Trading Metrics calculated at close of trading on 15-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-1997 |
15-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,709.18 |
6,762.29 |
53.11 |
0.8% |
6,544.09 |
High |
6,816.17 |
6,800.77 |
-15.40 |
-0.2% |
6,725.35 |
Low |
6,689.94 |
6,669.93 |
-20.01 |
-0.3% |
6,481.75 |
Close |
6,762.29 |
6,726.88 |
-35.41 |
-0.5% |
6,703.79 |
Range |
126.23 |
130.84 |
4.61 |
3.7% |
243.60 |
ATR |
137.14 |
136.69 |
-0.45 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,125.05 |
7,056.80 |
6,798.84 |
|
R3 |
6,994.21 |
6,925.96 |
6,762.86 |
|
R2 |
6,863.37 |
6,863.37 |
6,750.87 |
|
R1 |
6,795.12 |
6,795.12 |
6,738.87 |
6,763.83 |
PP |
6,732.53 |
6,732.53 |
6,732.53 |
6,716.88 |
S1 |
6,664.28 |
6,664.28 |
6,714.89 |
6,632.99 |
S2 |
6,601.69 |
6,601.69 |
6,702.89 |
|
S3 |
6,470.85 |
6,533.44 |
6,690.90 |
|
S4 |
6,340.01 |
6,402.60 |
6,654.92 |
|
|
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 |
6,520.23 |
295.94 |
4.4% |
146.85 |
2.2% |
70% |
False |
False |
|
10 |
6,816.17 |
6,318.96 |
497.21 |
7.4% |
149.55 |
2.2% |
82% |
False |
False |
|
20 |
6,816.17 |
6,206.83 |
609.34 |
9.1% |
136.02 |
2.0% |
85% |
False |
False |
|
40 |
6,816.17 |
6,206.83 |
609.34 |
9.1% |
130.89 |
1.9% |
85% |
False |
False |
|
60 |
6,816.17 |
5,938.82 |
877.35 |
13.0% |
124.41 |
1.8% |
90% |
False |
False |
|
80 |
6,816.17 |
5,819.65 |
996.52 |
14.8% |
117.54 |
1.7% |
91% |
False |
False |
|
100 |
6,816.17 |
5,550.37 |
1,265.80 |
18.8% |
111.41 |
1.7% |
93% |
False |
False |
|
120 |
6,816.17 |
5,397.97 |
1,418.20 |
21.1% |
107.79 |
1.6% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,356.84 |
2.618 |
7,143.31 |
1.618 |
7,012.47 |
1.000 |
6,931.61 |
0.618 |
6,881.63 |
HIGH |
6,800.77 |
0.618 |
6,750.79 |
0.500 |
6,735.35 |
0.382 |
6,719.91 |
LOW |
6,669.93 |
0.618 |
6,589.07 |
1.000 |
6,539.09 |
1.618 |
6,458.23 |
2.618 |
6,327.39 |
4.250 |
6,113.86 |
|
|
Fisher Pivots for day following 15-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,735.35 |
6,732.08 |
PP |
6,732.53 |
6,730.35 |
S1 |
6,729.70 |
6,728.61 |
|