Trading Metrics calculated at close of trading on 05-Feb-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-1997 |
05-Feb-1997 |
Change |
Change % |
Previous Week |
Open |
918.01 |
916.30 |
-1.71 |
-0.2% |
898.37 |
High |
918.43 |
916.53 |
-1.90 |
-0.2% |
926.01 |
Low |
902.06 |
875.98 |
-26.08 |
-2.9% |
884.17 |
Close |
916.30 |
887.39 |
-28.91 |
-3.2% |
921.55 |
Range |
16.37 |
40.55 |
24.18 |
147.7% |
41.84 |
ATR |
19.07 |
20.61 |
1.53 |
8.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,014.95 |
991.72 |
909.69 |
|
R3 |
974.40 |
951.17 |
898.54 |
|
R2 |
933.85 |
933.85 |
894.82 |
|
R1 |
910.62 |
910.62 |
891.11 |
901.96 |
PP |
893.30 |
893.30 |
893.30 |
888.97 |
S1 |
870.07 |
870.07 |
883.67 |
861.41 |
S2 |
852.75 |
852.75 |
879.96 |
|
S3 |
812.20 |
829.52 |
876.24 |
|
S4 |
771.65 |
788.97 |
865.09 |
|
|
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 |
928.31 |
875.98 |
52.33 |
5.9% |
20.73 |
2.3% |
22% |
False |
True |
|
10 |
938.11 |
875.98 |
62.13 |
7.0% |
21.89 |
2.5% |
18% |
False |
True |
|
20 |
938.11 |
846.49 |
91.62 |
10.3% |
20.70 |
2.3% |
45% |
False |
False |
|
40 |
938.11 |
798.13 |
139.98 |
15.8% |
19.37 |
2.2% |
64% |
False |
False |
|
60 |
938.11 |
787.71 |
150.40 |
16.9% |
18.02 |
2.0% |
66% |
False |
False |
|
80 |
938.11 |
730.45 |
207.66 |
23.4% |
16.95 |
1.9% |
76% |
False |
False |
|
100 |
938.11 |
706.65 |
231.46 |
26.1% |
16.08 |
1.8% |
78% |
False |
False |
|
120 |
938.11 |
650.48 |
287.63 |
32.4% |
15.15 |
1.7% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,088.87 |
2.618 |
1,022.69 |
1.618 |
982.14 |
1.000 |
957.08 |
0.618 |
941.59 |
HIGH |
916.53 |
0.618 |
901.04 |
0.500 |
896.26 |
0.382 |
891.47 |
LOW |
875.98 |
0.618 |
850.92 |
1.000 |
835.43 |
1.618 |
810.37 |
2.618 |
769.82 |
4.250 |
703.64 |
|
|
Fisher Pivots for day following 05-Feb-1997 |
Pivot |
1 day |
3 day |
R1 |
896.26 |
902.15 |
PP |
893.30 |
897.23 |
S1 |
890.35 |
892.31 |
|