Trading Metrics calculated at close of trading on 07-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-1997 |
07-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
848.08 |
864.55 |
16.47 |
1.9% |
826.49 |
High |
858.18 |
864.55 |
6.37 |
0.7% |
848.18 |
Low |
844.43 |
847.48 |
3.05 |
0.4% |
806.17 |
Close |
853.24 |
864.55 |
11.31 |
1.3% |
848.08 |
Range |
13.75 |
17.07 |
3.32 |
24.1% |
42.01 |
ATR |
17.19 |
17.18 |
-0.01 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
910.07 |
904.38 |
873.94 |
|
R3 |
893.00 |
887.31 |
869.24 |
|
R2 |
875.93 |
875.93 |
867.68 |
|
R1 |
870.24 |
870.24 |
866.11 |
873.09 |
PP |
858.86 |
858.86 |
858.86 |
860.28 |
S1 |
853.17 |
853.17 |
862.99 |
856.02 |
S2 |
841.79 |
841.79 |
861.42 |
|
S3 |
824.72 |
836.10 |
859.86 |
|
S4 |
807.65 |
819.03 |
855.16 |
|
|
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 |
864.55 |
806.17 |
58.38 |
6.8% |
18.75 |
2.2% |
100% |
True |
False |
|
10 |
864.55 |
806.17 |
58.38 |
6.8% |
15.46 |
1.8% |
100% |
True |
False |
|
20 |
873.00 |
798.13 |
74.87 |
8.7% |
18.78 |
2.2% |
89% |
False |
False |
|
40 |
873.00 |
787.71 |
85.29 |
9.9% |
16.59 |
1.9% |
90% |
False |
False |
|
60 |
873.00 |
730.45 |
142.55 |
16.5% |
15.70 |
1.8% |
94% |
False |
False |
|
80 |
873.00 |
685.65 |
187.35 |
21.7% |
15.02 |
1.7% |
95% |
False |
False |
|
100 |
873.00 |
650.48 |
222.52 |
25.7% |
13.96 |
1.6% |
96% |
False |
False |
|
120 |
873.00 |
577.81 |
295.19 |
34.1% |
14.17 |
1.6% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
937.10 |
2.618 |
909.24 |
1.618 |
892.17 |
1.000 |
881.62 |
0.618 |
875.10 |
HIGH |
864.55 |
0.618 |
858.03 |
0.500 |
856.02 |
0.382 |
854.00 |
LOW |
847.48 |
0.618 |
836.93 |
1.000 |
830.41 |
1.618 |
819.86 |
2.618 |
802.79 |
4.250 |
774.93 |
|
|
Fisher Pivots for day following 07-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
861.71 |
856.39 |
PP |
858.86 |
848.23 |
S1 |
856.02 |
840.08 |
|