Trading Metrics calculated at close of trading on 14-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-1997 |
14-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,703.79 |
6,709.18 |
5.39 |
0.1% |
6,544.09 |
High |
6,773.45 |
6,816.17 |
42.72 |
0.6% |
6,725.35 |
Low |
6,647.99 |
6,689.94 |
41.95 |
0.6% |
6,481.75 |
Close |
6,709.18 |
6,762.29 |
53.11 |
0.8% |
6,703.79 |
Range |
125.46 |
126.23 |
0.77 |
0.6% |
243.60 |
ATR |
137.98 |
137.14 |
-0.84 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,134.82 |
7,074.79 |
6,831.72 |
|
R3 |
7,008.59 |
6,948.56 |
6,797.00 |
|
R2 |
6,882.36 |
6,882.36 |
6,785.43 |
|
R1 |
6,822.33 |
6,822.33 |
6,773.86 |
6,852.35 |
PP |
6,756.13 |
6,756.13 |
6,756.13 |
6,771.14 |
S1 |
6,696.10 |
6,696.10 |
6,750.72 |
6,726.12 |
S2 |
6,629.90 |
6,629.90 |
6,739.15 |
|
S3 |
6,503.67 |
6,569.87 |
6,727.58 |
|
S4 |
6,377.44 |
6,443.64 |
6,692.86 |
|
|
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 |
6,816.17 |
6,509.84 |
306.33 |
4.5% |
148.78 |
2.2% |
82% |
True |
False |
|
10 |
6,816.17 |
6,318.96 |
497.21 |
7.4% |
152.38 |
2.3% |
89% |
True |
False |
|
20 |
6,816.17 |
6,206.83 |
609.34 |
9.0% |
137.51 |
2.0% |
91% |
True |
False |
|
40 |
6,816.17 |
6,206.83 |
609.34 |
9.0% |
131.05 |
1.9% |
91% |
True |
False |
|
60 |
6,816.17 |
5,938.82 |
877.35 |
13.0% |
124.03 |
1.8% |
94% |
True |
False |
|
80 |
6,816.17 |
5,819.65 |
996.52 |
14.7% |
116.97 |
1.7% |
95% |
True |
False |
|
100 |
6,816.17 |
5,550.37 |
1,265.80 |
18.7% |
111.10 |
1.6% |
96% |
True |
False |
|
120 |
6,816.17 |
5,355.80 |
1,460.37 |
21.6% |
107.64 |
1.6% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,352.65 |
2.618 |
7,146.64 |
1.618 |
7,020.41 |
1.000 |
6,942.40 |
0.618 |
6,894.18 |
HIGH |
6,816.17 |
0.618 |
6,767.95 |
0.500 |
6,753.06 |
0.382 |
6,738.16 |
LOW |
6,689.94 |
0.618 |
6,611.93 |
1.000 |
6,563.71 |
1.618 |
6,485.70 |
2.618 |
6,359.47 |
4.250 |
6,153.46 |
|
|
Fisher Pivots for day following 14-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,759.21 |
6,732.66 |
PP |
6,756.13 |
6,703.03 |
S1 |
6,753.06 |
6,673.40 |
|