Trading Metrics calculated at close of trading on 04-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-1997 |
04-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
954.29 |
946.97 |
-7.32 |
-0.8% |
942.21 |
High |
955.35 |
953.18 |
-2.17 |
-0.2% |
957.73 |
Low |
939.04 |
943.60 |
4.56 |
0.5% |
932.56 |
Close |
947.14 |
950.30 |
3.16 |
0.3% |
947.14 |
Range |
16.31 |
9.58 |
-6.73 |
-41.3% |
25.17 |
ATR |
11.89 |
11.72 |
-0.16 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
977.77 |
973.61 |
955.57 |
|
R3 |
968.19 |
964.03 |
952.93 |
|
R2 |
958.61 |
958.61 |
952.06 |
|
R1 |
954.45 |
954.45 |
951.18 |
956.53 |
PP |
949.03 |
949.03 |
949.03 |
950.07 |
S1 |
944.87 |
944.87 |
949.42 |
946.95 |
S2 |
939.45 |
939.45 |
948.54 |
|
S3 |
929.87 |
935.29 |
947.67 |
|
S4 |
920.29 |
925.71 |
945.03 |
|
|
Weekly Pivots for week ending 01-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,021.32 |
1,009.40 |
960.98 |
|
R3 |
996.15 |
984.23 |
954.06 |
|
R2 |
970.98 |
970.98 |
951.75 |
|
R1 |
959.06 |
959.06 |
949.45 |
965.02 |
PP |
945.81 |
945.81 |
945.81 |
948.79 |
S1 |
933.89 |
933.89 |
944.83 |
939.85 |
S2 |
920.64 |
920.64 |
942.53 |
|
S3 |
895.47 |
908.72 |
940.22 |
|
S4 |
870.30 |
883.55 |
933.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
957.73 |
932.56 |
25.17 |
2.6% |
11.44 |
1.2% |
70% |
False |
False |
|
10 |
957.73 |
912.94 |
44.79 |
4.7% |
11.84 |
1.2% |
83% |
False |
False |
|
20 |
957.73 |
902.48 |
55.25 |
5.8% |
11.75 |
1.2% |
87% |
False |
False |
|
40 |
957.73 |
858.01 |
99.72 |
10.5% |
11.64 |
1.2% |
93% |
False |
False |
|
60 |
957.73 |
815.78 |
141.95 |
14.9% |
11.29 |
1.2% |
95% |
False |
False |
|
80 |
957.73 |
733.54 |
224.19 |
23.6% |
11.49 |
1.2% |
97% |
False |
False |
|
100 |
957.73 |
733.54 |
224.19 |
23.6% |
11.36 |
1.2% |
97% |
False |
False |
|
120 |
957.73 |
733.54 |
224.19 |
23.6% |
10.98 |
1.2% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
993.90 |
2.618 |
978.26 |
1.618 |
968.68 |
1.000 |
962.76 |
0.618 |
959.10 |
HIGH |
953.18 |
0.618 |
949.52 |
0.500 |
948.39 |
0.382 |
947.26 |
LOW |
943.60 |
0.618 |
937.68 |
1.000 |
934.02 |
1.618 |
928.10 |
2.618 |
918.52 |
4.250 |
902.89 |
|
|
Fisher Pivots for day following 04-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
949.66 |
949.66 |
PP |
949.03 |
949.02 |
S1 |
948.39 |
948.39 |
|