Trading Metrics calculated at close of trading on 21-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-1997 |
21-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
776.30 |
776.51 |
0.21 |
0.0% |
759.50 |
High |
780.08 |
783.72 |
3.64 |
0.5% |
776.37 |
Low |
774.19 |
772.00 |
-2.19 |
-0.3% |
756.64 |
Close |
776.70 |
782.72 |
6.02 |
0.8% |
776.17 |
Range |
5.89 |
11.72 |
5.83 |
99.0% |
19.73 |
ATR |
8.78 |
8.99 |
0.21 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
814.64 |
810.40 |
789.17 |
|
R3 |
802.92 |
798.68 |
785.94 |
|
R2 |
791.20 |
791.20 |
784.87 |
|
R1 |
786.96 |
786.96 |
783.79 |
789.08 |
PP |
779.48 |
779.48 |
779.48 |
780.54 |
S1 |
775.24 |
775.24 |
781.65 |
777.36 |
S2 |
767.76 |
767.76 |
780.57 |
|
S3 |
756.04 |
763.52 |
779.50 |
|
S4 |
744.32 |
751.80 |
776.27 |
|
|
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 |
783.72 |
763.72 |
20.00 |
2.6% |
7.66 |
1.0% |
95% |
True |
False |
|
10 |
783.72 |
746.92 |
36.80 |
4.7% |
8.70 |
1.1% |
97% |
True |
False |
|
20 |
783.72 |
729.55 |
54.17 |
6.9% |
8.65 |
1.1% |
98% |
True |
False |
|
40 |
783.72 |
716.69 |
67.03 |
8.6% |
9.40 |
1.2% |
99% |
True |
False |
|
60 |
783.72 |
696.22 |
87.50 |
11.2% |
8.24 |
1.1% |
99% |
True |
False |
|
80 |
783.72 |
683.73 |
99.99 |
12.8% |
7.54 |
1.0% |
99% |
True |
False |
|
100 |
783.72 |
643.97 |
139.75 |
17.9% |
7.31 |
0.9% |
99% |
True |
False |
|
120 |
783.72 |
639.49 |
144.23 |
18.4% |
6.95 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
833.53 |
2.618 |
814.40 |
1.618 |
802.68 |
1.000 |
795.44 |
0.618 |
790.96 |
HIGH |
783.72 |
0.618 |
779.24 |
0.500 |
777.86 |
0.382 |
776.48 |
LOW |
772.00 |
0.618 |
764.76 |
1.000 |
760.28 |
1.618 |
753.04 |
2.618 |
741.32 |
4.250 |
722.19 |
|
|
Fisher Pivots for day following 21-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
781.10 |
780.72 |
PP |
779.48 |
778.72 |
S1 |
777.86 |
776.72 |
|