Trading Metrics calculated at close of trading on 10-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-1997 |
10-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
853.09 |
865.58 |
12.49 |
1.5% |
848.08 |
High |
860.19 |
865.58 |
5.39 |
0.6% |
867.37 |
Low |
852.23 |
846.49 |
-5.74 |
-0.7% |
844.43 |
Close |
856.95 |
865.58 |
8.63 |
1.0% |
865.58 |
Range |
7.96 |
19.09 |
11.13 |
139.8% |
22.94 |
ATR |
16.36 |
16.55 |
0.20 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
916.49 |
910.12 |
876.08 |
|
R3 |
897.40 |
891.03 |
870.83 |
|
R2 |
878.31 |
878.31 |
869.08 |
|
R1 |
871.94 |
871.94 |
867.33 |
875.13 |
PP |
859.22 |
859.22 |
859.22 |
860.81 |
S1 |
852.85 |
852.85 |
863.83 |
856.04 |
S2 |
840.13 |
840.13 |
862.08 |
|
S3 |
821.04 |
833.76 |
860.33 |
|
S4 |
801.95 |
814.67 |
855.08 |
|
|
Weekly Pivots for week ending 10-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
927.95 |
919.70 |
878.20 |
|
R3 |
905.01 |
896.76 |
871.89 |
|
R2 |
882.07 |
882.07 |
869.79 |
|
R1 |
873.82 |
873.82 |
867.68 |
877.95 |
PP |
859.13 |
859.13 |
859.13 |
861.19 |
S1 |
850.88 |
850.88 |
863.48 |
855.01 |
S2 |
836.19 |
836.19 |
861.37 |
|
S3 |
813.25 |
827.94 |
859.27 |
|
S4 |
790.31 |
805.00 |
852.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
867.37 |
844.43 |
22.94 |
2.7% |
14.51 |
1.7% |
92% |
False |
False |
|
10 |
867.37 |
806.17 |
61.20 |
7.1% |
16.04 |
1.9% |
97% |
False |
False |
|
20 |
873.00 |
798.13 |
74.87 |
8.6% |
17.25 |
2.0% |
90% |
False |
False |
|
40 |
873.00 |
787.71 |
85.29 |
9.9% |
16.69 |
1.9% |
91% |
False |
False |
|
60 |
873.00 |
730.45 |
142.55 |
16.5% |
15.76 |
1.8% |
95% |
False |
False |
|
80 |
873.00 |
716.72 |
156.28 |
18.1% |
14.96 |
1.7% |
95% |
False |
False |
|
100 |
873.00 |
650.48 |
222.52 |
25.7% |
14.17 |
1.6% |
97% |
False |
False |
|
120 |
873.00 |
577.81 |
295.19 |
34.1% |
14.14 |
1.6% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
946.71 |
2.618 |
915.56 |
1.618 |
896.47 |
1.000 |
884.67 |
0.618 |
877.38 |
HIGH |
865.58 |
0.618 |
858.29 |
0.500 |
856.04 |
0.382 |
853.78 |
LOW |
846.49 |
0.618 |
834.69 |
1.000 |
827.40 |
1.618 |
815.60 |
2.618 |
796.51 |
4.250 |
765.36 |
|
|
Fisher Pivots for day following 10-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
862.40 |
862.70 |
PP |
859.22 |
859.81 |
S1 |
856.04 |
856.93 |
|