Trading Metrics calculated at close of trading on 22-Jan-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-1998 |
22-Jan-1998 |
Change |
Change % |
Previous Week |
Open |
7,873.12 |
7,794.40 |
-78.72 |
-1.0% |
7,580.42 |
High |
7,874.87 |
7,833.26 |
-41.61 |
-0.5% |
7,846.47 |
Low |
7,707.96 |
7,637.71 |
-70.25 |
-0.9% |
7,391.59 |
Close |
7,794.40 |
7,730.88 |
-63.52 |
-0.8% |
7,753.55 |
Range |
166.91 |
195.55 |
28.64 |
17.2% |
454.88 |
ATR |
191.18 |
191.50 |
0.31 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,320.60 |
8,221.29 |
7,838.43 |
|
R3 |
8,125.05 |
8,025.74 |
7,784.66 |
|
R2 |
7,929.50 |
7,929.50 |
7,766.73 |
|
R1 |
7,830.19 |
7,830.19 |
7,748.81 |
7,782.07 |
PP |
7,733.95 |
7,733.95 |
7,733.95 |
7,709.89 |
S1 |
7,634.64 |
7,634.64 |
7,712.95 |
7,586.52 |
S2 |
7,538.40 |
7,538.40 |
7,695.03 |
|
S3 |
7,342.85 |
7,439.09 |
7,677.10 |
|
S4 |
7,147.30 |
7,243.54 |
7,623.33 |
|
|
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 |
7,637.71 |
270.29 |
3.5% |
177.22 |
2.3% |
34% |
False |
True |
|
10 |
7,935.40 |
7,391.59 |
543.81 |
7.0% |
205.27 |
2.7% |
62% |
False |
False |
|
20 |
8,072.91 |
7,391.59 |
681.32 |
8.8% |
184.45 |
2.4% |
50% |
False |
False |
|
40 |
8,209.56 |
7,391.59 |
817.97 |
10.6% |
184.50 |
2.4% |
41% |
False |
False |
|
60 |
8,209.56 |
6,933.01 |
1,276.55 |
16.5% |
199.85 |
2.6% |
63% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.6% |
195.35 |
2.5% |
62% |
False |
False |
|
100 |
8,218.34 |
6,933.01 |
1,285.33 |
16.6% |
190.84 |
2.5% |
62% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.2% |
191.21 |
2.5% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,664.35 |
2.618 |
8,345.21 |
1.618 |
8,149.66 |
1.000 |
8,028.81 |
0.618 |
7,954.11 |
HIGH |
7,833.26 |
0.618 |
7,758.56 |
0.500 |
7,735.49 |
0.382 |
7,712.41 |
LOW |
7,637.71 |
0.618 |
7,516.86 |
1.000 |
7,442.16 |
1.618 |
7,321.31 |
2.618 |
7,125.76 |
4.250 |
6,806.62 |
|
|
Fisher Pivots for day following 22-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
7,735.49 |
7,772.86 |
PP |
7,733.95 |
7,758.86 |
S1 |
7,732.42 |
7,744.87 |
|