Trading Metrics calculated at close of trading on 08-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-1997 |
08-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,567.18 |
6,600.66 |
33.48 |
0.5% |
6,560.91 |
High |
6,621.82 |
6,650.30 |
28.48 |
0.4% |
6,623.96 |
Low |
6,481.75 |
6,509.84 |
28.09 |
0.4% |
6,318.96 |
Close |
6,600.66 |
6,549.48 |
-51.18 |
-0.8% |
6,544.09 |
Range |
140.07 |
140.46 |
0.39 |
0.3% |
305.00 |
ATR |
132.35 |
132.93 |
0.58 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,991.25 |
6,910.83 |
6,626.73 |
|
R3 |
6,850.79 |
6,770.37 |
6,588.11 |
|
R2 |
6,710.33 |
6,710.33 |
6,575.23 |
|
R1 |
6,629.91 |
6,629.91 |
6,562.36 |
6,599.89 |
PP |
6,569.87 |
6,569.87 |
6,569.87 |
6,554.87 |
S1 |
6,489.45 |
6,489.45 |
6,536.60 |
6,459.43 |
S2 |
6,429.41 |
6,429.41 |
6,523.73 |
|
S3 |
6,288.95 |
6,348.99 |
6,510.85 |
|
S4 |
6,148.49 |
6,208.53 |
6,472.23 |
|
|
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 |
6,650.30 |
6,318.96 |
331.34 |
5.1% |
152.24 |
2.3% |
70% |
True |
False |
|
10 |
6,650.30 |
6,318.96 |
331.34 |
5.1% |
130.13 |
2.0% |
70% |
True |
False |
|
20 |
6,650.30 |
6,206.83 |
443.47 |
6.8% |
136.83 |
2.1% |
77% |
True |
False |
|
40 |
6,650.30 |
6,198.58 |
451.72 |
6.9% |
126.90 |
1.9% |
78% |
True |
False |
|
60 |
6,650.30 |
5,938.82 |
711.48 |
10.9% |
121.26 |
1.9% |
86% |
True |
False |
|
80 |
6,650.30 |
5,818.17 |
832.13 |
12.7% |
114.03 |
1.7% |
88% |
True |
False |
|
100 |
6,650.30 |
5,550.37 |
1,099.93 |
16.8% |
108.10 |
1.7% |
91% |
True |
False |
|
120 |
6,650.30 |
5,244.83 |
1,405.47 |
21.5% |
106.69 |
1.6% |
93% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,247.26 |
2.618 |
7,018.02 |
1.618 |
6,877.56 |
1.000 |
6,790.76 |
0.618 |
6,737.10 |
HIGH |
6,650.30 |
0.618 |
6,596.64 |
0.500 |
6,580.07 |
0.382 |
6,563.50 |
LOW |
6,509.84 |
0.618 |
6,423.04 |
1.000 |
6,369.38 |
1.618 |
6,282.58 |
2.618 |
6,142.12 |
4.250 |
5,912.89 |
|
|
Fisher Pivots for day following 08-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,580.07 |
6,566.03 |
PP |
6,569.87 |
6,560.51 |
S1 |
6,559.68 |
6,555.00 |
|