| Trading Metrics calculated at close of trading on 02-Jan-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-1997 |
02-Jan-1998 |
Change |
Change % |
Previous Week |
| Open |
998.46 |
1,008.23 |
9.77 |
1.0% |
954.07 |
| High |
1,005.00 |
1,008.23 |
3.23 |
0.3% |
1,008.23 |
| Low |
990.29 |
987.72 |
-2.57 |
-0.3% |
954.07 |
| Close |
990.80 |
1,008.23 |
17.43 |
1.8% |
1,008.23 |
| Range |
14.71 |
20.51 |
5.80 |
39.4% |
54.16 |
| ATR |
24.41 |
24.13 |
-0.28 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,062.92 |
1,056.09 |
1,019.51 |
|
| R3 |
1,042.41 |
1,035.58 |
1,013.87 |
|
| R2 |
1,021.90 |
1,021.90 |
1,011.99 |
|
| R1 |
1,015.07 |
1,015.07 |
1,010.11 |
1,018.49 |
| PP |
1,001.39 |
1,001.39 |
1,001.39 |
1,003.10 |
| S1 |
994.56 |
994.56 |
1,006.35 |
997.98 |
| S2 |
980.88 |
980.88 |
1,004.47 |
|
| S3 |
960.37 |
974.05 |
1,002.59 |
|
| S4 |
939.86 |
953.54 |
996.95 |
|
|
| Weekly Pivots for week ending 02-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,152.66 |
1,134.60 |
1,038.02 |
|
| R3 |
1,098.50 |
1,080.44 |
1,023.12 |
|
| R2 |
1,044.34 |
1,044.34 |
1,018.16 |
|
| R1 |
1,026.28 |
1,026.28 |
1,013.19 |
1,035.31 |
| PP |
990.18 |
990.18 |
990.18 |
994.69 |
| S1 |
972.12 |
972.12 |
1,003.27 |
981.15 |
| S2 |
936.02 |
936.02 |
998.30 |
|
| S3 |
881.86 |
917.96 |
993.34 |
|
| S4 |
827.70 |
863.80 |
978.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,008.23 |
938.99 |
69.24 |
6.9% |
19.25 |
1.9% |
100% |
True |
False |
|
| 10 |
1,008.23 |
937.22 |
71.01 |
7.0% |
23.32 |
2.3% |
100% |
True |
False |
|
| 20 |
1,085.35 |
937.22 |
148.13 |
14.7% |
25.21 |
2.5% |
48% |
False |
False |
|
| 40 |
1,085.35 |
937.22 |
148.13 |
14.7% |
23.48 |
2.3% |
48% |
False |
False |
|
| 60 |
1,153.89 |
926.97 |
226.92 |
22.5% |
26.32 |
2.6% |
36% |
False |
False |
|
| 80 |
1,153.89 |
926.97 |
226.92 |
22.5% |
24.41 |
2.4% |
36% |
False |
False |
|
| 100 |
1,153.89 |
926.97 |
226.92 |
22.5% |
23.87 |
2.4% |
36% |
False |
False |
|
| 120 |
1,153.89 |
926.97 |
226.92 |
22.5% |
23.74 |
2.4% |
36% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,095.40 |
|
2.618 |
1,061.93 |
|
1.618 |
1,041.42 |
|
1.000 |
1,028.74 |
|
0.618 |
1,020.91 |
|
HIGH |
1,008.23 |
|
0.618 |
1,000.40 |
|
0.500 |
997.98 |
|
0.382 |
995.55 |
|
LOW |
987.72 |
|
0.618 |
975.04 |
|
1.000 |
967.21 |
|
1.618 |
954.53 |
|
2.618 |
934.02 |
|
4.250 |
900.55 |
|
|
| Fisher Pivots for day following 02-Jan-1998 |
| Pivot |
1 day |
3 day |
| R1 |
1,004.81 |
1,003.28 |
| PP |
1,001.39 |
998.33 |
| S1 |
997.98 |
993.38 |
|