| Trading Metrics calculated at close of trading on 04-Feb-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-1998 |
04-Feb-1998 |
Change |
Change % |
Previous Week |
| Open |
1,001.31 |
1,005.62 |
4.31 |
0.4% |
957.72 |
| High |
1,006.13 |
1,009.52 |
3.39 |
0.3% |
992.65 |
| Low |
996.90 |
999.43 |
2.53 |
0.3% |
954.24 |
| Close |
1,006.00 |
1,006.90 |
0.90 |
0.1% |
980.28 |
| Range |
9.23 |
10.09 |
0.86 |
9.3% |
38.41 |
| ATR |
14.00 |
13.72 |
-0.28 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Feb-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,035.55 |
1,031.32 |
1,012.45 |
|
| R3 |
1,025.46 |
1,021.23 |
1,009.67 |
|
| R2 |
1,015.37 |
1,015.37 |
1,008.75 |
|
| R1 |
1,011.14 |
1,011.14 |
1,007.82 |
1,013.26 |
| PP |
1,005.28 |
1,005.28 |
1,005.28 |
1,006.34 |
| S1 |
1,001.05 |
1,001.05 |
1,005.98 |
1,003.17 |
| S2 |
995.19 |
995.19 |
1,005.05 |
|
| S3 |
985.10 |
990.96 |
1,004.13 |
|
| S4 |
975.01 |
980.87 |
1,001.35 |
|
|
| 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 |
1,009.52 |
975.21 |
34.31 |
3.4% |
13.35 |
1.3% |
92% |
True |
False |
|
| 10 |
1,009.52 |
950.86 |
58.66 |
5.8% |
12.90 |
1.3% |
96% |
True |
False |
|
| 20 |
1,009.52 |
912.83 |
96.69 |
9.6% |
14.38 |
1.4% |
97% |
True |
False |
|
| 40 |
1,009.52 |
912.83 |
96.69 |
9.6% |
13.70 |
1.4% |
97% |
True |
False |
|
| 60 |
1,009.52 |
900.61 |
108.91 |
10.8% |
13.75 |
1.4% |
98% |
True |
False |
|
| 80 |
1,009.52 |
855.27 |
154.25 |
15.3% |
15.39 |
1.5% |
98% |
True |
False |
|
| 100 |
1,009.52 |
855.27 |
154.25 |
15.3% |
14.74 |
1.5% |
98% |
True |
False |
|
| 120 |
1,009.52 |
855.27 |
154.25 |
15.3% |
14.77 |
1.5% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,052.40 |
|
2.618 |
1,035.94 |
|
1.618 |
1,025.85 |
|
1.000 |
1,019.61 |
|
0.618 |
1,015.76 |
|
HIGH |
1,009.52 |
|
0.618 |
1,005.67 |
|
0.500 |
1,004.48 |
|
0.382 |
1,003.28 |
|
LOW |
999.43 |
|
0.618 |
993.19 |
|
1.000 |
989.34 |
|
1.618 |
983.10 |
|
2.618 |
973.01 |
|
4.250 |
956.55 |
|
|
| Fisher Pivots for day following 04-Feb-1998 |
| Pivot |
1 day |
3 day |
| R1 |
1,006.09 |
1,002.90 |
| PP |
1,005.28 |
998.90 |
| S1 |
1,004.48 |
994.90 |
|