| Trading Metrics calculated at close of trading on 27-Jan-1998 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-1998 |
27-Jan-1998 |
Change |
Change % |
Previous Week |
| Open |
7,700.74 |
7,712.94 |
12.20 |
0.2% |
7,753.55 |
| High |
7,813.59 |
7,890.56 |
76.97 |
1.0% |
7,908.00 |
| Low |
7,629.99 |
7,677.07 |
47.08 |
0.6% |
7,609.31 |
| Close |
7,712.94 |
7,815.08 |
102.14 |
1.3% |
7,700.74 |
| Range |
183.60 |
213.49 |
29.89 |
16.3% |
298.69 |
| ATR |
191.81 |
193.36 |
1.55 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jan-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,434.71 |
8,338.38 |
7,932.50 |
|
| R3 |
8,221.22 |
8,124.89 |
7,873.79 |
|
| R2 |
8,007.73 |
8,007.73 |
7,854.22 |
|
| R1 |
7,911.40 |
7,911.40 |
7,834.65 |
7,959.57 |
| PP |
7,794.24 |
7,794.24 |
7,794.24 |
7,818.32 |
| S1 |
7,697.91 |
7,697.91 |
7,795.51 |
7,746.08 |
| S2 |
7,580.75 |
7,580.75 |
7,775.94 |
|
| S3 |
7,367.26 |
7,484.42 |
7,756.37 |
|
| S4 |
7,153.77 |
7,270.93 |
7,697.66 |
|
|
| 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 |
7,890.56 |
7,609.31 |
281.25 |
3.6% |
192.86 |
2.5% |
73% |
True |
False |
|
| 10 |
7,908.00 |
7,609.31 |
298.69 |
3.8% |
183.60 |
2.3% |
69% |
False |
False |
|
| 20 |
8,072.91 |
7,391.59 |
681.32 |
8.7% |
191.59 |
2.5% |
62% |
False |
False |
|
| 40 |
8,209.56 |
7,391.59 |
817.97 |
10.5% |
187.50 |
2.4% |
52% |
False |
False |
|
| 60 |
8,209.56 |
7,329.61 |
879.95 |
11.3% |
185.84 |
2.4% |
55% |
False |
False |
|
| 80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.4% |
196.81 |
2.5% |
69% |
False |
False |
|
| 100 |
8,218.34 |
6,933.01 |
1,285.33 |
16.4% |
191.40 |
2.4% |
69% |
False |
False |
|
| 120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.0% |
191.96 |
2.5% |
63% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,797.89 |
|
2.618 |
8,449.48 |
|
1.618 |
8,235.99 |
|
1.000 |
8,104.05 |
|
0.618 |
8,022.50 |
|
HIGH |
7,890.56 |
|
0.618 |
7,809.01 |
|
0.500 |
7,783.82 |
|
0.382 |
7,758.62 |
|
LOW |
7,677.07 |
|
0.618 |
7,545.13 |
|
1.000 |
7,463.58 |
|
1.618 |
7,331.64 |
|
2.618 |
7,118.15 |
|
4.250 |
6,769.74 |
|
|
| Fisher Pivots for day following 27-Jan-1998 |
| Pivot |
1 day |
3 day |
| R1 |
7,804.66 |
7,793.37 |
| PP |
7,794.24 |
7,771.65 |
| S1 |
7,783.82 |
7,749.94 |
|