Trading Metrics calculated at close of trading on 18-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-1997 |
18-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
936.81 |
930.55 |
-6.26 |
-0.7% |
917.08 |
High |
936.96 |
931.61 |
-5.35 |
-0.6% |
939.32 |
Low |
927.90 |
912.90 |
-15.00 |
-1.6% |
912.02 |
Close |
931.61 |
915.30 |
-16.31 |
-1.8% |
915.30 |
Range |
9.06 |
18.71 |
9.65 |
106.5% |
27.30 |
ATR |
11.58 |
12.09 |
0.51 |
4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
976.07 |
964.39 |
925.59 |
|
R3 |
957.36 |
945.68 |
920.45 |
|
R2 |
938.65 |
938.65 |
918.73 |
|
R1 |
926.97 |
926.97 |
917.02 |
923.46 |
PP |
919.94 |
919.94 |
919.94 |
918.18 |
S1 |
908.26 |
908.26 |
913.58 |
904.75 |
S2 |
901.23 |
901.23 |
911.87 |
|
S3 |
882.52 |
889.55 |
910.15 |
|
S4 |
863.81 |
870.84 |
905.01 |
|
|
Weekly Pivots for week ending 18-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,004.11 |
987.01 |
930.32 |
|
R3 |
976.81 |
959.71 |
922.81 |
|
R2 |
949.51 |
949.51 |
920.31 |
|
R1 |
932.41 |
932.41 |
917.80 |
927.31 |
PP |
922.21 |
922.21 |
922.21 |
919.67 |
S1 |
905.11 |
905.11 |
912.80 |
900.01 |
S2 |
894.91 |
894.91 |
910.30 |
|
S3 |
867.61 |
877.81 |
907.79 |
|
S4 |
840.31 |
850.51 |
900.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
939.32 |
912.02 |
27.30 |
3.0% |
12.54 |
1.4% |
12% |
False |
False |
|
10 |
939.32 |
902.48 |
36.84 |
4.0% |
12.19 |
1.3% |
35% |
False |
False |
|
20 |
939.32 |
878.43 |
60.89 |
6.7% |
12.90 |
1.4% |
61% |
False |
False |
|
40 |
939.32 |
831.87 |
107.45 |
11.7% |
11.29 |
1.2% |
78% |
False |
False |
|
60 |
939.32 |
763.30 |
176.02 |
19.2% |
11.55 |
1.3% |
86% |
False |
False |
|
80 |
939.32 |
733.54 |
205.78 |
22.5% |
11.48 |
1.3% |
88% |
False |
False |
|
100 |
939.32 |
733.54 |
205.78 |
22.5% |
11.12 |
1.2% |
88% |
False |
False |
|
120 |
939.32 |
733.54 |
205.78 |
22.5% |
10.81 |
1.2% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,011.13 |
2.618 |
980.59 |
1.618 |
961.88 |
1.000 |
950.32 |
0.618 |
943.17 |
HIGH |
931.61 |
0.618 |
924.46 |
0.500 |
922.26 |
0.382 |
920.05 |
LOW |
912.90 |
0.618 |
901.34 |
1.000 |
894.19 |
1.618 |
882.63 |
2.618 |
863.92 |
4.250 |
833.38 |
|
|
Fisher Pivots for day following 18-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
922.26 |
926.11 |
PP |
919.94 |
922.51 |
S1 |
917.62 |
918.90 |
|