Trading Metrics calculated at close of trading on 31-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-1997 |
31-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
892.46 |
911.71 |
19.25 |
2.2% |
898.37 |
High |
911.73 |
926.01 |
14.28 |
1.6% |
926.01 |
Low |
892.46 |
911.71 |
19.25 |
2.2% |
884.17 |
Close |
911.71 |
921.55 |
9.84 |
1.1% |
921.55 |
Range |
19.27 |
14.30 |
-4.97 |
-25.8% |
41.84 |
ATR |
20.17 |
19.75 |
-0.42 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
962.66 |
956.40 |
929.42 |
|
R3 |
948.36 |
942.10 |
925.48 |
|
R2 |
934.06 |
934.06 |
924.17 |
|
R1 |
927.80 |
927.80 |
922.86 |
930.93 |
PP |
919.76 |
919.76 |
919.76 |
921.32 |
S1 |
913.50 |
913.50 |
920.24 |
916.63 |
S2 |
905.46 |
905.46 |
918.93 |
|
S3 |
891.16 |
899.20 |
917.62 |
|
S4 |
876.86 |
884.90 |
913.69 |
|
|
Weekly Pivots for week ending 31-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,036.10 |
1,020.66 |
944.56 |
|
R3 |
994.26 |
978.82 |
933.06 |
|
R2 |
952.42 |
952.42 |
929.22 |
|
R1 |
936.98 |
936.98 |
925.39 |
944.70 |
PP |
910.58 |
910.58 |
910.58 |
914.44 |
S1 |
895.14 |
895.14 |
917.71 |
902.86 |
S2 |
868.74 |
868.74 |
913.88 |
|
S3 |
826.90 |
853.30 |
910.04 |
|
S4 |
785.06 |
811.46 |
898.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
926.01 |
884.17 |
41.84 |
4.5% |
20.81 |
2.3% |
89% |
True |
False |
|
10 |
938.11 |
878.40 |
59.71 |
6.5% |
23.72 |
2.6% |
72% |
False |
False |
|
20 |
938.11 |
844.43 |
93.68 |
10.2% |
19.47 |
2.1% |
82% |
False |
False |
|
40 |
938.11 |
798.13 |
139.98 |
15.2% |
19.31 |
2.1% |
88% |
False |
False |
|
60 |
938.11 |
767.08 |
171.03 |
18.6% |
17.63 |
1.9% |
90% |
False |
False |
|
80 |
938.11 |
730.45 |
207.66 |
22.5% |
16.56 |
1.8% |
92% |
False |
False |
|
100 |
938.11 |
666.03 |
272.08 |
29.5% |
15.84 |
1.7% |
94% |
False |
False |
|
120 |
938.11 |
650.48 |
287.63 |
31.2% |
14.81 |
1.6% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
986.79 |
2.618 |
963.45 |
1.618 |
949.15 |
1.000 |
940.31 |
0.618 |
934.85 |
HIGH |
926.01 |
0.618 |
920.55 |
0.500 |
918.86 |
0.382 |
917.17 |
LOW |
911.71 |
0.618 |
902.87 |
1.000 |
897.41 |
1.618 |
888.57 |
2.618 |
874.27 |
4.250 |
850.94 |
|
|
Fisher Pivots for day following 31-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
920.65 |
916.11 |
PP |
919.76 |
910.66 |
S1 |
918.86 |
905.22 |
|