Trading Metrics calculated at close of trading on 06-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-1997 |
06-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,442.49 |
6,544.09 |
101.60 |
1.6% |
6,560.91 |
High |
6,586.42 |
6,647.22 |
60.80 |
0.9% |
6,623.96 |
Low |
6,437.10 |
6,508.30 |
71.20 |
1.1% |
6,318.96 |
Close |
6,544.09 |
6,567.18 |
23.09 |
0.4% |
6,544.09 |
Range |
149.32 |
138.92 |
-10.40 |
-7.0% |
305.00 |
ATR |
131.21 |
131.76 |
0.55 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,990.99 |
6,918.01 |
6,643.59 |
|
R3 |
6,852.07 |
6,779.09 |
6,605.38 |
|
R2 |
6,713.15 |
6,713.15 |
6,592.65 |
|
R1 |
6,640.17 |
6,640.17 |
6,579.91 |
6,676.66 |
PP |
6,574.23 |
6,574.23 |
6,574.23 |
6,592.48 |
S1 |
6,501.25 |
6,501.25 |
6,554.45 |
6,537.74 |
S2 |
6,435.31 |
6,435.31 |
6,541.71 |
|
S3 |
6,296.39 |
6,362.33 |
6,528.98 |
|
S4 |
6,157.47 |
6,223.41 |
6,490.77 |
|
|
Weekly Pivots for week ending 03-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,410.67 |
7,282.38 |
6,711.84 |
|
R3 |
7,105.67 |
6,977.38 |
6,627.97 |
|
R2 |
6,800.67 |
6,800.67 |
6,600.01 |
|
R1 |
6,672.38 |
6,672.38 |
6,572.05 |
6,584.03 |
PP |
6,495.67 |
6,495.67 |
6,495.67 |
6,451.49 |
S1 |
6,367.38 |
6,367.38 |
6,516.13 |
6,279.03 |
S2 |
6,190.67 |
6,190.67 |
6,488.17 |
|
S3 |
5,885.67 |
6,062.38 |
6,460.22 |
|
S4 |
5,580.67 |
5,757.38 |
6,376.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,647.22 |
6,318.96 |
328.26 |
5.0% |
149.11 |
2.3% |
76% |
True |
False |
|
10 |
6,647.22 |
6,318.96 |
328.26 |
5.0% |
128.45 |
2.0% |
76% |
True |
False |
|
20 |
6,647.22 |
6,206.83 |
440.39 |
6.7% |
137.19 |
2.1% |
82% |
True |
False |
|
40 |
6,647.22 |
6,130.38 |
516.84 |
7.9% |
125.00 |
1.9% |
85% |
True |
False |
|
60 |
6,647.22 |
5,876.58 |
770.64 |
11.7% |
119.38 |
1.8% |
90% |
True |
False |
|
80 |
6,647.22 |
5,739.76 |
907.46 |
13.8% |
112.53 |
1.7% |
91% |
True |
False |
|
100 |
6,647.22 |
5,550.37 |
1,096.85 |
16.7% |
106.79 |
1.6% |
93% |
True |
False |
|
120 |
6,647.22 |
5,244.83 |
1,402.39 |
21.4% |
106.76 |
1.6% |
94% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,237.63 |
2.618 |
7,010.91 |
1.618 |
6,871.99 |
1.000 |
6,786.14 |
0.618 |
6,733.07 |
HIGH |
6,647.22 |
0.618 |
6,594.15 |
0.500 |
6,577.76 |
0.382 |
6,561.37 |
LOW |
6,508.30 |
0.618 |
6,422.45 |
1.000 |
6,369.38 |
1.618 |
6,283.53 |
2.618 |
6,144.61 |
4.250 |
5,917.89 |
|
|
Fisher Pivots for day following 06-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,577.76 |
6,539.15 |
PP |
6,574.23 |
6,511.12 |
S1 |
6,570.71 |
6,483.09 |
|