| 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 |
7,580.42 |
7,647.18 |
66.76 |
0.9% |
7,965.04 |
| High |
7,706.22 |
7,791.17 |
84.95 |
1.1% |
8,072.91 |
| Low |
7,391.59 |
7,610.31 |
218.72 |
3.0% |
7,513.41 |
| Close |
7,647.18 |
7,732.13 |
84.95 |
1.1% |
7,580.42 |
| Range |
314.63 |
180.86 |
-133.77 |
-42.5% |
559.50 |
| ATR |
201.05 |
199.61 |
-1.44 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,253.78 |
8,173.82 |
7,831.60 |
|
| R3 |
8,072.92 |
7,992.96 |
7,781.87 |
|
| R2 |
7,892.06 |
7,892.06 |
7,765.29 |
|
| R1 |
7,812.10 |
7,812.10 |
7,748.71 |
7,852.08 |
| PP |
7,711.20 |
7,711.20 |
7,711.20 |
7,731.20 |
| S1 |
7,631.24 |
7,631.24 |
7,715.55 |
7,671.22 |
| S2 |
7,530.34 |
7,530.34 |
7,698.97 |
|
| S3 |
7,349.48 |
7,450.38 |
7,682.39 |
|
| S4 |
7,168.62 |
7,269.52 |
7,632.66 |
|
|
| Weekly Pivots for week ending 09-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,400.75 |
9,050.08 |
7,888.15 |
|
| R3 |
8,841.25 |
8,490.58 |
7,734.28 |
|
| R2 |
8,281.75 |
8,281.75 |
7,683.00 |
|
| R1 |
7,931.08 |
7,931.08 |
7,631.71 |
7,826.67 |
| PP |
7,722.25 |
7,722.25 |
7,722.25 |
7,670.04 |
| S1 |
7,371.58 |
7,371.58 |
7,529.13 |
7,267.17 |
| S2 |
7,162.75 |
7,162.75 |
7,477.85 |
|
| S3 |
6,603.25 |
6,812.08 |
7,426.56 |
|
| S4 |
6,043.75 |
6,252.58 |
7,272.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,943.87 |
7,391.59 |
552.28 |
7.1% |
238.35 |
3.1% |
62% |
False |
False |
|
| 10 |
8,072.91 |
7,391.59 |
681.32 |
8.8% |
205.47 |
2.7% |
50% |
False |
False |
|
| 20 |
8,072.91 |
7,391.59 |
681.32 |
8.8% |
194.85 |
2.5% |
50% |
False |
False |
|
| 40 |
8,209.56 |
7,391.59 |
817.97 |
10.6% |
184.80 |
2.4% |
42% |
False |
False |
|
| 60 |
8,209.56 |
6,933.01 |
1,276.55 |
16.5% |
203.93 |
2.6% |
63% |
False |
False |
|
| 80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.6% |
194.45 |
2.5% |
62% |
False |
False |
|
| 100 |
8,218.34 |
6,933.01 |
1,285.33 |
16.6% |
191.70 |
2.5% |
62% |
False |
False |
|
| 120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.2% |
191.15 |
2.5% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,559.83 |
|
2.618 |
8,264.66 |
|
1.618 |
8,083.80 |
|
1.000 |
7,972.03 |
|
0.618 |
7,902.94 |
|
HIGH |
7,791.17 |
|
0.618 |
7,722.08 |
|
0.500 |
7,700.74 |
|
0.382 |
7,679.40 |
|
LOW |
7,610.31 |
|
0.618 |
7,498.54 |
|
1.000 |
7,429.45 |
|
1.618 |
7,317.68 |
|
2.618 |
7,136.82 |
|
4.250 |
6,841.66 |
|
|
| Fisher Pivots for day following 13-Jan-1998 |
| Pivot |
1 day |
3 day |
| R1 |
7,721.67 |
7,689.20 |
| PP |
7,711.20 |
7,646.27 |
| S1 |
7,700.74 |
7,603.34 |
|