| Trading Metrics calculated at close of trading on 15-Jan-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-1998 |
15-Jan-1998 |
Change |
Change % |
Previous Week |
| Open |
995.05 |
996.37 |
1.32 |
0.1% |
1,008.23 |
| High |
1,001.94 |
1,004.36 |
2.42 |
0.2% |
1,028.62 |
| Low |
983.90 |
986.98 |
3.08 |
0.3% |
950.65 |
| Close |
996.37 |
995.58 |
-0.79 |
-0.1% |
956.19 |
| Range |
18.04 |
17.38 |
-0.66 |
-3.7% |
77.97 |
| ATR |
25.29 |
24.72 |
-0.56 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,047.78 |
1,039.06 |
1,005.14 |
|
| R3 |
1,030.40 |
1,021.68 |
1,000.36 |
|
| R2 |
1,013.02 |
1,013.02 |
998.77 |
|
| R1 |
1,004.30 |
1,004.30 |
997.17 |
999.97 |
| PP |
995.64 |
995.64 |
995.64 |
993.48 |
| S1 |
986.92 |
986.92 |
993.99 |
982.59 |
| S2 |
978.26 |
978.26 |
992.39 |
|
| S3 |
960.88 |
969.54 |
990.80 |
|
| S4 |
943.50 |
952.16 |
986.02 |
|
|
| 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 |
1,004.36 |
933.01 |
71.35 |
7.2% |
28.48 |
2.9% |
88% |
True |
False |
|
| 10 |
1,028.62 |
933.01 |
95.61 |
9.6% |
24.96 |
2.5% |
65% |
False |
False |
|
| 20 |
1,028.62 |
933.01 |
95.61 |
9.6% |
24.55 |
2.5% |
65% |
False |
False |
|
| 40 |
1,085.35 |
933.01 |
152.34 |
15.3% |
23.84 |
2.4% |
41% |
False |
False |
|
| 60 |
1,114.46 |
926.97 |
187.49 |
18.8% |
26.94 |
2.7% |
37% |
False |
False |
|
| 80 |
1,153.89 |
926.97 |
226.92 |
22.8% |
24.94 |
2.5% |
30% |
False |
False |
|
| 100 |
1,153.89 |
926.97 |
226.92 |
22.8% |
23.72 |
2.4% |
30% |
False |
False |
|
| 120 |
1,153.89 |
926.97 |
226.92 |
22.8% |
23.64 |
2.4% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,078.23 |
|
2.618 |
1,049.86 |
|
1.618 |
1,032.48 |
|
1.000 |
1,021.74 |
|
0.618 |
1,015.10 |
|
HIGH |
1,004.36 |
|
0.618 |
997.72 |
|
0.500 |
995.67 |
|
0.382 |
993.62 |
|
LOW |
986.98 |
|
0.618 |
976.24 |
|
1.000 |
969.60 |
|
1.618 |
958.86 |
|
2.618 |
941.48 |
|
4.250 |
913.12 |
|
|
| Fisher Pivots for day following 15-Jan-1998 |
| Pivot |
1 day |
3 day |
| R1 |
995.67 |
992.98 |
| PP |
995.64 |
990.37 |
| S1 |
995.61 |
987.77 |
|