| Trading Metrics calculated at close of trading on 06-Feb-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-1998 |
06-Feb-1998 |
Change |
Change % |
Previous Week |
| Open |
1,007.64 |
1,003.38 |
-4.26 |
-0.4% |
980.90 |
| High |
1,013.51 |
1,013.07 |
-0.44 |
0.0% |
1,013.51 |
| Low |
1,000.27 |
1,003.36 |
3.09 |
0.3% |
980.28 |
| Close |
1,003.54 |
1,012.46 |
8.92 |
0.9% |
1,012.46 |
| Range |
13.24 |
9.71 |
-3.53 |
-26.7% |
33.23 |
| ATR |
13.69 |
13.41 |
-0.28 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Feb-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,038.76 |
1,035.32 |
1,017.80 |
|
| R3 |
1,029.05 |
1,025.61 |
1,015.13 |
|
| R2 |
1,019.34 |
1,019.34 |
1,014.24 |
|
| R1 |
1,015.90 |
1,015.90 |
1,013.35 |
1,017.62 |
| PP |
1,009.63 |
1,009.63 |
1,009.63 |
1,010.49 |
| S1 |
1,006.19 |
1,006.19 |
1,011.57 |
1,007.91 |
| S2 |
999.92 |
999.92 |
1,010.68 |
|
| S3 |
990.21 |
996.48 |
1,009.79 |
|
| S4 |
980.50 |
986.77 |
1,007.12 |
|
|
| Weekly Pivots for week ending 06-Feb-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,101.77 |
1,090.35 |
1,030.74 |
|
| R3 |
1,068.54 |
1,057.12 |
1,021.60 |
|
| R2 |
1,035.31 |
1,035.31 |
1,018.55 |
|
| R1 |
1,023.89 |
1,023.89 |
1,015.51 |
1,029.60 |
| PP |
1,002.08 |
1,002.08 |
1,002.08 |
1,004.94 |
| S1 |
990.66 |
990.66 |
1,009.41 |
996.37 |
| S2 |
968.85 |
968.85 |
1,006.37 |
|
| S3 |
935.62 |
957.43 |
1,003.32 |
|
| S4 |
902.39 |
924.20 |
994.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,013.51 |
980.28 |
33.23 |
3.3% |
12.89 |
1.3% |
97% |
False |
False |
|
| 10 |
1,013.51 |
954.24 |
59.27 |
5.9% |
12.51 |
1.2% |
98% |
False |
False |
|
| 20 |
1,013.51 |
912.83 |
100.68 |
9.9% |
14.38 |
1.4% |
99% |
False |
False |
|
| 40 |
1,013.51 |
912.83 |
100.68 |
9.9% |
13.91 |
1.4% |
99% |
False |
False |
|
| 60 |
1,013.51 |
900.61 |
112.90 |
11.2% |
13.53 |
1.3% |
99% |
False |
False |
|
| 80 |
1,013.51 |
855.27 |
158.24 |
15.6% |
15.50 |
1.5% |
99% |
False |
False |
|
| 100 |
1,013.51 |
855.27 |
158.24 |
15.6% |
14.69 |
1.5% |
99% |
False |
False |
|
| 120 |
1,013.51 |
855.27 |
158.24 |
15.6% |
14.65 |
1.4% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,054.34 |
|
2.618 |
1,038.49 |
|
1.618 |
1,028.78 |
|
1.000 |
1,022.78 |
|
0.618 |
1,019.07 |
|
HIGH |
1,013.07 |
|
0.618 |
1,009.36 |
|
0.500 |
1,008.22 |
|
0.382 |
1,007.07 |
|
LOW |
1,003.36 |
|
0.618 |
997.36 |
|
1.000 |
993.65 |
|
1.618 |
987.65 |
|
2.618 |
977.94 |
|
4.250 |
962.09 |
|
|
| Fisher Pivots for day following 06-Feb-1998 |
| Pivot |
1 day |
3 day |
| R1 |
1,011.05 |
1,010.46 |
| PP |
1,009.63 |
1,008.47 |
| S1 |
1,008.22 |
1,006.47 |
|