Trading Metrics calculated at close of trading on 14-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-1997 |
14-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
927.83 |
922.37 |
-5.46 |
-0.6% |
946.97 |
High |
935.77 |
930.07 |
-5.70 |
-0.6% |
964.17 |
Low |
916.54 |
916.92 |
0.38 |
0.0% |
925.74 |
Close |
922.02 |
924.77 |
2.75 |
0.3% |
933.54 |
Range |
19.23 |
13.15 |
-6.08 |
-31.6% |
38.43 |
ATR |
13.35 |
13.34 |
-0.01 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
963.37 |
957.22 |
932.00 |
|
R3 |
950.22 |
944.07 |
928.39 |
|
R2 |
937.07 |
937.07 |
927.18 |
|
R1 |
930.92 |
930.92 |
925.98 |
934.00 |
PP |
923.92 |
923.92 |
923.92 |
925.46 |
S1 |
917.77 |
917.77 |
923.56 |
920.85 |
S2 |
910.77 |
910.77 |
922.36 |
|
S3 |
897.62 |
904.62 |
921.15 |
|
S4 |
884.47 |
891.47 |
917.54 |
|
|
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 |
951.19 |
916.54 |
34.65 |
3.7% |
17.65 |
1.9% |
24% |
False |
False |
|
10 |
964.17 |
916.54 |
47.63 |
5.2% |
14.57 |
1.6% |
17% |
False |
False |
|
20 |
964.17 |
907.12 |
57.05 |
6.2% |
13.26 |
1.4% |
31% |
False |
False |
|
40 |
964.17 |
878.43 |
85.74 |
9.3% |
12.89 |
1.4% |
54% |
False |
False |
|
60 |
964.17 |
831.87 |
132.30 |
14.3% |
11.83 |
1.3% |
70% |
False |
False |
|
80 |
964.17 |
763.30 |
200.87 |
21.7% |
11.83 |
1.3% |
80% |
False |
False |
|
100 |
964.17 |
733.54 |
230.63 |
24.9% |
11.74 |
1.3% |
83% |
False |
False |
|
120 |
964.17 |
733.54 |
230.63 |
24.9% |
11.37 |
1.2% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
985.96 |
2.618 |
964.50 |
1.618 |
951.35 |
1.000 |
943.22 |
0.618 |
938.20 |
HIGH |
930.07 |
0.618 |
925.05 |
0.500 |
923.50 |
0.382 |
921.94 |
LOW |
916.92 |
0.618 |
908.79 |
1.000 |
903.77 |
1.618 |
895.64 |
2.618 |
882.49 |
4.250 |
861.03 |
|
|
Fisher Pivots for day following 14-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
924.35 |
929.77 |
PP |
923.92 |
928.10 |
S1 |
923.50 |
926.44 |
|