Trading Metrics calculated at close of trading on 02-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-1996 |
02-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
826.49 |
821.36 |
-5.13 |
-0.6% |
834.05 |
High |
831.05 |
825.87 |
-5.18 |
-0.6% |
845.05 |
Low |
820.39 |
806.17 |
-14.22 |
-1.7% |
822.00 |
Close |
821.36 |
815.60 |
-5.76 |
-0.7% |
835.19 |
Range |
10.66 |
19.70 |
9.04 |
84.8% |
23.05 |
ATR |
16.03 |
16.29 |
0.26 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
874.98 |
864.99 |
826.44 |
|
R3 |
855.28 |
845.29 |
821.02 |
|
R2 |
835.58 |
835.58 |
819.21 |
|
R1 |
825.59 |
825.59 |
817.41 |
820.74 |
PP |
815.88 |
815.88 |
815.88 |
813.45 |
S1 |
805.89 |
805.89 |
813.79 |
801.04 |
S2 |
796.18 |
796.18 |
811.99 |
|
S3 |
776.48 |
786.19 |
810.18 |
|
S4 |
756.78 |
766.49 |
804.77 |
|
|
Weekly Pivots for week ending 27-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
903.23 |
892.26 |
847.87 |
|
R3 |
880.18 |
869.21 |
841.53 |
|
R2 |
857.13 |
857.13 |
839.42 |
|
R1 |
846.16 |
846.16 |
837.30 |
851.65 |
PP |
834.08 |
834.08 |
834.08 |
836.82 |
S1 |
823.11 |
823.11 |
833.08 |
828.60 |
S2 |
811.03 |
811.03 |
830.96 |
|
S3 |
787.98 |
800.06 |
828.85 |
|
S4 |
764.93 |
777.01 |
822.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
845.05 |
806.17 |
38.88 |
4.8% |
12.68 |
1.6% |
24% |
False |
True |
|
10 |
853.19 |
806.17 |
47.02 |
5.8% |
14.07 |
1.7% |
20% |
False |
True |
|
20 |
873.00 |
798.13 |
74.87 |
9.2% |
18.34 |
2.2% |
23% |
False |
False |
|
40 |
873.00 |
756.23 |
116.77 |
14.3% |
16.30 |
2.0% |
51% |
False |
False |
|
60 |
873.00 |
730.45 |
142.55 |
17.5% |
15.35 |
1.9% |
60% |
False |
False |
|
80 |
873.00 |
666.03 |
206.97 |
25.4% |
14.62 |
1.8% |
72% |
False |
False |
|
100 |
873.00 |
650.48 |
222.52 |
27.3% |
13.67 |
1.7% |
74% |
False |
False |
|
120 |
873.00 |
572.79 |
300.21 |
36.8% |
14.41 |
1.8% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
909.60 |
2.618 |
877.44 |
1.618 |
857.74 |
1.000 |
845.57 |
0.618 |
838.04 |
HIGH |
825.87 |
0.618 |
818.34 |
0.500 |
816.02 |
0.382 |
813.70 |
LOW |
806.17 |
0.618 |
794.00 |
1.000 |
786.47 |
1.618 |
774.30 |
2.618 |
754.60 |
4.250 |
722.45 |
|
|
Fisher Pivots for day following 02-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
816.02 |
823.75 |
PP |
815.88 |
821.03 |
S1 |
815.74 |
818.32 |
|