| Trading Metrics calculated at close of trading on 08-Jan-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-1998 |
08-Jan-1998 |
Change |
Change % |
Previous Week |
| Open |
7,906.25 |
7,902.27 |
-3.98 |
-0.1% |
7,679.31 |
| High |
7,943.87 |
7,935.40 |
-8.47 |
-0.1% |
8,001.41 |
| Low |
7,751.56 |
7,733.12 |
-18.44 |
-0.2% |
7,712.94 |
| Close |
7,902.27 |
7,802.62 |
-99.65 |
-1.3% |
7,965.04 |
| Range |
192.31 |
202.28 |
9.97 |
5.2% |
288.47 |
| ATR |
182.49 |
183.90 |
1.41 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,430.55 |
8,318.87 |
7,913.87 |
|
| R3 |
8,228.27 |
8,116.59 |
7,858.25 |
|
| R2 |
8,025.99 |
8,025.99 |
7,839.70 |
|
| R1 |
7,914.31 |
7,914.31 |
7,821.16 |
7,869.01 |
| PP |
7,823.71 |
7,823.71 |
7,823.71 |
7,801.07 |
| S1 |
7,712.03 |
7,712.03 |
7,784.08 |
7,666.73 |
| S2 |
7,621.43 |
7,621.43 |
7,765.54 |
|
| S3 |
7,419.15 |
7,509.75 |
7,746.99 |
|
| S4 |
7,216.87 |
7,307.47 |
7,691.37 |
|
|
| Weekly Pivots for week ending 02-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,758.54 |
8,650.26 |
8,123.70 |
|
| R3 |
8,470.07 |
8,361.79 |
8,044.37 |
|
| R2 |
8,181.60 |
8,181.60 |
8,017.93 |
|
| R1 |
8,073.32 |
8,073.32 |
7,991.48 |
8,127.46 |
| PP |
7,893.13 |
7,893.13 |
7,893.13 |
7,920.20 |
| S1 |
7,784.85 |
7,784.85 |
7,938.60 |
7,838.99 |
| S2 |
7,604.66 |
7,604.66 |
7,912.15 |
|
| S3 |
7,316.19 |
7,496.38 |
7,885.71 |
|
| S4 |
7,027.72 |
7,207.91 |
7,806.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,072.91 |
7,733.12 |
339.79 |
4.4% |
184.94 |
2.4% |
20% |
False |
True |
|
| 10 |
8,072.91 |
7,624.26 |
448.65 |
5.7% |
163.17 |
2.1% |
40% |
False |
False |
|
| 20 |
8,077.27 |
7,563.23 |
514.04 |
6.6% |
183.51 |
2.4% |
47% |
False |
False |
|
| 40 |
8,209.56 |
7,334.77 |
874.79 |
11.2% |
179.73 |
2.3% |
53% |
False |
False |
|
| 60 |
8,209.56 |
6,933.01 |
1,276.55 |
16.4% |
200.21 |
2.6% |
68% |
False |
False |
|
| 80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.5% |
191.94 |
2.5% |
68% |
False |
False |
|
| 100 |
8,218.34 |
6,933.01 |
1,285.33 |
16.5% |
189.70 |
2.4% |
68% |
False |
False |
|
| 120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.0% |
189.48 |
2.4% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,795.09 |
|
2.618 |
8,464.97 |
|
1.618 |
8,262.69 |
|
1.000 |
8,137.68 |
|
0.618 |
8,060.41 |
|
HIGH |
7,935.40 |
|
0.618 |
7,858.13 |
|
0.500 |
7,834.26 |
|
0.382 |
7,810.39 |
|
LOW |
7,733.12 |
|
0.618 |
7,608.11 |
|
1.000 |
7,530.84 |
|
1.618 |
7,405.83 |
|
2.618 |
7,203.55 |
|
4.250 |
6,873.43 |
|
|
| Fisher Pivots for day following 08-Jan-1998 |
| Pivot |
1 day |
3 day |
| R1 |
7,834.26 |
7,866.15 |
| PP |
7,823.71 |
7,844.97 |
| S1 |
7,813.17 |
7,823.80 |
|