Trading Metrics calculated at close of trading on 21-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-1997 |
21-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
883.44 |
899.75 |
16.31 |
1.8% |
865.58 |
High |
903.85 |
915.31 |
11.46 |
1.3% |
886.38 |
Low |
882.18 |
895.72 |
13.54 |
1.5% |
861.55 |
Close |
899.75 |
913.73 |
13.98 |
1.6% |
883.44 |
Range |
21.67 |
19.59 |
-2.08 |
-9.6% |
24.83 |
ATR |
16.76 |
16.96 |
0.20 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
967.02 |
959.97 |
924.50 |
|
R3 |
947.43 |
940.38 |
919.12 |
|
R2 |
927.84 |
927.84 |
917.32 |
|
R1 |
920.79 |
920.79 |
915.53 |
924.32 |
PP |
908.25 |
908.25 |
908.25 |
910.02 |
S1 |
901.20 |
901.20 |
911.93 |
904.73 |
S2 |
888.66 |
888.66 |
910.14 |
|
S3 |
869.07 |
881.61 |
908.34 |
|
S4 |
849.48 |
862.02 |
902.96 |
|
|
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 |
915.31 |
864.02 |
51.29 |
5.6% |
17.96 |
2.0% |
97% |
True |
False |
|
10 |
915.31 |
846.49 |
68.82 |
7.5% |
16.26 |
1.8% |
98% |
True |
False |
|
20 |
915.31 |
806.17 |
109.14 |
11.9% |
15.86 |
1.7% |
99% |
True |
False |
|
40 |
915.31 |
798.13 |
117.18 |
12.8% |
17.14 |
1.9% |
99% |
True |
False |
|
60 |
915.31 |
730.45 |
184.86 |
20.2% |
16.02 |
1.8% |
99% |
True |
False |
|
80 |
915.31 |
727.14 |
188.17 |
20.6% |
15.32 |
1.7% |
99% |
True |
False |
|
100 |
915.31 |
650.48 |
264.83 |
29.0% |
14.80 |
1.6% |
99% |
True |
False |
|
120 |
915.31 |
635.36 |
279.95 |
30.6% |
14.05 |
1.5% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
998.57 |
2.618 |
966.60 |
1.618 |
947.01 |
1.000 |
934.90 |
0.618 |
927.42 |
HIGH |
915.31 |
0.618 |
907.83 |
0.500 |
905.52 |
0.382 |
903.20 |
LOW |
895.72 |
0.618 |
883.61 |
1.000 |
876.13 |
1.618 |
864.02 |
2.618 |
844.43 |
4.250 |
812.46 |
|
|
Fisher Pivots for day following 21-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
910.99 |
907.17 |
PP |
908.25 |
900.60 |
S1 |
905.52 |
894.04 |
|