| 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 |
963.32 |
957.72 |
-5.60 |
-0.6% |
962.05 |
| High |
966.44 |
963.04 |
-3.40 |
-0.4% |
978.60 |
| Low |
950.86 |
954.24 |
3.38 |
0.4% |
950.86 |
| Close |
957.59 |
956.95 |
-0.64 |
-0.1% |
957.59 |
| Range |
15.58 |
8.80 |
-6.78 |
-43.5% |
27.74 |
| ATR |
14.52 |
14.12 |
-0.41 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
984.48 |
979.51 |
961.79 |
|
| R3 |
975.68 |
970.71 |
959.37 |
|
| R2 |
966.88 |
966.88 |
958.56 |
|
| R1 |
961.91 |
961.91 |
957.76 |
960.00 |
| PP |
958.08 |
958.08 |
958.08 |
957.12 |
| S1 |
953.11 |
953.11 |
956.14 |
951.20 |
| S2 |
949.28 |
949.28 |
955.34 |
|
| S3 |
940.48 |
944.31 |
954.53 |
|
| S4 |
931.68 |
935.51 |
952.11 |
|
|
| Weekly Pivots for week ending 23-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,045.57 |
1,029.32 |
972.85 |
|
| R3 |
1,017.83 |
1,001.58 |
965.22 |
|
| R2 |
990.09 |
990.09 |
962.68 |
|
| R1 |
973.84 |
973.84 |
960.13 |
968.10 |
| PP |
962.35 |
962.35 |
962.35 |
959.48 |
| S1 |
946.10 |
946.10 |
955.05 |
940.36 |
| S2 |
934.61 |
934.61 |
952.50 |
|
| S3 |
906.87 |
918.36 |
949.96 |
|
| S4 |
879.13 |
890.62 |
942.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
978.60 |
950.86 |
27.74 |
2.9% |
13.51 |
1.4% |
22% |
False |
False |
|
| 10 |
978.60 |
912.83 |
65.77 |
6.9% |
13.70 |
1.4% |
67% |
False |
False |
|
| 20 |
982.64 |
912.83 |
69.81 |
7.3% |
14.04 |
1.5% |
63% |
False |
False |
|
| 40 |
986.25 |
912.83 |
73.42 |
7.7% |
13.44 |
1.4% |
60% |
False |
False |
|
| 60 |
986.25 |
900.61 |
85.64 |
8.9% |
14.04 |
1.5% |
66% |
False |
False |
|
| 80 |
986.25 |
855.27 |
130.98 |
13.7% |
15.27 |
1.6% |
78% |
False |
False |
|
| 100 |
986.25 |
855.27 |
130.98 |
13.7% |
14.64 |
1.5% |
78% |
False |
False |
|
| 120 |
986.25 |
855.27 |
130.98 |
13.7% |
14.88 |
1.6% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,000.44 |
|
2.618 |
986.08 |
|
1.618 |
977.28 |
|
1.000 |
971.84 |
|
0.618 |
968.48 |
|
HIGH |
963.04 |
|
0.618 |
959.68 |
|
0.500 |
958.64 |
|
0.382 |
957.60 |
|
LOW |
954.24 |
|
0.618 |
948.80 |
|
1.000 |
945.44 |
|
1.618 |
940.00 |
|
2.618 |
931.20 |
|
4.250 |
916.84 |
|
|
| Fisher Pivots for day following 26-Jan-1998 |
| Pivot |
1 day |
3 day |
| R1 |
958.64 |
960.84 |
| PP |
958.08 |
959.54 |
| S1 |
957.51 |
958.25 |
|