,625.50 |
7,625.50 |
7,763.80 |
|
S3 |
7,458.59 |
7,543.04 |
7,748.50 |
|
S4 |
7,291.68 |
7,376.13 |
7,702.60 |
|
|
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 |
7,908.00 |
7,651.66 |
256.34 |
3.3% |
171.54 |
2.2% |
56% |
False |
False |
|
10 |
7,943.87 |
7,391.59 |
552.28 |
7.1% |
204.94 |
2.6% |
73% |
False |
False |
|
20 |
8,072.91 |
7,391.59 |
681.32 |
8.7% |
183.76 |
2.4% |
59% |
False |
False |
|
40 |
8,209.56 |
7,391.59 |
817.97 |
10.5% |
184.01 |
2.4% |
49% |
False |
False |
|
60 |
8,209.56 |
6,933.01 |
1,276.55 |
16.4% |
202.08 |
2.6% |
67% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.5% |
194.37 |
2.5% |
67% |
False |
False |
|
100 |
8,218.34 |
6,933.01 |
1,285.33 |
16.5% |
190.85 |
2.4% |
67% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.1% |
190.99 |
2.5% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,584.24 |
2.618 |
8,311.84 |
1.618 |
8,144.93 |
1.000 |
8,041.78 |
0.618 |
7,978.02 |
HIGH |
7,874.87 |
0.618 |
7,811.11 |
0.500 |
7,791.42 |
0.382 |
7,771.72 |
LOW |
7,707.96 |
0.618 |
7,604.81 |
1.000 |
7,541.05 |
1.618 |
7,437.90 |
2.618 |
7,270.99 |
4.250 |
6,998.59 |
|
|
Fisher Pivots for day following 21-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
7,793.41 |
7,797.52 |
PP |
7,792.41 |
7,796.48 |
S1 |
7,791.42 |
7,795.44 |
|