| Trading Metrics calculated at close of trading on 20-Jan-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-1998 |
20-Jan-1998 |
Change |
Change % |
Previous Week |
| Open |
7,691.77 |
7,753.55 |
61.78 |
0.8% |
7,580.42 |
| High |
7,846.47 |
7,908.00 |
61.53 |
0.8% |
7,846.47 |
| Low |
7,687.04 |
7,696.01 |
8.97 |
0.1% |
7,391.59 |
| Close |
7,753.55 |
7,873.12 |
119.57 |
1.5% |
7,753.55 |
| Range |
159.43 |
211.99 |
52.56 |
33.0% |
454.88 |
| ATR |
191.60 |
193.05 |
1.46 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,461.68 |
8,379.39 |
7,989.71 |
|
| R3 |
8,249.69 |
8,167.40 |
7,931.42 |
|
| R2 |
8,037.70 |
8,037.70 |
7,911.98 |
|
| R1 |
7,955.41 |
7,955.41 |
7,892.55 |
7,996.56 |
| PP |
7,825.71 |
7,825.71 |
7,825.71 |
7,846.28 |
| S1 |
7,743.42 |
7,743.42 |
7,853.69 |
7,784.57 |
| S2 |
7,613.72 |
7,613.72 |
7,834.26 |
|
| S3 |
7,401.73 |
7,531.43 |
7,814.82 |
|
| S4 |
7,189.74 |
7,319.44 |
7,756.53 |
|
|
| Weekly Pivots for week ending 16-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,028.51 |
8,845.91 |
8,003.73 |
|
| R3 |
8,573.63 |
8,391.03 |
7,878.64 |
|
| R2 |
8,118.75 |
8,118.75 |
7,836.94 |
|
| R1 |
7,936.15 |
7,936.15 |
7,795.25 |
8,027.45 |
| PP |
7,663.87 |
7,663.87 |
7,663.87 |
7,709.52 |
| S1 |
7,481.27 |
7,481.27 |
7,711.85 |
7,572.57 |
| S2 |
7,208.99 |
7,208.99 |
7,670.16 |
|
| S3 |
6,754.11 |
7,026.39 |
7,628.46 |
|
| S4 |
6,299.23 |
6,571.51 |
7,503.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,908.00 |
7,610.31 |
297.69 |
3.8% |
174.33 |
2.2% |
88% |
True |
False |
|
| 10 |
7,999.17 |
7,391.59 |
607.58 |
7.7% |
204.92 |
2.6% |
79% |
False |
False |
|
| 20 |
8,072.91 |
7,391.59 |
681.32 |
8.7% |
191.18 |
2.4% |
71% |
False |
False |
|
| 40 |
8,209.56 |
7,391.59 |
817.97 |
10.4% |
184.13 |
2.3% |
59% |
False |
False |
|
| 60 |
8,209.56 |
6,933.01 |
1,276.55 |
16.2% |
202.46 |
2.6% |
74% |
False |
False |
|
| 80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.3% |
194.28 |
2.5% |
73% |
False |
False |
|
| 100 |
8,218.34 |
6,933.01 |
1,285.33 |
16.3% |
191.02 |
2.4% |
73% |
False |
False |
|
| 120 |
8,340.14 |
6,933.01 |
1,407.13 |
17.9% |
190.90 |
2.4% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,808.96 |
|
2.618 |
8,462.99 |
|
1.618 |
8,251.00 |
|
1.000 |
8,119.99 |
|
0.618 |
8,039.01 |
|
HIGH |
7,908.00 |
|
0.618 |
7,827.02 |
|
0.500 |
7,802.01 |
|
0.382 |
7,776.99 |
|
LOW |
7,696.01 |
|
0.618 |
7,565.00 |
|
1.000 |
7,484.02 |
|
1.618 |
7,353.01 |
|
2.618 |
7,141.02 |
|
4.250 |
6,795.05 |
|
|
| Fisher Pivots for day following 20-Jan-1998 |
| Pivot |
1 day |
3 day |
| R1 |
7,849.42 |
7,842.02 |
| PP |
7,825.71 |
7,810.93 |
| S1 |
7,802.01 |
7,779.83 |
|