Trading Metrics calculated at close of trading on 06-Feb-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-1997 |
06-Feb-1997 |
Change |
Change % |
Previous Week |
Open |
916.30 |
887.39 |
-28.91 |
-3.2% |
898.37 |
High |
916.53 |
890.84 |
-25.69 |
-2.8% |
926.01 |
Low |
875.98 |
877.96 |
1.98 |
0.2% |
884.17 |
Close |
887.39 |
885.52 |
-1.87 |
-0.2% |
921.55 |
Range |
40.55 |
12.88 |
-27.67 |
-68.2% |
41.84 |
ATR |
20.61 |
20.06 |
-0.55 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
923.41 |
917.35 |
892.60 |
|
R3 |
910.53 |
904.47 |
889.06 |
|
R2 |
897.65 |
897.65 |
887.88 |
|
R1 |
891.59 |
891.59 |
886.70 |
888.18 |
PP |
884.77 |
884.77 |
884.77 |
883.07 |
S1 |
878.71 |
878.71 |
884.34 |
875.30 |
S2 |
871.89 |
871.89 |
883.16 |
|
S3 |
859.01 |
865.83 |
881.98 |
|
S4 |
846.13 |
852.95 |
878.44 |
|
|
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% |
19.45 |
2.2% |
18% |
False |
False |
|
10 |
928.31 |
875.98 |
52.33 |
5.9% |
20.64 |
2.3% |
18% |
False |
False |
|
20 |
938.11 |
846.49 |
91.62 |
10.3% |
20.94 |
2.4% |
43% |
False |
False |
|
40 |
938.11 |
798.13 |
139.98 |
15.8% |
19.17 |
2.2% |
62% |
False |
False |
|
60 |
938.11 |
787.71 |
150.40 |
17.0% |
18.08 |
2.0% |
65% |
False |
False |
|
80 |
938.11 |
730.45 |
207.66 |
23.5% |
17.02 |
1.9% |
75% |
False |
False |
|
100 |
938.11 |
709.22 |
228.89 |
25.8% |
16.12 |
1.8% |
77% |
False |
False |
|
120 |
938.11 |
650.48 |
287.63 |
32.5% |
15.19 |
1.7% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
945.58 |
2.618 |
924.56 |
1.618 |
911.68 |
1.000 |
903.72 |
0.618 |
898.80 |
HIGH |
890.84 |
0.618 |
885.92 |
0.500 |
884.40 |
0.382 |
882.88 |
LOW |
877.96 |
0.618 |
870.00 |
1.000 |
865.08 |
1.618 |
857.12 |
2.618 |
844.24 |
4.250 |
823.22 |
|
|
Fisher Pivots for day following 06-Feb-1997 |
Pivot |
1 day |
3 day |
R1 |
885.15 |
897.21 |
PP |
884.77 |
893.31 |
S1 |
884.40 |
889.42 |
|