| Trading Metrics calculated at close of trading on 14-Jan-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-1998 |
14-Jan-1998 |
Change |
Change % |
Previous Week |
| Open |
995.05 |
995.05 |
0.00 |
0.0% |
1,008.23 |
| High |
995.05 |
1,001.94 |
6.89 |
0.7% |
1,028.62 |
| Low |
971.17 |
983.90 |
12.73 |
1.3% |
950.65 |
| Close |
995.05 |
996.37 |
1.32 |
0.1% |
956.19 |
| Range |
23.88 |
18.04 |
-5.84 |
-24.5% |
77.97 |
| ATR |
25.84 |
25.29 |
-0.56 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,048.19 |
1,040.32 |
1,006.29 |
|
| R3 |
1,030.15 |
1,022.28 |
1,001.33 |
|
| R2 |
1,012.11 |
1,012.11 |
999.68 |
|
| R1 |
1,004.24 |
1,004.24 |
998.02 |
1,008.18 |
| PP |
994.07 |
994.07 |
994.07 |
996.04 |
| S1 |
986.20 |
986.20 |
994.72 |
990.14 |
| S2 |
976.03 |
976.03 |
993.06 |
|
| S3 |
957.99 |
968.16 |
991.41 |
|
| S4 |
939.95 |
950.12 |
986.45 |
|
|
| 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 |
1,003.71 |
933.01 |
70.70 |
7.1% |
29.29 |
2.9% |
90% |
False |
False |
|
| 10 |
1,028.62 |
933.01 |
95.61 |
9.6% |
24.69 |
2.5% |
66% |
False |
False |
|
| 20 |
1,028.62 |
933.01 |
95.61 |
9.6% |
24.84 |
2.5% |
66% |
False |
False |
|
| 40 |
1,085.35 |
933.01 |
152.34 |
15.3% |
24.09 |
2.4% |
42% |
False |
False |
|
| 60 |
1,114.46 |
926.97 |
187.49 |
18.8% |
26.96 |
2.7% |
37% |
False |
False |
|
| 80 |
1,153.89 |
926.97 |
226.92 |
22.8% |
24.93 |
2.5% |
31% |
False |
False |
|
| 100 |
1,153.89 |
926.97 |
226.92 |
22.8% |
23.87 |
2.4% |
31% |
False |
False |
|
| 120 |
1,153.89 |
926.97 |
226.92 |
22.8% |
23.65 |
2.4% |
31% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,078.61 |
|
2.618 |
1,049.17 |
|
1.618 |
1,031.13 |
|
1.000 |
1,019.98 |
|
0.618 |
1,013.09 |
|
HIGH |
1,001.94 |
|
0.618 |
995.05 |
|
0.500 |
992.92 |
|
0.382 |
990.79 |
|
LOW |
983.90 |
|
0.618 |
972.75 |
|
1.000 |
965.86 |
|
1.618 |
954.71 |
|
2.618 |
936.67 |
|
4.250 |
907.23 |
|
|
| Fisher Pivots for day following 14-Jan-1998 |
| Pivot |
1 day |
3 day |
| R1 |
995.22 |
986.74 |
| PP |
994.07 |
977.11 |
| S1 |
992.92 |
967.48 |
|