| Trading Metrics calculated at close of trading on 09-Jan-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-1998 |
09-Jan-1998 |
Change |
Change % |
Previous Week |
| Open |
991.19 |
994.54 |
3.35 |
0.3% |
1,008.23 |
| High |
1,003.71 |
995.42 |
-8.29 |
-0.8% |
1,028.62 |
| Low |
982.27 |
950.65 |
-31.62 |
-3.2% |
950.65 |
| Close |
994.54 |
956.19 |
-38.35 |
-3.9% |
956.19 |
| Range |
21.44 |
44.77 |
23.33 |
108.8% |
77.97 |
| ATR |
23.53 |
25.05 |
1.52 |
6.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,101.73 |
1,073.73 |
980.81 |
|
| R3 |
1,056.96 |
1,028.96 |
968.50 |
|
| R2 |
1,012.19 |
1,012.19 |
964.40 |
|
| R1 |
984.19 |
984.19 |
960.29 |
975.81 |
| PP |
967.42 |
967.42 |
967.42 |
963.23 |
| S1 |
939.42 |
939.42 |
952.09 |
931.04 |
| S2 |
922.65 |
922.65 |
947.98 |
|
| S3 |
877.88 |
894.65 |
943.88 |
|
| S4 |
833.11 |
849.88 |
931.57 |
|
|
| Weekly Pivots for week ending 09-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,212.40 |
1,162.26 |
999.07 |
|
| R3 |
1,134.43 |
1,084.29 |
977.63 |
|
| R2 |
1,056.46 |
1,056.46 |
970.48 |
|
| R1 |
1,006.32 |
1,006.32 |
963.34 |
992.41 |
| PP |
978.49 |
978.49 |
978.49 |
971.53 |
| S1 |
928.35 |
928.35 |
949.04 |
914.44 |
| S2 |
900.52 |
900.52 |
941.90 |
|
| S3 |
822.55 |
850.38 |
934.75 |
|
| S4 |
744.58 |
772.41 |
913.31 |
|
|
| 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 |
950.65 |
77.97 |
8.2% |
26.29 |
2.7% |
7% |
False |
True |
|
| 10 |
1,028.62 |
938.99 |
89.63 |
9.4% |
22.77 |
2.4% |
19% |
False |
False |
|
| 20 |
1,033.22 |
937.22 |
96.00 |
10.0% |
25.90 |
2.7% |
20% |
False |
False |
|
| 40 |
1,085.35 |
937.22 |
148.13 |
15.5% |
24.42 |
2.6% |
13% |
False |
False |
|
| 60 |
1,131.43 |
926.97 |
204.46 |
21.4% |
27.29 |
2.9% |
14% |
False |
False |
|
| 80 |
1,153.89 |
926.97 |
226.92 |
23.7% |
24.42 |
2.6% |
13% |
False |
False |
|
| 100 |
1,153.89 |
926.97 |
226.92 |
23.7% |
23.96 |
2.5% |
13% |
False |
False |
|
| 120 |
1,153.89 |
926.97 |
226.92 |
23.7% |
23.59 |
2.5% |
13% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,185.69 |
|
2.618 |
1,112.63 |
|
1.618 |
1,067.86 |
|
1.000 |
1,040.19 |
|
0.618 |
1,023.09 |
|
HIGH |
995.42 |
|
0.618 |
978.32 |
|
0.500 |
973.04 |
|
0.382 |
967.75 |
|
LOW |
950.65 |
|
0.618 |
922.98 |
|
1.000 |
905.88 |
|
1.618 |
878.21 |
|
2.618 |
833.44 |
|
4.250 |
760.38 |
|
|
| Fisher Pivots for day following 09-Jan-1998 |
| Pivot |
1 day |
3 day |
| R1 |
973.04 |
978.47 |
| PP |
967.42 |
971.04 |
| S1 |
961.81 |
963.62 |
|