Trading Metrics calculated at close of trading on 06-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-1997 |
06-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
815.60 |
848.08 |
32.48 |
4.0% |
826.49 |
High |
848.18 |
858.18 |
10.00 |
1.2% |
848.18 |
Low |
815.60 |
844.43 |
28.83 |
3.5% |
806.17 |
Close |
848.08 |
853.24 |
5.16 |
0.6% |
848.08 |
Range |
32.58 |
13.75 |
-18.83 |
-57.8% |
42.01 |
ATR |
17.45 |
17.19 |
-0.26 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
893.20 |
886.97 |
860.80 |
|
R3 |
879.45 |
873.22 |
857.02 |
|
R2 |
865.70 |
865.70 |
855.76 |
|
R1 |
859.47 |
859.47 |
854.50 |
862.59 |
PP |
851.95 |
851.95 |
851.95 |
853.51 |
S1 |
845.72 |
845.72 |
851.98 |
848.84 |
S2 |
838.20 |
838.20 |
850.72 |
|
S3 |
824.45 |
831.97 |
849.46 |
|
S4 |
810.70 |
818.22 |
845.68 |
|
|
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 |
858.18 |
806.17 |
52.01 |
6.1% |
18.30 |
2.1% |
91% |
True |
False |
|
10 |
858.18 |
806.17 |
52.01 |
6.1% |
15.78 |
1.8% |
91% |
True |
False |
|
20 |
873.00 |
798.13 |
74.87 |
8.8% |
19.41 |
2.3% |
74% |
False |
False |
|
40 |
873.00 |
785.08 |
87.92 |
10.3% |
16.56 |
1.9% |
78% |
False |
False |
|
60 |
873.00 |
730.45 |
142.55 |
16.7% |
15.60 |
1.8% |
86% |
False |
False |
|
80 |
873.00 |
674.73 |
198.27 |
23.2% |
14.97 |
1.8% |
90% |
False |
False |
|
100 |
873.00 |
650.48 |
222.52 |
26.1% |
13.89 |
1.6% |
91% |
False |
False |
|
120 |
873.00 |
577.81 |
295.19 |
34.6% |
14.20 |
1.7% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
916.62 |
2.618 |
894.18 |
1.618 |
880.43 |
1.000 |
871.93 |
0.618 |
866.68 |
HIGH |
858.18 |
0.618 |
852.93 |
0.500 |
851.31 |
0.382 |
849.68 |
LOW |
844.43 |
0.618 |
835.93 |
1.000 |
830.68 |
1.618 |
822.18 |
2.618 |
808.43 |
4.250 |
785.99 |
|
|
Fisher Pivots for day following 06-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
852.60 |
846.22 |
PP |
851.95 |
839.20 |
S1 |
851.31 |
832.18 |
|