| Trading Metrics calculated at close of trading on 05-Jan-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-1998 |
05-Jan-1998 |
Change |
Change % |
Previous Week |
| Open |
1,008.23 |
1,008.23 |
0.00 |
0.0% |
954.07 |
| High |
1,008.23 |
1,028.62 |
20.39 |
2.0% |
1,008.23 |
| Low |
987.72 |
1,007.25 |
19.53 |
2.0% |
954.07 |
| Close |
1,008.23 |
1,017.42 |
9.19 |
0.9% |
1,008.23 |
| Range |
20.51 |
21.37 |
0.86 |
4.2% |
54.16 |
| ATR |
24.13 |
23.94 |
-0.20 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,081.87 |
1,071.02 |
1,029.17 |
|
| R3 |
1,060.50 |
1,049.65 |
1,023.30 |
|
| R2 |
1,039.13 |
1,039.13 |
1,021.34 |
|
| R1 |
1,028.28 |
1,028.28 |
1,019.38 |
1,033.71 |
| PP |
1,017.76 |
1,017.76 |
1,017.76 |
1,020.48 |
| S1 |
1,006.91 |
1,006.91 |
1,015.46 |
1,012.34 |
| S2 |
996.39 |
996.39 |
1,013.50 |
|
| S3 |
975.02 |
985.54 |
1,011.54 |
|
| S4 |
953.65 |
964.17 |
1,005.67 |
|
|
| 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 |
1,028.62 |
954.07 |
74.55 |
7.3% |
20.48 |
2.0% |
85% |
True |
False |
|
| 10 |
1,028.62 |
937.22 |
91.40 |
9.0% |
22.68 |
2.2% |
88% |
True |
False |
|
| 20 |
1,085.35 |
937.22 |
148.13 |
14.6% |
25.38 |
2.5% |
54% |
False |
False |
|
| 40 |
1,085.35 |
937.22 |
148.13 |
14.6% |
23.72 |
2.3% |
54% |
False |
False |
|
| 60 |
1,153.89 |
926.97 |
226.92 |
22.3% |
26.45 |
2.6% |
40% |
False |
False |
|
| 80 |
1,153.89 |
926.97 |
226.92 |
22.3% |
24.37 |
2.4% |
40% |
False |
False |
|
| 100 |
1,153.89 |
926.97 |
226.92 |
22.3% |
23.82 |
2.3% |
40% |
False |
False |
|
| 120 |
1,153.89 |
926.97 |
226.92 |
22.3% |
23.74 |
2.3% |
40% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,119.44 |
|
2.618 |
1,084.57 |
|
1.618 |
1,063.20 |
|
1.000 |
1,049.99 |
|
0.618 |
1,041.83 |
|
HIGH |
1,028.62 |
|
0.618 |
1,020.46 |
|
0.500 |
1,017.94 |
|
0.382 |
1,015.41 |
|
LOW |
1,007.25 |
|
0.618 |
994.04 |
|
1.000 |
985.88 |
|
1.618 |
972.67 |
|
2.618 |
951.30 |
|
4.250 |
916.43 |
|
|
| Fisher Pivots for day following 05-Jan-1998 |
| Pivot |
1 day |
3 day |
| R1 |
1,017.94 |
1,014.34 |
| PP |
1,017.76 |
1,011.25 |
| S1 |
1,017.59 |
1,008.17 |
|