Trading Metrics calculated at close of trading on 10-Sep-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-1997 |
10-Sep-1997 |
Change |
Change % |
Previous Week |
Open |
931.30 |
933.40 |
2.10 |
0.2% |
899.46 |
High |
938.90 |
933.62 |
-5.28 |
-0.6% |
940.37 |
Low |
927.28 |
918.76 |
-8.52 |
-0.9% |
899.46 |
Close |
933.62 |
919.03 |
-14.59 |
-1.6% |
929.05 |
Range |
11.62 |
14.86 |
3.24 |
27.9% |
40.91 |
ATR |
13.86 |
13.93 |
0.07 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
968.38 |
958.57 |
927.20 |
|
R3 |
953.52 |
943.71 |
923.12 |
|
R2 |
938.66 |
938.66 |
921.75 |
|
R1 |
928.85 |
928.85 |
920.39 |
926.33 |
PP |
923.80 |
923.80 |
923.80 |
922.54 |
S1 |
913.99 |
913.99 |
917.67 |
911.47 |
S2 |
908.94 |
908.94 |
916.31 |
|
S3 |
894.08 |
899.13 |
914.94 |
|
S4 |
879.22 |
884.27 |
910.86 |
|
|
Weekly Pivots for week ending 05-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,045.69 |
1,028.28 |
951.55 |
|
R3 |
1,004.78 |
987.37 |
940.30 |
|
R2 |
963.87 |
963.87 |
936.55 |
|
R1 |
946.46 |
946.46 |
932.80 |
955.17 |
PP |
922.96 |
922.96 |
922.96 |
927.31 |
S1 |
905.55 |
905.55 |
925.30 |
914.26 |
S2 |
882.05 |
882.05 |
921.55 |
|
S3 |
841.14 |
864.64 |
917.80 |
|
S4 |
800.23 |
823.73 |
906.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
940.37 |
918.76 |
21.61 |
2.4% |
11.60 |
1.3% |
1% |
False |
True |
|
10 |
940.37 |
896.82 |
43.55 |
4.7% |
13.53 |
1.5% |
51% |
False |
False |
|
20 |
940.37 |
893.34 |
47.03 |
5.1% |
15.06 |
1.6% |
55% |
False |
False |
|
40 |
964.17 |
893.34 |
70.83 |
7.7% |
13.92 |
1.5% |
36% |
False |
False |
|
60 |
964.17 |
878.43 |
85.74 |
9.3% |
13.39 |
1.5% |
47% |
False |
False |
|
80 |
964.17 |
826.42 |
137.75 |
15.0% |
12.52 |
1.4% |
67% |
False |
False |
|
100 |
964.17 |
756.38 |
207.79 |
22.6% |
12.41 |
1.3% |
78% |
False |
False |
|
120 |
964.17 |
733.54 |
230.63 |
25.1% |
12.14 |
1.3% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
996.78 |
2.618 |
972.52 |
1.618 |
957.66 |
1.000 |
948.48 |
0.618 |
942.80 |
HIGH |
933.62 |
0.618 |
927.94 |
0.500 |
926.19 |
0.382 |
924.44 |
LOW |
918.76 |
0.618 |
909.58 |
1.000 |
903.90 |
1.618 |
894.72 |
2.618 |
879.86 |
4.250 |
855.61 |
|
|
Fisher Pivots for day following 10-Sep-1997 |
Pivot |
1 day |
3 day |
R1 |
926.19 |
928.83 |
PP |
923.80 |
925.56 |
S1 |
921.42 |
922.30 |
|