Trading Metrics calculated at close of trading on 28-Jan-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-1998 |
28-Jan-1998 |
Change |
Change % |
Previous Week |
Open |
7,712.94 |
7,815.08 |
102.14 |
1.3% |
7,753.55 |
High |
7,890.56 |
7,985.97 |
95.41 |
1.2% |
7,908.00 |
Low |
7,677.07 |
7,761.52 |
84.45 |
1.1% |
7,609.31 |
Close |
7,815.08 |
7,915.47 |
100.39 |
1.3% |
7,700.74 |
Range |
213.49 |
224.45 |
10.96 |
5.1% |
298.69 |
ATR |
193.36 |
195.58 |
2.22 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,561.00 |
8,462.69 |
8,038.92 |
|
R3 |
8,336.55 |
8,238.24 |
7,977.19 |
|
R2 |
8,112.10 |
8,112.10 |
7,956.62 |
|
R1 |
8,013.79 |
8,013.79 |
7,936.04 |
8,062.95 |
PP |
7,887.65 |
7,887.65 |
7,887.65 |
7,912.23 |
S1 |
7,789.34 |
7,789.34 |
7,894.90 |
7,838.50 |
S2 |
7,663.20 |
7,663.20 |
7,874.32 |
|
S3 |
7,438.75 |
7,564.89 |
7,853.75 |
|
S4 |
7,214.30 |
7,340.44 |
7,792.02 |
|
|
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 |
7,985.97 |
7,609.31 |
376.66 |
4.8% |
204.37 |
2.6% |
81% |
True |
False |
|
10 |
7,985.97 |
7,609.31 |
376.66 |
4.8% |
187.96 |
2.4% |
81% |
True |
False |
|
20 |
8,072.91 |
7,391.59 |
681.32 |
8.6% |
196.71 |
2.5% |
77% |
False |
False |
|
40 |
8,209.56 |
7,391.59 |
817.97 |
10.3% |
190.94 |
2.4% |
64% |
False |
False |
|
60 |
8,209.56 |
7,329.61 |
879.95 |
11.1% |
185.76 |
2.3% |
67% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.2% |
197.82 |
2.5% |
76% |
False |
False |
|
100 |
8,218.34 |
6,933.01 |
1,285.33 |
16.2% |
192.17 |
2.4% |
76% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
17.8% |
192.41 |
2.4% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,939.88 |
2.618 |
8,573.58 |
1.618 |
8,349.13 |
1.000 |
8,210.42 |
0.618 |
8,124.68 |
HIGH |
7,985.97 |
0.618 |
7,900.23 |
0.500 |
7,873.75 |
0.382 |
7,847.26 |
LOW |
7,761.52 |
0.618 |
7,622.81 |
1.000 |
7,537.07 |
1.618 |
7,398.36 |
2.618 |
7,173.91 |
4.250 |
6,807.61 |
|
|
Fisher Pivots for day following 28-Jan-1998 |
Pivot |
1 day |
3 day |
R1 |
7,901.56 |
7,879.64 |
PP |
7,887.65 |
7,843.81 |
S1 |
7,873.75 |
7,807.98 |
|