| Trading Metrics calculated at close of trading on 02-Feb-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-1998 |
02-Feb-1998 |
Change |
Change % |
Previous Week |
| Open |
985.91 |
980.90 |
-5.01 |
-0.5% |
957.72 |
| High |
987.41 |
1,002.48 |
15.07 |
1.5% |
992.65 |
| Low |
979.63 |
980.28 |
0.65 |
0.1% |
954.24 |
| Close |
980.28 |
1,001.27 |
20.99 |
2.1% |
980.28 |
| Range |
7.78 |
22.20 |
14.42 |
185.3% |
38.41 |
| ATR |
13.77 |
14.37 |
0.60 |
4.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Feb-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,061.28 |
1,053.47 |
1,013.48 |
|
| R3 |
1,039.08 |
1,031.27 |
1,007.38 |
|
| R2 |
1,016.88 |
1,016.88 |
1,005.34 |
|
| R1 |
1,009.07 |
1,009.07 |
1,003.31 |
1,012.98 |
| PP |
994.68 |
994.68 |
994.68 |
996.63 |
| S1 |
986.87 |
986.87 |
999.24 |
990.78 |
| S2 |
972.48 |
972.48 |
997.20 |
|
| S3 |
950.28 |
964.67 |
995.17 |
|
| S4 |
928.08 |
942.47 |
989.06 |
|
|
| 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 |
1,002.48 |
956.26 |
46.22 |
4.6% |
14.80 |
1.5% |
97% |
True |
False |
|
| 10 |
1,002.48 |
950.86 |
51.62 |
5.2% |
14.16 |
1.4% |
98% |
True |
False |
|
| 20 |
1,002.48 |
912.83 |
89.65 |
9.0% |
14.78 |
1.5% |
99% |
True |
False |
|
| 40 |
1,002.48 |
912.83 |
89.65 |
9.0% |
13.95 |
1.4% |
99% |
True |
False |
|
| 60 |
1,002.48 |
900.61 |
101.87 |
10.2% |
13.77 |
1.4% |
99% |
True |
False |
|
| 80 |
1,002.48 |
855.27 |
147.21 |
14.7% |
15.47 |
1.5% |
99% |
True |
False |
|
| 100 |
1,002.48 |
855.27 |
147.21 |
14.7% |
14.86 |
1.5% |
99% |
True |
False |
|
| 120 |
1,002.48 |
855.27 |
147.21 |
14.7% |
14.91 |
1.5% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,096.83 |
|
2.618 |
1,060.60 |
|
1.618 |
1,038.40 |
|
1.000 |
1,024.68 |
|
0.618 |
1,016.20 |
|
HIGH |
1,002.48 |
|
0.618 |
994.00 |
|
0.500 |
991.38 |
|
0.382 |
988.76 |
|
LOW |
980.28 |
|
0.618 |
966.56 |
|
1.000 |
958.08 |
|
1.618 |
944.36 |
|
2.618 |
922.16 |
|
4.250 |
885.93 |
|
|
| Fisher Pivots for day following 02-Feb-1998 |
| Pivot |
1 day |
3 day |
| R1 |
997.97 |
997.13 |
| PP |
994.68 |
992.99 |
| S1 |
991.38 |
988.85 |
|