Trading Metrics calculated at close of trading on 07-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-1997 |
07-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,544.09 |
6,567.18 |
23.09 |
0.4% |
6,560.91 |
High |
6,647.22 |
6,621.82 |
-25.40 |
-0.4% |
6,623.96 |
Low |
6,508.30 |
6,481.75 |
-26.55 |
-0.4% |
6,318.96 |
Close |
6,567.18 |
6,600.66 |
33.48 |
0.5% |
6,544.09 |
Range |
138.92 |
140.07 |
1.15 |
0.8% |
305.00 |
ATR |
131.76 |
132.35 |
0.59 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,988.29 |
6,934.54 |
6,677.70 |
|
R3 |
6,848.22 |
6,794.47 |
6,639.18 |
|
R2 |
6,708.15 |
6,708.15 |
6,626.34 |
|
R1 |
6,654.40 |
6,654.40 |
6,613.50 |
6,681.28 |
PP |
6,568.08 |
6,568.08 |
6,568.08 |
6,581.51 |
S1 |
6,514.33 |
6,514.33 |
6,587.82 |
6,541.21 |
S2 |
6,428.01 |
6,428.01 |
6,574.98 |
|
S3 |
6,287.94 |
6,374.26 |
6,562.14 |
|
S4 |
6,147.87 |
6,234.19 |
6,523.62 |
|
|
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% |
155.98 |
2.4% |
86% |
False |
False |
|
10 |
6,647.22 |
6,318.96 |
328.26 |
5.0% |
127.24 |
1.9% |
86% |
False |
False |
|
20 |
6,647.22 |
6,206.83 |
440.39 |
6.7% |
135.85 |
2.1% |
89% |
False |
False |
|
40 |
6,647.22 |
6,151.62 |
495.60 |
7.5% |
125.79 |
1.9% |
91% |
False |
False |
|
60 |
6,647.22 |
5,912.36 |
734.86 |
11.1% |
120.38 |
1.8% |
94% |
False |
False |
|
80 |
6,647.22 |
5,786.73 |
860.49 |
13.0% |
113.33 |
1.7% |
95% |
False |
False |
|
100 |
6,647.22 |
5,550.37 |
1,096.85 |
16.6% |
107.38 |
1.6% |
96% |
False |
False |
|
120 |
6,647.22 |
5,244.83 |
1,402.39 |
21.2% |
106.76 |
1.6% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,217.12 |
2.618 |
6,988.52 |
1.618 |
6,848.45 |
1.000 |
6,761.89 |
0.618 |
6,708.38 |
HIGH |
6,621.82 |
0.618 |
6,568.31 |
0.500 |
6,551.79 |
0.382 |
6,535.26 |
LOW |
6,481.75 |
0.618 |
6,395.19 |
1.000 |
6,341.68 |
1.618 |
6,255.12 |
2.618 |
6,115.05 |
4.250 |
5,886.45 |
|
|
Fisher Pivots for day following 07-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,584.37 |
6,581.16 |
PP |
6,568.08 |
6,561.66 |
S1 |
6,551.79 |
6,542.16 |
|