Trading Metrics calculated at close of trading on 26-Jan-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-1998 |
26-Jan-1998 |
Change |
Change % |
Previous Week |
Open |
7,730.88 |
7,700.74 |
-30.14 |
-0.4% |
7,753.55 |
High |
7,814.08 |
7,813.59 |
-0.49 |
0.0% |
7,908.00 |
Low |
7,609.31 |
7,629.99 |
20.68 |
0.3% |
7,609.31 |
Close |
7,700.74 |
7,712.94 |
12.20 |
0.2% |
7,700.74 |
Range |
204.77 |
183.60 |
-21.17 |
-10.3% |
298.69 |
ATR |
192.44 |
191.81 |
-0.63 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,269.64 |
8,174.89 |
7,813.92 |
|
R3 |
8,086.04 |
7,991.29 |
7,763.43 |
|
R2 |
7,902.44 |
7,902.44 |
7,746.60 |
|
R1 |
7,807.69 |
7,807.69 |
7,729.77 |
7,855.07 |
PP |
7,718.84 |
7,718.84 |
7,718.84 |
7,742.53 |
S1 |
7,624.09 |
7,624.09 |
7,696.11 |
7,671.47 |
S2 |
7,535.24 |
7,535.24 |
7,679.28 |
|
S3 |
7,351.64 |
7,440.49 |
7,662.45 |
|
S4 |
7,168.04 |
7,256.89 |
7,611.96 |
|
|
Weekly Pivots for week ending 23-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,635.42 |
8,466.77 |
7,865.02 |
|
R3 |
8,336.73 |
8,168.08 |
7,782.88 |
|
R2 |
8,038.04 |
8,038.04 |
7,755.50 |
|
R1 |
7,869.39 |
7,869.39 |
7,728.12 |
7,804.37 |
PP |
7,739.35 |
7,739.35 |
7,739.35 |
7,706.84 |
S1 |
7,570.70 |
7,570.70 |
7,673.36 |
7,505.68 |
S2 |
7,440.66 |
7,440.66 |
7,645.98 |
|
S3 |
7,141.97 |
7,272.01 |
7,618.60 |
|
S4 |
6,843.28 |
6,973.32 |
7,536.46 |
|
|
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 |
7,609.31 |
298.69 |
3.9% |
192.56 |
2.5% |
35% |
False |
False |
|
10 |
7,908.00 |
7,391.59 |
516.41 |
6.7% |
193.71 |
2.5% |
62% |
False |
False |
|
20 |
8,072.91 |
7,391.59 |
681.32 |
8.8% |
186.35 |
2.4% |
47% |
False |
False |
|
40 |
8,209.56 |
7,391.59 |
817.97 |
10.6% |
185.75 |
2.4% |
39% |
False |
False |
|
60 |
8,209.56 |
7,329.61 |
879.95 |
11.4% |
186.52 |
2.4% |
44% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
196.29 |
2.5% |
61% |
False |
False |
|
100 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
190.71 |
2.5% |
61% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.2% |
191.20 |
2.5% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,593.89 |
2.618 |
8,294.25 |
1.618 |
8,110.65 |
1.000 |
7,997.19 |
0.618 |
7,927.05 |
HIGH |
7,813.59 |
0.618 |
7,743.45 |
0.500 |
7,721.79 |
0.382 |
7,700.13 |
LOW |
7,629.99 |
0.618 |
7,516.53 |
1.000 |
7,446.39 |
1.618 |
7,332.93 |
2.618 |
7,149.33 |
4.250 |
6,849.69 |
|
|
Fisher Pivots for day following 26-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
7,721.79 |
7,721.29 |
PP |
7,718.84 |
7,718.50 |
S1 |
7,715.89 |
7,715.72 |
|