Trading Metrics calculated at close of trading on 14-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-1997 |
14-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
865.58 |
864.37 |
-1.21 |
-0.1% |
848.08 |
High |
870.62 |
886.38 |
15.76 |
1.8% |
867.37 |
Low |
861.55 |
864.37 |
2.82 |
0.3% |
844.43 |
Close |
864.37 |
881.38 |
17.01 |
2.0% |
865.58 |
Range |
9.07 |
22.01 |
12.94 |
142.7% |
22.94 |
ATR |
16.02 |
16.44 |
0.43 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
943.41 |
934.40 |
893.49 |
|
R3 |
921.40 |
912.39 |
887.43 |
|
R2 |
899.39 |
899.39 |
885.42 |
|
R1 |
890.38 |
890.38 |
883.40 |
894.89 |
PP |
877.38 |
877.38 |
877.38 |
879.63 |
S1 |
868.37 |
868.37 |
879.36 |
872.88 |
S2 |
855.37 |
855.37 |
877.34 |
|
S3 |
833.36 |
846.36 |
875.33 |
|
S4 |
811.35 |
824.35 |
869.27 |
|
|
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 |
886.38 |
846.49 |
39.89 |
4.5% |
14.56 |
1.7% |
87% |
True |
False |
|
10 |
886.38 |
806.17 |
80.21 |
9.1% |
16.66 |
1.9% |
94% |
True |
False |
|
20 |
886.38 |
798.13 |
88.25 |
10.0% |
16.43 |
1.9% |
94% |
True |
False |
|
40 |
886.38 |
787.71 |
98.67 |
11.2% |
16.82 |
1.9% |
95% |
True |
False |
|
60 |
886.38 |
730.45 |
155.93 |
17.7% |
15.78 |
1.8% |
97% |
True |
False |
|
80 |
886.38 |
727.14 |
159.24 |
18.1% |
14.95 |
1.7% |
97% |
True |
False |
|
100 |
886.38 |
650.48 |
235.90 |
26.8% |
14.30 |
1.6% |
98% |
True |
False |
|
120 |
886.38 |
605.05 |
281.33 |
31.9% |
13.89 |
1.6% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
979.92 |
2.618 |
944.00 |
1.618 |
921.99 |
1.000 |
908.39 |
0.618 |
899.98 |
HIGH |
886.38 |
0.618 |
877.97 |
0.500 |
875.38 |
0.382 |
872.78 |
LOW |
864.37 |
0.618 |
850.77 |
1.000 |
842.36 |
1.618 |
828.76 |
2.618 |
806.75 |
4.250 |
770.83 |
|
|
Fisher Pivots for day following 14-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
879.38 |
876.40 |
PP |
877.38 |
871.42 |
S1 |
875.38 |
866.44 |
|