Trading Metrics calculated at close of trading on 21-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-1997 |
21-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,833.10 |
6,843.87 |
10.77 |
0.2% |
6,703.79 |
High |
6,893.13 |
6,934.69 |
41.56 |
0.6% |
6,863.88 |
Low |
6,776.91 |
6,771.14 |
-5.77 |
-0.1% |
6,647.99 |
Close |
6,843.87 |
6,883.90 |
40.03 |
0.6% |
6,833.10 |
Range |
116.22 |
163.55 |
47.33 |
40.7% |
215.89 |
ATR |
134.46 |
136.53 |
2.08 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,353.89 |
7,282.45 |
6,973.85 |
|
R3 |
7,190.34 |
7,118.90 |
6,928.88 |
|
R2 |
7,026.79 |
7,026.79 |
6,913.88 |
|
R1 |
6,955.35 |
6,955.35 |
6,898.89 |
6,991.07 |
PP |
6,863.24 |
6,863.24 |
6,863.24 |
6,881.11 |
S1 |
6,791.80 |
6,791.80 |
6,868.91 |
6,827.52 |
S2 |
6,699.69 |
6,699.69 |
6,853.92 |
|
S3 |
6,536.14 |
6,628.25 |
6,838.92 |
|
S4 |
6,372.59 |
6,464.70 |
6,793.95 |
|
|
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 |
6,934.69 |
6,669.93 |
264.76 |
3.8% |
134.38 |
2.0% |
81% |
True |
False |
|
10 |
6,934.69 |
6,509.84 |
424.85 |
6.2% |
141.58 |
2.1% |
88% |
True |
False |
|
20 |
6,934.69 |
6,318.96 |
615.73 |
8.9% |
134.41 |
2.0% |
92% |
True |
False |
|
40 |
6,934.69 |
6,206.83 |
727.86 |
10.6% |
133.91 |
1.9% |
93% |
True |
False |
|
60 |
6,934.69 |
5,938.82 |
995.87 |
14.5% |
125.48 |
1.8% |
95% |
True |
False |
|
80 |
6,934.69 |
5,819.65 |
1,115.04 |
16.2% |
119.30 |
1.7% |
95% |
True |
False |
|
100 |
6,934.69 |
5,550.37 |
1,384.32 |
20.1% |
113.88 |
1.7% |
96% |
True |
False |
|
120 |
6,934.69 |
5,507.83 |
1,426.86 |
20.7% |
109.08 |
1.6% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,629.78 |
2.618 |
7,362.86 |
1.618 |
7,199.31 |
1.000 |
7,098.24 |
0.618 |
7,035.76 |
HIGH |
6,934.69 |
0.618 |
6,872.21 |
0.500 |
6,852.92 |
0.382 |
6,833.62 |
LOW |
6,771.14 |
0.618 |
6,670.07 |
1.000 |
6,607.59 |
1.618 |
6,506.52 |
2.618 |
6,342.97 |
4.250 |
6,076.05 |
|
|
Fisher Pivots for day following 21-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,873.57 |
6,867.16 |
PP |
6,863.24 |
6,850.42 |
S1 |
6,852.92 |
6,833.68 |
|