| Trading Metrics calculated at close of trading on 13-Jan-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-1998 |
13-Jan-1998 |
Change |
Change % |
Previous Week |
| Open |
956.19 |
995.05 |
38.86 |
4.1% |
1,008.23 |
| High |
971.32 |
995.05 |
23.73 |
2.4% |
1,028.62 |
| Low |
933.01 |
971.17 |
38.16 |
4.1% |
950.65 |
| Close |
971.17 |
995.05 |
23.88 |
2.5% |
956.19 |
| Range |
38.31 |
23.88 |
-14.43 |
-37.7% |
77.97 |
| ATR |
25.99 |
25.84 |
-0.15 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,058.73 |
1,050.77 |
1,008.18 |
|
| R3 |
1,034.85 |
1,026.89 |
1,001.62 |
|
| R2 |
1,010.97 |
1,010.97 |
999.43 |
|
| R1 |
1,003.01 |
1,003.01 |
997.24 |
1,006.99 |
| PP |
987.09 |
987.09 |
987.09 |
989.08 |
| S1 |
979.13 |
979.13 |
992.86 |
983.11 |
| S2 |
963.21 |
963.21 |
990.67 |
|
| S3 |
939.33 |
955.25 |
988.48 |
|
| S4 |
915.45 |
931.37 |
981.92 |
|
|
| 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 |
1,006.29 |
933.01 |
73.28 |
7.4% |
31.20 |
3.1% |
85% |
False |
False |
|
| 10 |
1,028.62 |
933.01 |
95.61 |
9.6% |
25.01 |
2.5% |
65% |
False |
False |
|
| 20 |
1,028.62 |
933.01 |
95.61 |
9.6% |
25.50 |
2.6% |
65% |
False |
False |
|
| 40 |
1,085.35 |
933.01 |
152.34 |
15.3% |
24.33 |
2.4% |
41% |
False |
False |
|
| 60 |
1,114.46 |
926.97 |
187.49 |
18.8% |
27.33 |
2.7% |
36% |
False |
False |
|
| 80 |
1,153.89 |
926.97 |
226.92 |
22.8% |
24.83 |
2.5% |
30% |
False |
False |
|
| 100 |
1,153.89 |
926.97 |
226.92 |
22.8% |
23.98 |
2.4% |
30% |
False |
False |
|
| 120 |
1,153.89 |
926.97 |
226.92 |
22.8% |
23.67 |
2.4% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,096.54 |
|
2.618 |
1,057.57 |
|
1.618 |
1,033.69 |
|
1.000 |
1,018.93 |
|
0.618 |
1,009.81 |
|
HIGH |
995.05 |
|
0.618 |
985.93 |
|
0.500 |
983.11 |
|
0.382 |
980.29 |
|
LOW |
971.17 |
|
0.618 |
956.41 |
|
1.000 |
947.29 |
|
1.618 |
932.53 |
|
2.618 |
908.65 |
|
4.250 |
869.68 |
|
|
| Fisher Pivots for day following 13-Jan-1998 |
| Pivot |
1 day |
3 day |
| R1 |
991.07 |
984.77 |
| PP |
987.09 |
974.49 |
| S1 |
983.11 |
964.22 |
|