| Trading Metrics calculated at close of trading on 29-Jan-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-1998 |
29-Jan-1998 |
Change |
Change % |
Previous Week |
| Open |
969.50 |
977.19 |
7.69 |
0.8% |
962.05 |
| High |
978.63 |
992.65 |
14.02 |
1.4% |
978.60 |
| Low |
969.02 |
975.21 |
6.19 |
0.6% |
950.86 |
| Close |
977.46 |
985.49 |
8.03 |
0.8% |
957.59 |
| Range |
9.61 |
17.44 |
7.83 |
81.5% |
27.74 |
| ATR |
13.98 |
14.23 |
0.25 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,036.77 |
1,028.57 |
995.08 |
|
| R3 |
1,019.33 |
1,011.13 |
990.29 |
|
| R2 |
1,001.89 |
1,001.89 |
988.69 |
|
| R1 |
993.69 |
993.69 |
987.09 |
997.79 |
| PP |
984.45 |
984.45 |
984.45 |
986.50 |
| S1 |
976.25 |
976.25 |
983.89 |
980.35 |
| S2 |
967.01 |
967.01 |
982.29 |
|
| S3 |
949.57 |
958.81 |
980.69 |
|
| S4 |
932.13 |
941.37 |
975.90 |
|
|
| 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 |
992.65 |
950.86 |
41.79 |
4.2% |
13.68 |
1.4% |
83% |
True |
False |
|
| 10 |
992.65 |
950.22 |
42.43 |
4.3% |
13.23 |
1.3% |
83% |
True |
False |
|
| 20 |
992.65 |
912.83 |
79.82 |
8.1% |
14.13 |
1.4% |
91% |
True |
False |
|
| 40 |
992.65 |
912.83 |
79.82 |
8.1% |
13.72 |
1.4% |
91% |
True |
False |
|
| 60 |
992.65 |
900.61 |
92.04 |
9.3% |
13.82 |
1.4% |
92% |
True |
False |
|
| 80 |
992.65 |
855.27 |
137.38 |
13.9% |
15.35 |
1.6% |
95% |
True |
False |
|
| 100 |
992.65 |
855.27 |
137.38 |
13.9% |
14.75 |
1.5% |
95% |
True |
False |
|
| 120 |
992.65 |
855.27 |
137.38 |
13.9% |
14.98 |
1.5% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,066.77 |
|
2.618 |
1,038.31 |
|
1.618 |
1,020.87 |
|
1.000 |
1,010.09 |
|
0.618 |
1,003.43 |
|
HIGH |
992.65 |
|
0.618 |
985.99 |
|
0.500 |
983.93 |
|
0.382 |
981.87 |
|
LOW |
975.21 |
|
0.618 |
964.43 |
|
1.000 |
957.77 |
|
1.618 |
946.99 |
|
2.618 |
929.55 |
|
4.250 |
901.09 |
|
|
| Fisher Pivots for day following 29-Jan-1998 |
| Pivot |
1 day |
3 day |
| R1 |
984.97 |
981.81 |
| PP |
984.45 |
978.13 |
| S1 |
983.93 |
974.46 |
|