Trading Metrics calculated at close of trading on 03-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-1997 |
03-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
821.36 |
815.60 |
-5.76 |
-0.7% |
826.49 |
High |
825.87 |
848.18 |
22.31 |
2.7% |
848.18 |
Low |
806.17 |
815.60 |
9.43 |
1.2% |
806.17 |
Close |
815.60 |
848.08 |
32.48 |
4.0% |
848.08 |
Range |
19.70 |
32.58 |
12.88 |
65.4% |
42.01 |
ATR |
16.29 |
17.45 |
1.16 |
7.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
935.03 |
924.13 |
866.00 |
|
R3 |
902.45 |
891.55 |
857.04 |
|
R2 |
869.87 |
869.87 |
854.05 |
|
R1 |
858.97 |
858.97 |
851.07 |
864.42 |
PP |
837.29 |
837.29 |
837.29 |
840.01 |
S1 |
826.39 |
826.39 |
845.09 |
831.84 |
S2 |
804.71 |
804.71 |
842.11 |
|
S3 |
772.13 |
793.81 |
839.12 |
|
S4 |
739.55 |
761.23 |
830.16 |
|
|
Weekly Pivots for week ending 03-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
960.17 |
946.14 |
871.19 |
|
R3 |
918.16 |
904.13 |
859.63 |
|
R2 |
876.15 |
876.15 |
855.78 |
|
R1 |
862.12 |
862.12 |
851.93 |
869.14 |
PP |
834.14 |
834.14 |
834.14 |
837.65 |
S1 |
820.11 |
820.11 |
844.23 |
827.13 |
S2 |
792.13 |
792.13 |
840.38 |
|
S3 |
750.12 |
778.10 |
836.53 |
|
S4 |
708.11 |
736.09 |
824.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
848.18 |
806.17 |
42.01 |
5.0% |
17.56 |
2.1% |
100% |
True |
False |
|
10 |
853.19 |
806.17 |
47.02 |
5.5% |
15.41 |
1.8% |
89% |
False |
False |
|
20 |
873.00 |
798.13 |
74.87 |
8.8% |
19.15 |
2.3% |
67% |
False |
False |
|
40 |
873.00 |
767.08 |
105.92 |
12.5% |
16.72 |
2.0% |
76% |
False |
False |
|
60 |
873.00 |
730.45 |
142.55 |
16.8% |
15.59 |
1.8% |
83% |
False |
False |
|
80 |
873.00 |
666.03 |
206.97 |
24.4% |
14.93 |
1.8% |
88% |
False |
False |
|
100 |
873.00 |
650.48 |
222.52 |
26.2% |
13.88 |
1.6% |
89% |
False |
False |
|
120 |
873.00 |
572.79 |
300.21 |
35.4% |
14.44 |
1.7% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
986.65 |
2.618 |
933.47 |
1.618 |
900.89 |
1.000 |
880.76 |
0.618 |
868.31 |
HIGH |
848.18 |
0.618 |
835.73 |
0.500 |
831.89 |
0.382 |
828.05 |
LOW |
815.60 |
0.618 |
795.47 |
1.000 |
783.02 |
1.618 |
762.89 |
2.618 |
730.31 |
4.250 |
677.14 |
|
|
Fisher Pivots for day following 03-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
842.68 |
841.11 |
PP |
837.29 |
834.14 |
S1 |
831.89 |
827.18 |
|