Trading Metrics calculated at close of trading on 29-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-1997 |
29-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
889.82 |
890.79 |
0.97 |
0.1% |
883.44 |
High |
908.34 |
898.01 |
-10.33 |
-1.1% |
938.11 |
Low |
884.17 |
884.43 |
0.26 |
0.0% |
878.40 |
Close |
890.79 |
892.46 |
1.67 |
0.2% |
898.37 |
Range |
24.17 |
13.58 |
-10.59 |
-43.8% |
59.71 |
ATR |
20.75 |
20.24 |
-0.51 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
932.37 |
926.00 |
899.93 |
|
R3 |
918.79 |
912.42 |
896.19 |
|
R2 |
905.21 |
905.21 |
894.95 |
|
R1 |
898.84 |
898.84 |
893.70 |
902.03 |
PP |
891.63 |
891.63 |
891.63 |
893.23 |
S1 |
885.26 |
885.26 |
891.22 |
888.45 |
S2 |
878.05 |
878.05 |
889.97 |
|
S3 |
864.47 |
871.68 |
888.73 |
|
S4 |
850.89 |
858.10 |
884.99 |
|
|
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 |
884.17 |
53.94 |
6.0% |
23.05 |
2.6% |
15% |
False |
False |
|
10 |
938.11 |
864.37 |
73.74 |
8.3% |
23.27 |
2.6% |
38% |
False |
False |
|
20 |
938.11 |
806.17 |
131.94 |
14.8% |
20.40 |
2.3% |
65% |
False |
False |
|
40 |
938.11 |
798.13 |
139.98 |
15.7% |
19.36 |
2.2% |
67% |
False |
False |
|
60 |
938.11 |
751.45 |
186.66 |
20.9% |
17.46 |
2.0% |
76% |
False |
False |
|
80 |
938.11 |
730.45 |
207.66 |
23.3% |
16.46 |
1.8% |
78% |
False |
False |
|
100 |
938.11 |
663.53 |
274.58 |
30.8% |
15.67 |
1.8% |
83% |
False |
False |
|
120 |
938.11 |
650.48 |
287.63 |
32.2% |
14.72 |
1.6% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
955.73 |
2.618 |
933.56 |
1.618 |
919.98 |
1.000 |
911.59 |
0.618 |
906.40 |
HIGH |
898.01 |
0.618 |
892.82 |
0.500 |
891.22 |
0.382 |
889.62 |
LOW |
884.43 |
0.618 |
876.04 |
1.000 |
870.85 |
1.618 |
862.46 |
2.618 |
848.88 |
4.250 |
826.72 |
|
|
Fisher Pivots for day following 29-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
892.05 |
902.81 |
PP |
891.63 |
899.36 |
S1 |
891.22 |
895.91 |
|