Trading Metrics calculated at close of trading on 10-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-1997 |
10-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,549.48 |
6,625.67 |
76.19 |
1.2% |
6,544.09 |
High |
6,677.24 |
6,725.35 |
48.11 |
0.7% |
6,725.35 |
Low |
6,520.23 |
6,530.62 |
10.39 |
0.2% |
6,481.75 |
Close |
6,625.67 |
6,703.79 |
78.12 |
1.2% |
6,703.79 |
Range |
157.01 |
194.73 |
37.72 |
24.0% |
243.60 |
ATR |
134.65 |
138.94 |
4.29 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,237.44 |
7,165.35 |
6,810.89 |
|
R3 |
7,042.71 |
6,970.62 |
6,757.34 |
|
R2 |
6,847.98 |
6,847.98 |
6,739.49 |
|
R1 |
6,775.89 |
6,775.89 |
6,721.64 |
6,811.94 |
PP |
6,653.25 |
6,653.25 |
6,653.25 |
6,671.28 |
S1 |
6,581.16 |
6,581.16 |
6,685.94 |
6,617.21 |
S2 |
6,458.52 |
6,458.52 |
6,668.09 |
|
S3 |
6,263.79 |
6,386.43 |
6,650.24 |
|
S4 |
6,069.06 |
6,191.70 |
6,596.69 |
|
|
Weekly Pivots for week ending 10-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,367.76 |
7,279.38 |
6,837.77 |
|
R3 |
7,124.16 |
7,035.78 |
6,770.78 |
|
R2 |
6,880.56 |
6,880.56 |
6,748.45 |
|
R1 |
6,792.18 |
6,792.18 |
6,726.12 |
6,836.37 |
PP |
6,636.96 |
6,636.96 |
6,636.96 |
6,659.06 |
S1 |
6,548.58 |
6,548.58 |
6,681.46 |
6,592.77 |
S2 |
6,393.36 |
6,393.36 |
6,659.13 |
|
S3 |
6,149.76 |
6,304.98 |
6,636.80 |
|
S4 |
5,906.16 |
6,061.38 |
6,569.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,725.35 |
6,481.75 |
243.60 |
3.6% |
154.24 |
2.3% |
91% |
True |
False |
|
10 |
6,725.35 |
6,318.96 |
406.39 |
6.1% |
147.47 |
2.2% |
95% |
True |
False |
|
20 |
6,725.35 |
6,206.83 |
518.52 |
7.7% |
141.49 |
2.1% |
96% |
True |
False |
|
40 |
6,725.35 |
6,206.78 |
518.57 |
7.7% |
130.47 |
1.9% |
96% |
True |
False |
|
60 |
6,725.35 |
5,938.82 |
786.53 |
11.7% |
123.49 |
1.8% |
97% |
True |
False |
|
80 |
6,725.35 |
5,818.17 |
907.18 |
13.5% |
115.98 |
1.7% |
98% |
True |
False |
|
100 |
6,725.35 |
5,550.37 |
1,174.98 |
17.5% |
110.21 |
1.6% |
98% |
True |
False |
|
120 |
6,725.35 |
5,244.83 |
1,480.52 |
22.1% |
107.99 |
1.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,552.95 |
2.618 |
7,235.15 |
1.618 |
7,040.42 |
1.000 |
6,920.08 |
0.618 |
6,845.69 |
HIGH |
6,725.35 |
0.618 |
6,650.96 |
0.500 |
6,627.99 |
0.382 |
6,605.01 |
LOW |
6,530.62 |
0.618 |
6,410.28 |
1.000 |
6,335.89 |
1.618 |
6,215.55 |
2.618 |
6,020.82 |
4.250 |
5,703.02 |
|
|
Fisher Pivots for day following 10-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,678.52 |
6,675.06 |
PP |
6,653.25 |
6,646.33 |
S1 |
6,627.99 |
6,617.60 |
|