Trading Metrics calculated at close of trading on 17-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-1997 |
17-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
864.02 |
873.63 |
9.61 |
1.1% |
865.58 |
High |
880.52 |
885.73 |
5.21 |
0.6% |
886.38 |
Low |
864.37 |
872.76 |
8.39 |
1.0% |
861.55 |
Close |
873.63 |
883.44 |
9.81 |
1.1% |
883.44 |
Range |
16.15 |
12.97 |
-3.18 |
-19.7% |
24.83 |
ATR |
16.64 |
16.38 |
-0.26 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
919.55 |
914.47 |
890.57 |
|
R3 |
906.58 |
901.50 |
887.01 |
|
R2 |
893.61 |
893.61 |
885.82 |
|
R1 |
888.53 |
888.53 |
884.63 |
891.07 |
PP |
880.64 |
880.64 |
880.64 |
881.92 |
S1 |
875.56 |
875.56 |
882.25 |
878.10 |
S2 |
867.67 |
867.67 |
881.06 |
|
S3 |
854.70 |
862.59 |
879.87 |
|
S4 |
841.73 |
849.62 |
876.31 |
|
|
Weekly Pivots for week ending 17-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
951.61 |
942.36 |
897.10 |
|
R3 |
926.78 |
917.53 |
890.27 |
|
R2 |
901.95 |
901.95 |
887.99 |
|
R1 |
892.70 |
892.70 |
885.72 |
897.33 |
PP |
877.12 |
877.12 |
877.12 |
879.44 |
S1 |
867.87 |
867.87 |
881.16 |
872.50 |
S2 |
852.29 |
852.29 |
878.89 |
|
S3 |
827.46 |
843.04 |
876.61 |
|
S4 |
802.63 |
818.21 |
869.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
886.38 |
861.55 |
24.83 |
2.8% |
15.92 |
1.8% |
88% |
False |
False |
|
10 |
886.38 |
844.43 |
41.95 |
4.7% |
15.22 |
1.7% |
93% |
False |
False |
|
20 |
886.38 |
806.17 |
80.21 |
9.1% |
15.31 |
1.7% |
96% |
False |
False |
|
40 |
886.38 |
798.13 |
88.25 |
10.0% |
16.82 |
1.9% |
97% |
False |
False |
|
60 |
886.38 |
730.45 |
155.93 |
17.7% |
15.84 |
1.8% |
98% |
False |
False |
|
80 |
886.38 |
727.14 |
159.24 |
18.0% |
15.13 |
1.7% |
98% |
False |
False |
|
100 |
886.38 |
650.48 |
235.90 |
26.7% |
14.50 |
1.6% |
99% |
False |
False |
|
120 |
886.38 |
617.68 |
268.70 |
30.4% |
13.91 |
1.6% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
940.85 |
2.618 |
919.69 |
1.618 |
906.72 |
1.000 |
898.70 |
0.618 |
893.75 |
HIGH |
885.73 |
0.618 |
880.78 |
0.500 |
879.25 |
0.382 |
877.71 |
LOW |
872.76 |
0.618 |
864.74 |
1.000 |
859.79 |
1.618 |
851.77 |
2.618 |
838.80 |
4.250 |
817.64 |
|
|
Fisher Pivots for day following 17-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
882.04 |
880.59 |
PP |
880.64 |
877.73 |
S1 |
879.25 |
874.88 |
|