Trading Metrics calculated at close of trading on 20-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-1997 |
20-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,765.37 |
6,833.10 |
67.73 |
1.0% |
6,703.79 |
High |
6,863.88 |
6,893.13 |
29.25 |
0.4% |
6,863.88 |
Low |
6,732.66 |
6,776.91 |
44.25 |
0.7% |
6,647.99 |
Close |
6,833.10 |
6,843.87 |
10.77 |
0.2% |
6,833.10 |
Range |
131.22 |
116.22 |
-15.00 |
-11.4% |
215.89 |
ATR |
135.86 |
134.46 |
-1.40 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,186.63 |
7,131.47 |
6,907.79 |
|
R3 |
7,070.41 |
7,015.25 |
6,875.83 |
|
R2 |
6,954.19 |
6,954.19 |
6,865.18 |
|
R1 |
6,899.03 |
6,899.03 |
6,854.52 |
6,926.61 |
PP |
6,837.97 |
6,837.97 |
6,837.97 |
6,851.76 |
S1 |
6,782.81 |
6,782.81 |
6,833.22 |
6,810.39 |
S2 |
6,721.75 |
6,721.75 |
6,822.56 |
|
S3 |
6,605.53 |
6,666.59 |
6,811.91 |
|
S4 |
6,489.31 |
6,550.37 |
6,779.95 |
|
|
Weekly Pivots for week ending 17-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,429.33 |
7,347.10 |
6,951.84 |
|
R3 |
7,213.44 |
7,131.21 |
6,892.47 |
|
R2 |
6,997.55 |
6,997.55 |
6,872.68 |
|
R1 |
6,915.32 |
6,915.32 |
6,852.89 |
6,956.44 |
PP |
6,781.66 |
6,781.66 |
6,781.66 |
6,802.21 |
S1 |
6,699.43 |
6,699.43 |
6,813.31 |
6,740.55 |
S2 |
6,565.77 |
6,565.77 |
6,793.52 |
|
S3 |
6,349.88 |
6,483.54 |
6,773.73 |
|
S4 |
6,133.99 |
6,267.65 |
6,714.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,893.13 |
6,669.93 |
223.20 |
3.3% |
126.92 |
1.9% |
78% |
True |
False |
|
10 |
6,893.13 |
6,481.75 |
411.38 |
6.0% |
139.23 |
2.0% |
88% |
True |
False |
|
20 |
6,893.13 |
6,318.96 |
574.17 |
8.4% |
133.84 |
2.0% |
91% |
True |
False |
|
40 |
6,893.13 |
6,206.83 |
686.30 |
10.0% |
132.16 |
1.9% |
93% |
True |
False |
|
60 |
6,893.13 |
5,938.82 |
954.31 |
13.9% |
124.86 |
1.8% |
95% |
True |
False |
|
80 |
6,893.13 |
5,819.65 |
1,073.48 |
15.7% |
118.49 |
1.7% |
95% |
True |
False |
|
100 |
6,893.13 |
5,550.37 |
1,342.76 |
19.6% |
112.94 |
1.7% |
96% |
True |
False |
|
120 |
6,893.13 |
5,460.48 |
1,432.65 |
20.9% |
108.53 |
1.6% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,387.07 |
2.618 |
7,197.39 |
1.618 |
7,081.17 |
1.000 |
7,009.35 |
0.618 |
6,964.95 |
HIGH |
6,893.13 |
0.618 |
6,848.73 |
0.500 |
6,835.02 |
0.382 |
6,821.31 |
LOW |
6,776.91 |
0.618 |
6,705.09 |
1.000 |
6,660.69 |
1.618 |
6,588.87 |
2.618 |
6,472.65 |
4.250 |
6,282.98 |
|
|
Fisher Pivots for day following 20-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,840.92 |
6,826.17 |
PP |
6,837.97 |
6,808.47 |
S1 |
6,835.02 |
6,790.77 |
|