Trading Metrics calculated at close of trading on 22-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-1997 |
22-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
899.75 |
925.52 |
25.77 |
2.9% |
865.58 |
High |
915.31 |
925.52 |
10.21 |
1.1% |
886.38 |
Low |
895.72 |
878.40 |
-17.32 |
-1.9% |
861.55 |
Close |
913.73 |
925.52 |
11.79 |
1.3% |
883.44 |
Range |
19.59 |
47.12 |
27.53 |
140.5% |
24.83 |
ATR |
16.96 |
19.12 |
2.15 |
12.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,051.17 |
1,035.47 |
951.44 |
|
R3 |
1,004.05 |
988.35 |
938.48 |
|
R2 |
956.93 |
956.93 |
934.16 |
|
R1 |
941.23 |
941.23 |
929.84 |
949.08 |
PP |
909.81 |
909.81 |
909.81 |
913.74 |
S1 |
894.11 |
894.11 |
921.20 |
901.96 |
S2 |
862.69 |
862.69 |
916.88 |
|
S3 |
815.57 |
846.99 |
912.56 |
|
S4 |
768.45 |
799.87 |
899.60 |
|
|
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 |
925.52 |
864.37 |
61.15 |
6.6% |
23.50 |
2.5% |
100% |
True |
False |
|
10 |
925.52 |
846.49 |
79.03 |
8.5% |
19.50 |
2.1% |
100% |
True |
False |
|
20 |
925.52 |
806.17 |
119.35 |
12.9% |
17.50 |
1.9% |
100% |
True |
False |
|
40 |
925.52 |
798.13 |
127.39 |
13.8% |
17.86 |
1.9% |
100% |
True |
False |
|
60 |
925.52 |
730.45 |
195.07 |
21.1% |
16.62 |
1.8% |
100% |
True |
False |
|
80 |
925.52 |
727.14 |
198.38 |
21.4% |
15.83 |
1.7% |
100% |
True |
False |
|
100 |
925.52 |
650.48 |
275.04 |
29.7% |
15.18 |
1.6% |
100% |
True |
False |
|
120 |
925.52 |
650.48 |
275.04 |
29.7% |
14.30 |
1.5% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,125.78 |
2.618 |
1,048.88 |
1.618 |
1,001.76 |
1.000 |
972.64 |
0.618 |
954.64 |
HIGH |
925.52 |
0.618 |
907.52 |
0.500 |
901.96 |
0.382 |
896.40 |
LOW |
878.40 |
0.618 |
849.28 |
1.000 |
831.28 |
1.618 |
802.16 |
2.618 |
755.04 |
4.250 |
678.14 |
|
|
Fisher Pivots for day following 22-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
917.67 |
917.67 |
PP |
909.81 |
909.81 |
S1 |
901.96 |
901.96 |
|