| Trading Metrics calculated at close of trading on 15-Jan-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-1998 |
15-Jan-1998 |
Change |
Change % |
Previous Week |
| Open |
952.52 |
957.60 |
5.08 |
0.5% |
975.41 |
| High |
958.12 |
957.60 |
-0.52 |
-0.1% |
982.64 |
| Low |
948.00 |
950.22 |
2.22 |
0.2% |
921.72 |
| Close |
957.94 |
950.73 |
-7.21 |
-0.8% |
927.69 |
| Range |
10.12 |
7.38 |
-2.74 |
-27.1% |
60.92 |
| ATR |
14.97 |
14.45 |
-0.52 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
974.99 |
970.24 |
954.79 |
|
| R3 |
967.61 |
962.86 |
952.76 |
|
| R2 |
960.23 |
960.23 |
952.08 |
|
| R1 |
955.48 |
955.48 |
951.41 |
954.17 |
| PP |
952.85 |
952.85 |
952.85 |
952.19 |
| S1 |
948.10 |
948.10 |
950.05 |
946.79 |
| S2 |
945.47 |
945.47 |
949.38 |
|
| S3 |
938.09 |
940.72 |
948.70 |
|
| S4 |
930.71 |
933.34 |
946.67 |
|
|
| Weekly Pivots for week ending 09-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,126.78 |
1,088.15 |
961.20 |
|
| R3 |
1,065.86 |
1,027.23 |
944.44 |
|
| R2 |
1,004.94 |
1,004.94 |
938.86 |
|
| R1 |
966.31 |
966.31 |
933.27 |
955.17 |
| PP |
944.02 |
944.02 |
944.02 |
938.44 |
| S1 |
905.39 |
905.39 |
922.11 |
894.25 |
| S2 |
883.10 |
883.10 |
916.52 |
|
| S3 |
822.18 |
844.47 |
910.94 |
|
| S4 |
761.26 |
783.55 |
894.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
958.12 |
912.83 |
45.29 |
4.8% |
18.10 |
1.9% |
84% |
False |
False |
|
| 10 |
982.64 |
912.83 |
69.81 |
7.3% |
15.01 |
1.6% |
54% |
False |
False |
|
| 20 |
982.64 |
912.83 |
69.81 |
7.3% |
14.59 |
1.5% |
54% |
False |
False |
|
| 40 |
986.25 |
912.83 |
73.42 |
7.7% |
13.35 |
1.4% |
52% |
False |
False |
|
| 60 |
986.25 |
855.27 |
130.98 |
13.8% |
16.07 |
1.7% |
73% |
False |
False |
|
| 80 |
986.25 |
855.27 |
130.98 |
13.8% |
15.02 |
1.6% |
73% |
False |
False |
|
| 100 |
986.25 |
855.27 |
130.98 |
13.8% |
14.76 |
1.6% |
73% |
False |
False |
|
| 120 |
986.25 |
855.27 |
130.98 |
13.8% |
14.75 |
1.6% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
988.97 |
|
2.618 |
976.92 |
|
1.618 |
969.54 |
|
1.000 |
964.98 |
|
0.618 |
962.16 |
|
HIGH |
957.60 |
|
0.618 |
954.78 |
|
0.500 |
953.91 |
|
0.382 |
953.04 |
|
LOW |
950.22 |
|
0.618 |
945.66 |
|
1.000 |
942.84 |
|
1.618 |
938.28 |
|
2.618 |
930.90 |
|
4.250 |
918.86 |
|
|
| Fisher Pivots for day following 15-Jan-1998 |
| Pivot |
1 day |
3 day |
| R1 |
953.91 |
950.16 |
| PP |
952.85 |
949.60 |
| S1 |
951.79 |
949.03 |
|