| Trading Metrics calculated at close of trading on 23-Jan-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-1998 |
23-Jan-1998 |
Change |
Change % |
Previous Week |
| Open |
7,794.40 |
7,730.88 |
-63.52 |
-0.8% |
7,753.55 |
| High |
7,833.26 |
7,814.08 |
-19.18 |
-0.2% |
7,908.00 |
| Low |
7,637.71 |
7,609.31 |
-28.40 |
-0.4% |
7,609.31 |
| Close |
7,730.88 |
7,700.74 |
-30.14 |
-0.4% |
7,700.74 |
| Range |
195.55 |
204.77 |
9.22 |
4.7% |
298.69 |
| ATR |
191.50 |
192.44 |
0.95 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,322.35 |
8,216.32 |
7,813.36 |
|
| R3 |
8,117.58 |
8,011.55 |
7,757.05 |
|
| R2 |
7,912.81 |
7,912.81 |
7,738.28 |
|
| R1 |
7,806.78 |
7,806.78 |
7,719.51 |
7,757.41 |
| PP |
7,708.04 |
7,708.04 |
7,708.04 |
7,683.36 |
| S1 |
7,602.01 |
7,602.01 |
7,681.97 |
7,552.64 |
| S2 |
7,503.27 |
7,503.27 |
7,663.20 |
|
| S3 |
7,298.50 |
7,397.24 |
7,644.43 |
|
| S4 |
7,093.73 |
7,192.47 |
7,588.12 |
|
|
| Weekly Pivots for week ending 23-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,635.42 |
8,466.77 |
7,865.02 |
|
| R3 |
8,336.73 |
8,168.08 |
7,782.88 |
|
| R2 |
8,038.04 |
8,038.04 |
7,755.50 |
|
| R1 |
7,869.39 |
7,869.39 |
7,728.12 |
7,804.37 |
| PP |
7,739.35 |
7,739.35 |
7,739.35 |
7,706.84 |
| S1 |
7,570.70 |
7,570.70 |
7,673.36 |
7,505.68 |
| S2 |
7,440.66 |
7,440.66 |
7,645.98 |
|
| S3 |
7,141.97 |
7,272.01 |
7,618.60 |
|
| S4 |
6,843.28 |
6,973.32 |
7,536.46 |
|
|
| 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 |
7,609.31 |
298.69 |
3.9% |
187.73 |
2.4% |
31% |
False |
True |
|
| 10 |
7,908.00 |
7,391.59 |
516.41 |
6.7% |
205.52 |
2.7% |
60% |
False |
False |
|
| 20 |
8,072.91 |
7,391.59 |
681.32 |
8.8% |
184.34 |
2.4% |
45% |
False |
False |
|
| 40 |
8,209.56 |
7,391.59 |
817.97 |
10.6% |
185.52 |
2.4% |
38% |
False |
False |
|
| 60 |
8,209.56 |
6,933.01 |
1,276.55 |
16.6% |
193.80 |
2.5% |
60% |
False |
False |
|
| 80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
195.81 |
2.5% |
60% |
False |
False |
|
| 100 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
191.39 |
2.5% |
60% |
False |
False |
|
| 120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
191.04 |
2.5% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,684.35 |
|
2.618 |
8,350.17 |
|
1.618 |
8,145.40 |
|
1.000 |
8,018.85 |
|
0.618 |
7,940.63 |
|
HIGH |
7,814.08 |
|
0.618 |
7,735.86 |
|
0.500 |
7,711.70 |
|
0.382 |
7,687.53 |
|
LOW |
7,609.31 |
|
0.618 |
7,482.76 |
|
1.000 |
7,404.54 |
|
1.618 |
7,277.99 |
|
2.618 |
7,073.22 |
|
4.250 |
6,739.04 |
|
|
| Fisher Pivots for day following 23-Jan-1998 |
| Pivot |
1 day |
3 day |
| R1 |
7,711.70 |
7,742.09 |
| PP |
7,708.04 |
7,728.31 |
| S1 |
7,704.39 |
7,714.52 |
|