Trading Metrics calculated at close of trading on 23-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-1997 |
23-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
925.52 |
912.74 |
-12.78 |
-1.4% |
865.58 |
High |
925.52 |
938.11 |
12.59 |
1.4% |
886.38 |
Low |
878.40 |
912.74 |
34.34 |
3.9% |
861.55 |
Close |
925.52 |
912.74 |
-12.78 |
-1.4% |
883.44 |
Range |
47.12 |
25.37 |
-21.75 |
-46.2% |
24.83 |
ATR |
19.12 |
19.56 |
0.45 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
997.31 |
980.39 |
926.69 |
|
R3 |
971.94 |
955.02 |
919.72 |
|
R2 |
946.57 |
946.57 |
917.39 |
|
R1 |
929.65 |
929.65 |
915.07 |
925.43 |
PP |
921.20 |
921.20 |
921.20 |
919.08 |
S1 |
904.28 |
904.28 |
910.41 |
900.06 |
S2 |
895.83 |
895.83 |
908.09 |
|
S3 |
870.46 |
878.91 |
905.76 |
|
S4 |
845.09 |
853.54 |
898.79 |
|
|
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 |
938.11 |
872.76 |
65.35 |
7.2% |
25.34 |
2.8% |
61% |
True |
False |
|
10 |
938.11 |
846.49 |
91.62 |
10.0% |
21.24 |
2.3% |
72% |
True |
False |
|
20 |
938.11 |
806.17 |
131.94 |
14.5% |
18.09 |
2.0% |
81% |
True |
False |
|
40 |
938.11 |
798.13 |
139.98 |
15.3% |
18.29 |
2.0% |
82% |
True |
False |
|
60 |
938.11 |
730.45 |
207.66 |
22.8% |
16.85 |
1.8% |
88% |
True |
False |
|
80 |
938.11 |
727.14 |
210.97 |
23.1% |
16.00 |
1.8% |
88% |
True |
False |
|
100 |
938.11 |
650.48 |
287.63 |
31.5% |
15.34 |
1.7% |
91% |
True |
False |
|
120 |
938.11 |
650.48 |
287.63 |
31.5% |
14.35 |
1.6% |
91% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,045.93 |
2.618 |
1,004.53 |
1.618 |
979.16 |
1.000 |
963.48 |
0.618 |
953.79 |
HIGH |
938.11 |
0.618 |
928.42 |
0.500 |
925.43 |
0.382 |
922.43 |
LOW |
912.74 |
0.618 |
897.06 |
1.000 |
887.37 |
1.618 |
871.69 |
2.618 |
846.32 |
4.250 |
804.92 |
|
|
Fisher Pivots for day following 23-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
925.43 |
911.25 |
PP |
921.20 |
909.75 |
S1 |
916.97 |
908.26 |
|