| 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 |
957.00 |
969.50 |
12.50 |
1.3% |
962.05 |
| High |
973.23 |
978.63 |
5.40 |
0.6% |
978.60 |
| Low |
956.26 |
969.02 |
12.76 |
1.3% |
950.86 |
| Close |
969.02 |
977.46 |
8.44 |
0.9% |
957.59 |
| Range |
16.97 |
9.61 |
-7.36 |
-43.4% |
27.74 |
| ATR |
14.32 |
13.98 |
-0.34 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,003.87 |
1,000.27 |
982.75 |
|
| R3 |
994.26 |
990.66 |
980.10 |
|
| R2 |
984.65 |
984.65 |
979.22 |
|
| R1 |
981.05 |
981.05 |
978.34 |
982.85 |
| PP |
975.04 |
975.04 |
975.04 |
975.94 |
| S1 |
971.44 |
971.44 |
976.58 |
973.24 |
| S2 |
965.43 |
965.43 |
975.70 |
|
| S3 |
955.82 |
961.83 |
974.82 |
|
| S4 |
946.21 |
952.22 |
972.17 |
|
|
| 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 |
978.63 |
950.86 |
27.77 |
2.8% |
12.46 |
1.3% |
96% |
True |
False |
|
| 10 |
978.63 |
948.00 |
30.63 |
3.1% |
12.49 |
1.3% |
96% |
True |
False |
|
| 20 |
982.64 |
912.83 |
69.81 |
7.1% |
14.13 |
1.4% |
93% |
False |
False |
|
| 40 |
986.25 |
912.83 |
73.42 |
7.5% |
13.77 |
1.4% |
88% |
False |
False |
|
| 60 |
986.25 |
900.61 |
85.64 |
8.8% |
13.80 |
1.4% |
90% |
False |
False |
|
| 80 |
986.25 |
855.27 |
130.98 |
13.4% |
15.39 |
1.6% |
93% |
False |
False |
|
| 100 |
986.25 |
855.27 |
130.98 |
13.4% |
14.74 |
1.5% |
93% |
False |
False |
|
| 120 |
986.25 |
855.27 |
130.98 |
13.4% |
14.95 |
1.5% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,019.47 |
|
2.618 |
1,003.79 |
|
1.618 |
994.18 |
|
1.000 |
988.24 |
|
0.618 |
984.57 |
|
HIGH |
978.63 |
|
0.618 |
974.96 |
|
0.500 |
973.83 |
|
0.382 |
972.69 |
|
LOW |
969.02 |
|
0.618 |
963.08 |
|
1.000 |
959.41 |
|
1.618 |
953.47 |
|
2.618 |
943.86 |
|
4.250 |
928.18 |
|
|
| Fisher Pivots for day following 28-Jan-1998 |
| Pivot |
1 day |
3 day |
| R1 |
976.25 |
973.79 |
| PP |
975.04 |
970.11 |
| S1 |
973.83 |
966.44 |
|