Trading Metrics calculated at close of trading on 16-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-1997 |
16-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
864.02 |
864.02 |
0.00 |
0.0% |
848.08 |
High |
883.42 |
880.52 |
-2.90 |
-0.3% |
867.37 |
Low |
864.02 |
864.37 |
0.35 |
0.0% |
844.43 |
Close |
864.02 |
873.63 |
9.61 |
1.1% |
865.58 |
Range |
19.40 |
16.15 |
-3.25 |
-16.8% |
22.94 |
ATR |
16.66 |
16.64 |
-0.01 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
921.29 |
913.61 |
882.51 |
|
R3 |
905.14 |
897.46 |
878.07 |
|
R2 |
888.99 |
888.99 |
876.59 |
|
R1 |
881.31 |
881.31 |
875.11 |
885.15 |
PP |
872.84 |
872.84 |
872.84 |
874.76 |
S1 |
865.16 |
865.16 |
872.15 |
869.00 |
S2 |
856.69 |
856.69 |
870.67 |
|
S3 |
840.54 |
849.01 |
869.19 |
|
S4 |
824.39 |
832.86 |
864.75 |
|
|
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% |
17.14 |
2.0% |
68% |
False |
False |
|
10 |
886.38 |
815.60 |
70.78 |
8.1% |
17.18 |
2.0% |
82% |
False |
False |
|
20 |
886.38 |
806.17 |
80.21 |
9.2% |
15.62 |
1.8% |
84% |
False |
False |
|
40 |
886.38 |
791.25 |
95.13 |
10.9% |
16.87 |
1.9% |
87% |
False |
False |
|
60 |
886.38 |
730.45 |
155.93 |
17.8% |
15.89 |
1.8% |
92% |
False |
False |
|
80 |
886.38 |
727.14 |
159.24 |
18.2% |
15.09 |
1.7% |
92% |
False |
False |
|
100 |
886.38 |
650.48 |
235.90 |
27.0% |
14.43 |
1.7% |
95% |
False |
False |
|
120 |
886.38 |
617.68 |
268.70 |
30.8% |
13.94 |
1.6% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
949.16 |
2.618 |
922.80 |
1.618 |
906.65 |
1.000 |
896.67 |
0.618 |
890.50 |
HIGH |
880.52 |
0.618 |
874.35 |
0.500 |
872.45 |
0.382 |
870.54 |
LOW |
864.37 |
0.618 |
854.39 |
1.000 |
848.22 |
1.618 |
838.24 |
2.618 |
822.09 |
4.250 |
795.73 |
|
|
Fisher Pivots for day following 16-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
873.24 |
875.20 |
PP |
872.84 |
874.68 |
S1 |
872.45 |
874.15 |
|