Trading Metrics calculated at close of trading on 30-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-1997 |
30-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
890.79 |
892.46 |
1.67 |
0.2% |
883.44 |
High |
898.01 |
911.73 |
13.72 |
1.5% |
938.11 |
Low |
884.43 |
892.46 |
8.03 |
0.9% |
878.40 |
Close |
892.46 |
911.71 |
19.25 |
2.2% |
898.37 |
Range |
13.58 |
19.27 |
5.69 |
41.9% |
59.71 |
ATR |
20.24 |
20.17 |
-0.07 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
963.11 |
956.68 |
922.31 |
|
R3 |
943.84 |
937.41 |
917.01 |
|
R2 |
924.57 |
924.57 |
915.24 |
|
R1 |
918.14 |
918.14 |
913.48 |
921.36 |
PP |
905.30 |
905.30 |
905.30 |
906.91 |
S1 |
898.87 |
898.87 |
909.94 |
902.09 |
S2 |
886.03 |
886.03 |
908.18 |
|
S3 |
866.76 |
879.60 |
906.41 |
|
S4 |
847.49 |
860.33 |
901.11 |
|
|
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 |
921.45 |
884.17 |
37.28 |
4.1% |
21.83 |
2.4% |
74% |
False |
False |
|
10 |
938.11 |
872.76 |
65.35 |
7.2% |
23.59 |
2.6% |
60% |
False |
False |
|
20 |
938.11 |
815.60 |
122.51 |
13.4% |
20.38 |
2.2% |
78% |
False |
False |
|
40 |
938.11 |
798.13 |
139.98 |
15.4% |
19.36 |
2.1% |
81% |
False |
False |
|
60 |
938.11 |
756.23 |
181.88 |
19.9% |
17.66 |
1.9% |
85% |
False |
False |
|
80 |
938.11 |
730.45 |
207.66 |
22.8% |
16.61 |
1.8% |
87% |
False |
False |
|
100 |
938.11 |
666.03 |
272.08 |
29.8% |
15.78 |
1.7% |
90% |
False |
False |
|
120 |
938.11 |
650.48 |
287.63 |
31.5% |
14.79 |
1.6% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
993.63 |
2.618 |
962.18 |
1.618 |
942.91 |
1.000 |
931.00 |
0.618 |
923.64 |
HIGH |
911.73 |
0.618 |
904.37 |
0.500 |
902.10 |
0.382 |
899.82 |
LOW |
892.46 |
0.618 |
880.55 |
1.000 |
873.19 |
1.618 |
861.28 |
2.618 |
842.01 |
4.250 |
810.56 |
|
|
Fisher Pivots for day following 30-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
908.51 |
907.12 |
PP |
905.30 |
902.54 |
S1 |
902.10 |
897.95 |
|