Trading Metrics calculated at close of trading on 13-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-1997 |
13-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
865.58 |
865.58 |
0.00 |
0.0% |
848.08 |
High |
865.58 |
870.62 |
5.04 |
0.6% |
867.37 |
Low |
846.49 |
861.55 |
15.06 |
1.8% |
844.43 |
Close |
865.58 |
864.37 |
-1.21 |
-0.1% |
865.58 |
Range |
19.09 |
9.07 |
-10.02 |
-52.5% |
22.94 |
ATR |
16.55 |
16.02 |
-0.53 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
892.72 |
887.62 |
869.36 |
|
R3 |
883.65 |
878.55 |
866.86 |
|
R2 |
874.58 |
874.58 |
866.03 |
|
R1 |
869.48 |
869.48 |
865.20 |
867.50 |
PP |
865.51 |
865.51 |
865.51 |
864.52 |
S1 |
860.41 |
860.41 |
863.54 |
858.43 |
S2 |
856.44 |
856.44 |
862.71 |
|
S3 |
847.37 |
851.34 |
861.88 |
|
S4 |
838.30 |
842.27 |
859.38 |
|
|
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 |
870.62 |
846.49 |
24.13 |
2.8% |
13.58 |
1.6% |
74% |
True |
False |
|
10 |
870.62 |
806.17 |
64.45 |
7.5% |
15.94 |
1.8% |
90% |
True |
False |
|
20 |
870.62 |
798.13 |
72.49 |
8.4% |
16.22 |
1.9% |
91% |
True |
False |
|
40 |
873.00 |
787.71 |
85.29 |
9.9% |
16.63 |
1.9% |
90% |
False |
False |
|
60 |
873.00 |
730.45 |
142.55 |
16.5% |
15.69 |
1.8% |
94% |
False |
False |
|
80 |
873.00 |
725.22 |
147.78 |
17.1% |
14.84 |
1.7% |
94% |
False |
False |
|
100 |
873.00 |
650.48 |
222.52 |
25.7% |
14.17 |
1.6% |
96% |
False |
False |
|
120 |
873.00 |
577.81 |
295.19 |
34.2% |
13.97 |
1.6% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
909.17 |
2.618 |
894.37 |
1.618 |
885.30 |
1.000 |
879.69 |
0.618 |
876.23 |
HIGH |
870.62 |
0.618 |
867.16 |
0.500 |
866.09 |
0.382 |
865.01 |
LOW |
861.55 |
0.618 |
855.94 |
1.000 |
852.48 |
1.618 |
846.87 |
2.618 |
837.80 |
4.250 |
823.00 |
|
|
Fisher Pivots for day following 13-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
866.09 |
862.43 |
PP |
865.51 |
860.49 |
S1 |
864.94 |
858.56 |
|