Trading Metrics calculated at close of trading on 11-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-1997 |
11-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
950.39 |
933.19 |
-17.20 |
-1.8% |
946.97 |
High |
951.19 |
938.50 |
-12.69 |
-1.3% |
964.17 |
Low |
925.74 |
925.39 |
-0.35 |
0.0% |
925.74 |
Close |
933.54 |
937.00 |
3.46 |
0.4% |
933.54 |
Range |
25.45 |
13.11 |
-12.34 |
-48.5% |
38.43 |
ATR |
12.52 |
12.56 |
0.04 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
972.96 |
968.09 |
944.21 |
|
R3 |
959.85 |
954.98 |
940.61 |
|
R2 |
946.74 |
946.74 |
939.40 |
|
R1 |
941.87 |
941.87 |
938.20 |
944.31 |
PP |
933.63 |
933.63 |
933.63 |
934.85 |
S1 |
928.76 |
928.76 |
935.80 |
931.20 |
S2 |
920.52 |
920.52 |
934.60 |
|
S3 |
907.41 |
915.65 |
933.39 |
|
S4 |
894.30 |
902.54 |
929.79 |
|
|
Weekly Pivots for week ending 08-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,056.44 |
1,033.42 |
954.68 |
|
R3 |
1,018.01 |
994.99 |
944.11 |
|
R2 |
979.58 |
979.58 |
940.59 |
|
R1 |
956.56 |
956.56 |
937.06 |
948.86 |
PP |
941.15 |
941.15 |
941.15 |
937.30 |
S1 |
918.13 |
918.13 |
930.02 |
910.43 |
S2 |
902.72 |
902.72 |
926.49 |
|
S3 |
864.29 |
879.70 |
922.97 |
|
S4 |
825.86 |
841.27 |
912.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
964.17 |
925.39 |
38.78 |
4.1% |
14.03 |
1.5% |
30% |
False |
True |
|
10 |
964.17 |
925.39 |
38.78 |
4.1% |
12.73 |
1.4% |
30% |
False |
True |
|
20 |
964.17 |
907.12 |
57.05 |
6.1% |
12.49 |
1.3% |
52% |
False |
False |
|
40 |
964.17 |
878.43 |
85.74 |
9.2% |
12.22 |
1.3% |
68% |
False |
False |
|
60 |
964.17 |
826.42 |
137.75 |
14.7% |
11.59 |
1.2% |
80% |
False |
False |
|
80 |
964.17 |
756.38 |
207.79 |
22.2% |
11.60 |
1.2% |
87% |
False |
False |
|
100 |
964.17 |
733.54 |
230.63 |
24.6% |
11.47 |
1.2% |
88% |
False |
False |
|
120 |
964.17 |
733.54 |
230.63 |
24.6% |
11.20 |
1.2% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
994.22 |
2.618 |
972.82 |
1.618 |
959.71 |
1.000 |
951.61 |
0.618 |
946.60 |
HIGH |
938.50 |
0.618 |
933.49 |
0.500 |
931.95 |
0.382 |
930.40 |
LOW |
925.39 |
0.618 |
917.29 |
1.000 |
912.28 |
1.618 |
904.18 |
2.618 |
891.07 |
4.250 |
869.67 |
|
|
Fisher Pivots for day following 11-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
935.32 |
944.78 |
PP |
933.63 |
942.19 |
S1 |
931.95 |
939.59 |
|