Trading Metrics calculated at close of trading on 24-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-1997 |
24-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
912.74 |
912.74 |
0.00 |
0.0% |
883.44 |
High |
938.11 |
915.47 |
-22.64 |
-2.4% |
938.11 |
Low |
912.74 |
896.06 |
-16.68 |
-1.8% |
878.40 |
Close |
912.74 |
898.37 |
-14.37 |
-1.6% |
898.37 |
Range |
25.37 |
19.41 |
-5.96 |
-23.5% |
59.71 |
ATR |
19.56 |
19.55 |
-0.01 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
961.53 |
949.36 |
909.05 |
|
R3 |
942.12 |
929.95 |
903.71 |
|
R2 |
922.71 |
922.71 |
901.93 |
|
R1 |
910.54 |
910.54 |
900.15 |
906.92 |
PP |
903.30 |
903.30 |
903.30 |
901.49 |
S1 |
891.13 |
891.13 |
896.59 |
887.51 |
S2 |
883.89 |
883.89 |
894.81 |
|
S3 |
864.48 |
871.72 |
893.03 |
|
S4 |
845.07 |
852.31 |
887.69 |
|
|
Weekly Pivots for week ending 24-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,084.09 |
1,050.94 |
931.21 |
|
R3 |
1,024.38 |
991.23 |
914.79 |
|
R2 |
964.67 |
964.67 |
909.32 |
|
R1 |
931.52 |
931.52 |
903.84 |
948.10 |
PP |
904.96 |
904.96 |
904.96 |
913.25 |
S1 |
871.81 |
871.81 |
892.90 |
888.39 |
S2 |
845.25 |
845.25 |
887.42 |
|
S3 |
785.54 |
812.10 |
881.95 |
|
S4 |
725.83 |
752.39 |
865.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
938.11 |
878.40 |
59.71 |
6.6% |
26.63 |
3.0% |
33% |
False |
False |
|
10 |
938.11 |
861.55 |
76.56 |
8.5% |
21.28 |
2.4% |
48% |
False |
False |
|
20 |
938.11 |
806.17 |
131.94 |
14.7% |
18.66 |
2.1% |
70% |
False |
False |
|
40 |
938.11 |
798.13 |
139.98 |
15.6% |
18.37 |
2.0% |
72% |
False |
False |
|
60 |
938.11 |
731.21 |
206.90 |
23.0% |
16.86 |
1.9% |
81% |
False |
False |
|
80 |
938.11 |
730.45 |
207.66 |
23.1% |
16.08 |
1.8% |
81% |
False |
False |
|
100 |
938.11 |
652.29 |
285.82 |
31.8% |
15.34 |
1.7% |
86% |
False |
False |
|
120 |
938.11 |
650.48 |
287.63 |
32.0% |
14.43 |
1.6% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
997.96 |
2.618 |
966.29 |
1.618 |
946.88 |
1.000 |
934.88 |
0.618 |
927.47 |
HIGH |
915.47 |
0.618 |
908.06 |
0.500 |
905.77 |
0.382 |
903.47 |
LOW |
896.06 |
0.618 |
884.06 |
1.000 |
876.65 |
1.618 |
864.65 |
2.618 |
845.24 |
4.250 |
813.57 |
|
|
Fisher Pivots for day following 24-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
905.77 |
908.26 |
PP |
903.30 |
904.96 |
S1 |
900.84 |
901.67 |
|