Trading Metrics calculated at close of trading on 28-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-1997 |
28-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
898.37 |
889.82 |
-8.55 |
-1.0% |
883.44 |
High |
921.45 |
908.34 |
-13.11 |
-1.4% |
938.11 |
Low |
888.74 |
884.17 |
-4.57 |
-0.5% |
878.40 |
Close |
889.82 |
890.79 |
0.97 |
0.1% |
898.37 |
Range |
32.71 |
24.17 |
-8.54 |
-26.1% |
59.71 |
ATR |
20.49 |
20.75 |
0.26 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
966.94 |
953.04 |
904.08 |
|
R3 |
942.77 |
928.87 |
897.44 |
|
R2 |
918.60 |
918.60 |
895.22 |
|
R1 |
904.70 |
904.70 |
893.01 |
911.65 |
PP |
894.43 |
894.43 |
894.43 |
897.91 |
S1 |
880.53 |
880.53 |
888.57 |
887.48 |
S2 |
870.26 |
870.26 |
886.36 |
|
S3 |
846.09 |
856.36 |
884.14 |
|
S4 |
821.92 |
832.19 |
877.50 |
|
|
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 |
6.7% |
29.76 |
3.3% |
21% |
False |
False |
|
10 |
938.11 |
864.02 |
74.09 |
8.3% |
23.86 |
2.7% |
36% |
False |
False |
|
20 |
938.11 |
806.17 |
131.94 |
14.8% |
20.26 |
2.3% |
64% |
False |
False |
|
40 |
938.11 |
798.13 |
139.98 |
15.7% |
19.46 |
2.2% |
66% |
False |
False |
|
60 |
938.11 |
748.97 |
189.14 |
21.2% |
17.42 |
2.0% |
75% |
False |
False |
|
80 |
938.11 |
730.45 |
207.66 |
23.3% |
16.49 |
1.9% |
77% |
False |
False |
|
100 |
938.11 |
652.32 |
285.79 |
32.1% |
15.68 |
1.8% |
83% |
False |
False |
|
120 |
938.11 |
650.48 |
287.63 |
32.3% |
14.65 |
1.6% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,011.06 |
2.618 |
971.62 |
1.618 |
947.45 |
1.000 |
932.51 |
0.618 |
923.28 |
HIGH |
908.34 |
0.618 |
899.11 |
0.500 |
896.26 |
0.382 |
893.40 |
LOW |
884.17 |
0.618 |
869.23 |
1.000 |
860.00 |
1.618 |
845.06 |
2.618 |
820.89 |
4.250 |
781.45 |
|
|
Fisher Pivots for day following 28-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
896.26 |
902.81 |
PP |
894.43 |
898.80 |
S1 |
892.61 |
894.80 |
|