Trading Metrics calculated at close of trading on 09-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-1997 |
09-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,600.66 |
6,549.48 |
-51.18 |
-0.8% |
6,560.91 |
High |
6,650.30 |
6,677.24 |
26.94 |
0.4% |
6,623.96 |
Low |
6,509.84 |
6,520.23 |
10.39 |
0.2% |
6,318.96 |
Close |
6,549.48 |
6,625.67 |
76.19 |
1.2% |
6,544.09 |
Range |
140.46 |
157.01 |
16.55 |
11.8% |
305.00 |
ATR |
132.93 |
134.65 |
1.72 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,078.74 |
7,009.22 |
6,712.03 |
|
R3 |
6,921.73 |
6,852.21 |
6,668.85 |
|
R2 |
6,764.72 |
6,764.72 |
6,654.46 |
|
R1 |
6,695.20 |
6,695.20 |
6,640.06 |
6,729.96 |
PP |
6,607.71 |
6,607.71 |
6,607.71 |
6,625.10 |
S1 |
6,538.19 |
6,538.19 |
6,611.28 |
6,572.95 |
S2 |
6,450.70 |
6,450.70 |
6,596.88 |
|
S3 |
6,293.69 |
6,381.18 |
6,582.49 |
|
S4 |
6,136.68 |
6,224.17 |
6,539.31 |
|
|
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 |
6,677.24 |
6,437.10 |
240.14 |
3.6% |
145.16 |
2.2% |
79% |
True |
False |
|
10 |
6,677.24 |
6,318.96 |
358.28 |
5.4% |
137.88 |
2.1% |
86% |
True |
False |
|
20 |
6,677.24 |
6,206.83 |
470.41 |
7.1% |
138.76 |
2.1% |
89% |
True |
False |
|
40 |
6,677.24 |
6,199.70 |
477.54 |
7.2% |
128.47 |
1.9% |
89% |
True |
False |
|
60 |
6,677.24 |
5,938.82 |
738.42 |
11.1% |
122.35 |
1.8% |
93% |
True |
False |
|
80 |
6,677.24 |
5,818.17 |
859.07 |
13.0% |
114.78 |
1.7% |
94% |
True |
False |
|
100 |
6,677.24 |
5,550.37 |
1,126.87 |
17.0% |
108.91 |
1.6% |
95% |
True |
False |
|
120 |
6,677.24 |
5,244.83 |
1,432.41 |
21.6% |
107.19 |
1.6% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,344.53 |
2.618 |
7,088.29 |
1.618 |
6,931.28 |
1.000 |
6,834.25 |
0.618 |
6,774.27 |
HIGH |
6,677.24 |
0.618 |
6,617.26 |
0.500 |
6,598.74 |
0.382 |
6,580.21 |
LOW |
6,520.23 |
0.618 |
6,423.20 |
1.000 |
6,363.22 |
1.618 |
6,266.19 |
2.618 |
6,109.18 |
4.250 |
5,852.94 |
|
|
Fisher Pivots for day following 09-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,616.69 |
6,610.28 |
PP |
6,607.71 |
6,594.89 |
S1 |
6,598.74 |
6,579.50 |
|