Trading Metrics calculated at close of trading on 13-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-1997 |
13-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,625.67 |
6,703.79 |
78.12 |
1.2% |
6,544.09 |
High |
6,725.35 |
6,773.45 |
48.10 |
0.7% |
6,725.35 |
Low |
6,530.62 |
6,647.99 |
117.37 |
1.8% |
6,481.75 |
Close |
6,703.79 |
6,709.18 |
5.39 |
0.1% |
6,703.79 |
Range |
194.73 |
125.46 |
-69.27 |
-35.6% |
243.60 |
ATR |
138.94 |
137.98 |
-0.96 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,086.59 |
7,023.34 |
6,778.18 |
|
R3 |
6,961.13 |
6,897.88 |
6,743.68 |
|
R2 |
6,835.67 |
6,835.67 |
6,732.18 |
|
R1 |
6,772.42 |
6,772.42 |
6,720.68 |
6,804.05 |
PP |
6,710.21 |
6,710.21 |
6,710.21 |
6,726.02 |
S1 |
6,646.96 |
6,646.96 |
6,697.68 |
6,678.59 |
S2 |
6,584.75 |
6,584.75 |
6,686.18 |
|
S3 |
6,459.29 |
6,521.50 |
6,674.68 |
|
S4 |
6,333.83 |
6,396.04 |
6,640.18 |
|
|
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 |
6,773.45 |
6,481.75 |
291.70 |
4.3% |
151.55 |
2.3% |
78% |
True |
False |
|
10 |
6,773.45 |
6,318.96 |
454.49 |
6.8% |
150.33 |
2.2% |
86% |
True |
False |
|
20 |
6,773.45 |
6,206.83 |
566.62 |
8.4% |
138.68 |
2.1% |
89% |
True |
False |
|
40 |
6,773.45 |
6,206.83 |
566.62 |
8.4% |
130.84 |
2.0% |
89% |
True |
False |
|
60 |
6,773.45 |
5,938.82 |
834.63 |
12.4% |
123.70 |
1.8% |
92% |
True |
False |
|
80 |
6,773.45 |
5,818.17 |
955.28 |
14.2% |
116.52 |
1.7% |
93% |
True |
False |
|
100 |
6,773.45 |
5,550.37 |
1,223.08 |
18.2% |
110.70 |
1.6% |
95% |
True |
False |
|
120 |
6,773.45 |
5,244.83 |
1,528.62 |
22.8% |
107.91 |
1.6% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,306.66 |
2.618 |
7,101.90 |
1.618 |
6,976.44 |
1.000 |
6,898.91 |
0.618 |
6,850.98 |
HIGH |
6,773.45 |
0.618 |
6,725.52 |
0.500 |
6,710.72 |
0.382 |
6,695.92 |
LOW |
6,647.99 |
0.618 |
6,570.46 |
1.000 |
6,522.53 |
1.618 |
6,445.00 |
2.618 |
6,319.54 |
4.250 |
6,114.79 |
|
|
Fisher Pivots for day following 13-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,710.72 |
6,688.40 |
PP |
6,710.21 |
6,667.62 |
S1 |
6,709.69 |
6,646.84 |
|