Trading Metrics calculated at close of trading on 17-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-1997 |
17-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
767.89 |
769.75 |
1.86 |
0.2% |
759.50 |
High |
772.05 |
776.37 |
4.32 |
0.6% |
776.37 |
Low |
765.25 |
769.72 |
4.47 |
0.6% |
756.64 |
Close |
769.75 |
776.17 |
6.42 |
0.8% |
776.17 |
Range |
6.80 |
6.65 |
-0.15 |
-2.2% |
19.73 |
ATR |
9.18 |
9.00 |
-0.18 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
794.04 |
791.75 |
779.83 |
|
R3 |
787.39 |
785.10 |
778.00 |
|
R2 |
780.74 |
780.74 |
777.39 |
|
R1 |
778.45 |
778.45 |
776.78 |
779.60 |
PP |
774.09 |
774.09 |
774.09 |
774.66 |
S1 |
771.80 |
771.80 |
775.56 |
772.95 |
S2 |
767.44 |
767.44 |
774.95 |
|
S3 |
760.79 |
765.15 |
774.34 |
|
S4 |
754.14 |
758.50 |
772.51 |
|
|
Weekly Pivots for week ending 17-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
828.92 |
822.27 |
787.02 |
|
R3 |
809.19 |
802.54 |
781.60 |
|
R2 |
789.46 |
789.46 |
779.79 |
|
R1 |
782.81 |
782.81 |
777.98 |
786.14 |
PP |
769.73 |
769.73 |
769.73 |
771.39 |
S1 |
763.08 |
763.08 |
774.36 |
766.41 |
S2 |
750.00 |
750.00 |
772.55 |
|
S3 |
730.27 |
743.35 |
770.74 |
|
S4 |
710.54 |
723.62 |
765.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
776.37 |
756.64 |
19.73 |
2.5% |
7.88 |
1.0% |
99% |
True |
False |
|
10 |
776.37 |
742.18 |
34.19 |
4.4% |
9.00 |
1.2% |
99% |
True |
False |
|
20 |
776.37 |
729.55 |
46.82 |
6.0% |
8.98 |
1.2% |
100% |
True |
False |
|
40 |
776.37 |
716.69 |
59.68 |
7.7% |
9.23 |
1.2% |
100% |
True |
False |
|
60 |
776.37 |
696.22 |
80.15 |
10.3% |
8.16 |
1.1% |
100% |
True |
False |
|
80 |
776.37 |
683.73 |
92.64 |
11.9% |
7.44 |
1.0% |
100% |
True |
False |
|
100 |
776.37 |
643.97 |
132.40 |
17.1% |
7.20 |
0.9% |
100% |
True |
False |
|
120 |
776.37 |
629.22 |
147.15 |
19.0% |
6.91 |
0.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
804.63 |
2.618 |
793.78 |
1.618 |
787.13 |
1.000 |
783.02 |
0.618 |
780.48 |
HIGH |
776.37 |
0.618 |
773.83 |
0.500 |
773.05 |
0.382 |
772.26 |
LOW |
769.72 |
0.618 |
765.61 |
1.000 |
763.07 |
1.618 |
758.96 |
2.618 |
752.31 |
4.250 |
741.46 |
|
|
Fisher Pivots for day following 17-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
775.13 |
774.13 |
PP |
774.09 |
772.09 |
S1 |
773.05 |
770.05 |
|