Trading Metrics calculated at close of trading on 08-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-1997 |
08-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
864.55 |
864.55 |
0.00 |
0.0% |
826.49 |
High |
864.55 |
867.37 |
2.82 |
0.3% |
848.18 |
Low |
847.48 |
852.68 |
5.20 |
0.6% |
806.17 |
Close |
864.55 |
853.09 |
-11.46 |
-1.3% |
848.08 |
Range |
17.07 |
14.69 |
-2.38 |
-13.9% |
42.01 |
ATR |
17.18 |
17.00 |
-0.18 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
901.78 |
892.13 |
861.17 |
|
R3 |
887.09 |
877.44 |
857.13 |
|
R2 |
872.40 |
872.40 |
855.78 |
|
R1 |
862.75 |
862.75 |
854.44 |
860.23 |
PP |
857.71 |
857.71 |
857.71 |
856.46 |
S1 |
848.06 |
848.06 |
851.74 |
845.54 |
S2 |
843.02 |
843.02 |
850.40 |
|
S3 |
828.33 |
833.37 |
849.05 |
|
S4 |
813.64 |
818.68 |
845.01 |
|
|
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 |
867.37 |
806.17 |
61.20 |
7.2% |
19.56 |
2.3% |
77% |
True |
False |
|
10 |
867.37 |
806.17 |
61.20 |
7.2% |
15.49 |
1.8% |
77% |
True |
False |
|
20 |
873.00 |
798.13 |
74.87 |
8.8% |
18.04 |
2.1% |
73% |
False |
False |
|
40 |
873.00 |
787.71 |
85.29 |
10.0% |
16.69 |
2.0% |
77% |
False |
False |
|
60 |
873.00 |
730.45 |
142.55 |
16.7% |
15.70 |
1.8% |
86% |
False |
False |
|
80 |
873.00 |
706.65 |
166.35 |
19.5% |
14.93 |
1.7% |
88% |
False |
False |
|
100 |
873.00 |
650.48 |
222.52 |
26.1% |
14.05 |
1.6% |
91% |
False |
False |
|
120 |
873.00 |
577.81 |
295.19 |
34.6% |
14.16 |
1.7% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
929.80 |
2.618 |
905.83 |
1.618 |
891.14 |
1.000 |
882.06 |
0.618 |
876.45 |
HIGH |
867.37 |
0.618 |
861.76 |
0.500 |
860.03 |
0.382 |
858.29 |
LOW |
852.68 |
0.618 |
843.60 |
1.000 |
837.99 |
1.618 |
828.91 |
2.618 |
814.22 |
4.250 |
790.25 |
|
|
Fisher Pivots for day following 08-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
860.03 |
855.90 |
PP |
857.71 |
854.96 |
S1 |
855.40 |
854.03 |
|