Trading Metrics calculated at close of trading on 20-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-1997 |
20-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
873.63 |
883.44 |
9.81 |
1.1% |
865.58 |
High |
885.73 |
903.85 |
18.12 |
2.0% |
886.38 |
Low |
872.76 |
882.18 |
9.42 |
1.1% |
861.55 |
Close |
883.44 |
899.75 |
16.31 |
1.8% |
883.44 |
Range |
12.97 |
21.67 |
8.70 |
67.1% |
24.83 |
ATR |
16.38 |
16.76 |
0.38 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
960.27 |
951.68 |
911.67 |
|
R3 |
938.60 |
930.01 |
905.71 |
|
R2 |
916.93 |
916.93 |
903.72 |
|
R1 |
908.34 |
908.34 |
901.74 |
912.64 |
PP |
895.26 |
895.26 |
895.26 |
897.41 |
S1 |
886.67 |
886.67 |
897.76 |
890.97 |
S2 |
873.59 |
873.59 |
895.78 |
|
S3 |
851.92 |
865.00 |
893.79 |
|
S4 |
830.25 |
843.33 |
887.83 |
|
|
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 |
903.85 |
864.02 |
39.83 |
4.4% |
18.44 |
2.0% |
90% |
True |
False |
|
10 |
903.85 |
846.49 |
57.36 |
6.4% |
16.01 |
1.8% |
93% |
True |
False |
|
20 |
903.85 |
806.17 |
97.68 |
10.9% |
15.90 |
1.8% |
96% |
True |
False |
|
40 |
903.85 |
798.13 |
105.72 |
11.7% |
17.01 |
1.9% |
96% |
True |
False |
|
60 |
903.85 |
730.45 |
173.40 |
19.3% |
15.90 |
1.8% |
98% |
True |
False |
|
80 |
903.85 |
727.14 |
176.71 |
19.6% |
15.28 |
1.7% |
98% |
True |
False |
|
100 |
903.85 |
650.48 |
253.37 |
28.2% |
14.65 |
1.6% |
98% |
True |
False |
|
120 |
903.85 |
628.30 |
275.55 |
30.6% |
13.99 |
1.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
995.95 |
2.618 |
960.58 |
1.618 |
938.91 |
1.000 |
925.52 |
0.618 |
917.24 |
HIGH |
903.85 |
0.618 |
895.57 |
0.500 |
893.02 |
0.382 |
890.46 |
LOW |
882.18 |
0.618 |
868.79 |
1.000 |
860.51 |
1.618 |
847.12 |
2.618 |
825.45 |
4.250 |
790.08 |
|
|
Fisher Pivots for day following 20-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
897.51 |
894.54 |
PP |
895.26 |
889.32 |
S1 |
893.02 |
884.11 |
|