| Trading Metrics calculated at close of trading on 30-Jan-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-1998 |
30-Jan-1998 |
Change |
Change % |
Previous Week |
| Open |
977.19 |
985.91 |
8.72 |
0.9% |
957.72 |
| High |
992.65 |
987.41 |
-5.24 |
-0.5% |
992.65 |
| Low |
975.21 |
979.63 |
4.42 |
0.5% |
954.24 |
| Close |
985.49 |
980.28 |
-5.21 |
-0.5% |
980.28 |
| Range |
17.44 |
7.78 |
-9.66 |
-55.4% |
38.41 |
| ATR |
14.23 |
13.77 |
-0.46 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,005.78 |
1,000.81 |
984.56 |
|
| R3 |
998.00 |
993.03 |
982.42 |
|
| R2 |
990.22 |
990.22 |
981.71 |
|
| R1 |
985.25 |
985.25 |
980.99 |
983.85 |
| PP |
982.44 |
982.44 |
982.44 |
981.74 |
| S1 |
977.47 |
977.47 |
979.57 |
976.07 |
| S2 |
974.66 |
974.66 |
978.85 |
|
| S3 |
966.88 |
969.69 |
978.14 |
|
| S4 |
959.10 |
961.91 |
976.00 |
|
|
| Weekly Pivots for week ending 30-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,090.95 |
1,074.03 |
1,001.41 |
|
| R3 |
1,052.54 |
1,035.62 |
990.84 |
|
| R2 |
1,014.13 |
1,014.13 |
987.32 |
|
| R1 |
997.21 |
997.21 |
983.80 |
1,005.67 |
| PP |
975.72 |
975.72 |
975.72 |
979.96 |
| S1 |
958.80 |
958.80 |
976.76 |
967.26 |
| S2 |
937.31 |
937.31 |
973.24 |
|
| S3 |
898.90 |
920.39 |
969.72 |
|
| S4 |
860.49 |
881.98 |
959.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
992.65 |
954.24 |
38.41 |
3.9% |
12.12 |
1.2% |
68% |
False |
False |
|
| 10 |
992.65 |
950.86 |
41.79 |
4.3% |
13.27 |
1.4% |
70% |
False |
False |
|
| 20 |
992.65 |
912.83 |
79.82 |
8.1% |
14.14 |
1.4% |
85% |
False |
False |
|
| 40 |
992.65 |
912.83 |
79.82 |
8.1% |
13.76 |
1.4% |
85% |
False |
False |
|
| 60 |
992.65 |
900.61 |
92.04 |
9.4% |
13.54 |
1.4% |
87% |
False |
False |
|
| 80 |
992.65 |
855.27 |
137.38 |
14.0% |
15.33 |
1.6% |
91% |
False |
False |
|
| 100 |
992.65 |
855.27 |
137.38 |
14.0% |
14.75 |
1.5% |
91% |
False |
False |
|
| 120 |
992.65 |
855.27 |
137.38 |
14.0% |
14.84 |
1.5% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,020.48 |
|
2.618 |
1,007.78 |
|
1.618 |
1,000.00 |
|
1.000 |
995.19 |
|
0.618 |
992.22 |
|
HIGH |
987.41 |
|
0.618 |
984.44 |
|
0.500 |
983.52 |
|
0.382 |
982.60 |
|
LOW |
979.63 |
|
0.618 |
974.82 |
|
1.000 |
971.85 |
|
1.618 |
967.04 |
|
2.618 |
959.26 |
|
4.250 |
946.57 |
|
|
| Fisher Pivots for day following 30-Jan-1998 |
| Pivot |
1 day |
3 day |
| R1 |
983.52 |
980.84 |
| PP |
982.44 |
980.65 |
| S1 |
981.36 |
980.47 |
|