Trading Metrics calculated at close of trading on 15-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-1997 |
15-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
864.37 |
864.02 |
-0.35 |
0.0% |
848.08 |
High |
886.38 |
883.42 |
-2.96 |
-0.3% |
867.37 |
Low |
864.37 |
864.02 |
-0.35 |
0.0% |
844.43 |
Close |
881.38 |
864.02 |
-17.36 |
-2.0% |
865.58 |
Range |
22.01 |
19.40 |
-2.61 |
-11.9% |
22.94 |
ATR |
16.44 |
16.66 |
0.21 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
928.69 |
915.75 |
874.69 |
|
R3 |
909.29 |
896.35 |
869.36 |
|
R2 |
889.89 |
889.89 |
867.58 |
|
R1 |
876.95 |
876.95 |
865.80 |
873.72 |
PP |
870.49 |
870.49 |
870.49 |
868.87 |
S1 |
857.55 |
857.55 |
862.24 |
854.32 |
S2 |
851.09 |
851.09 |
860.46 |
|
S3 |
831.69 |
838.15 |
858.69 |
|
S4 |
812.29 |
818.75 |
853.35 |
|
|
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 |
4.6% |
15.51 |
1.8% |
44% |
False |
False |
|
10 |
886.38 |
806.17 |
80.21 |
9.3% |
17.53 |
2.0% |
72% |
False |
False |
|
20 |
886.38 |
798.13 |
88.25 |
10.2% |
15.72 |
1.8% |
75% |
False |
False |
|
40 |
886.38 |
787.71 |
98.67 |
11.4% |
16.80 |
1.9% |
77% |
False |
False |
|
60 |
886.38 |
730.45 |
155.93 |
18.0% |
15.98 |
1.8% |
86% |
False |
False |
|
80 |
886.38 |
727.14 |
159.24 |
18.4% |
15.04 |
1.7% |
86% |
False |
False |
|
100 |
886.38 |
650.48 |
235.90 |
27.3% |
14.35 |
1.7% |
91% |
False |
False |
|
120 |
886.38 |
617.68 |
268.70 |
31.1% |
13.92 |
1.6% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
965.87 |
2.618 |
934.21 |
1.618 |
914.81 |
1.000 |
902.82 |
0.618 |
895.41 |
HIGH |
883.42 |
0.618 |
876.01 |
0.500 |
873.72 |
0.382 |
871.43 |
LOW |
864.02 |
0.618 |
852.03 |
1.000 |
844.62 |
1.618 |
832.63 |
2.618 |
813.23 |
4.250 |
781.57 |
|
|
Fisher Pivots for day following 15-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
873.72 |
873.97 |
PP |
870.49 |
870.65 |
S1 |
867.25 |
867.34 |
|