Trading Metrics calculated at close of trading on 23-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-1997 |
23-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,883.90 |
6,850.03 |
-33.87 |
-0.5% |
6,703.79 |
High |
6,913.14 |
6,953.55 |
40.41 |
0.6% |
6,863.88 |
Low |
6,756.90 |
6,723.81 |
-33.09 |
-0.5% |
6,647.99 |
Close |
6,850.03 |
6,755.75 |
-94.28 |
-1.4% |
6,833.10 |
Range |
156.24 |
229.74 |
73.50 |
47.0% |
215.89 |
ATR |
137.94 |
144.50 |
6.56 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,500.26 |
7,357.74 |
6,882.11 |
|
R3 |
7,270.52 |
7,128.00 |
6,818.93 |
|
R2 |
7,040.78 |
7,040.78 |
6,797.87 |
|
R1 |
6,898.26 |
6,898.26 |
6,776.81 |
6,854.65 |
PP |
6,811.04 |
6,811.04 |
6,811.04 |
6,789.23 |
S1 |
6,668.52 |
6,668.52 |
6,734.69 |
6,624.91 |
S2 |
6,581.30 |
6,581.30 |
6,713.63 |
|
S3 |
6,351.56 |
6,438.78 |
6,692.57 |
|
S4 |
6,121.82 |
6,209.04 |
6,629.39 |
|
|
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 |
6,953.55 |
6,723.81 |
229.74 |
3.4% |
159.39 |
2.4% |
14% |
True |
True |
|
10 |
6,953.55 |
6,530.62 |
422.93 |
6.3% |
150.43 |
2.2% |
53% |
True |
False |
|
20 |
6,953.55 |
6,318.96 |
634.59 |
9.4% |
144.15 |
2.1% |
69% |
True |
False |
|
40 |
6,953.55 |
6,206.83 |
746.72 |
11.1% |
138.10 |
2.0% |
74% |
True |
False |
|
60 |
6,953.55 |
5,938.82 |
1,014.73 |
15.0% |
128.51 |
1.9% |
81% |
True |
False |
|
80 |
6,953.55 |
5,833.72 |
1,119.83 |
16.6% |
121.96 |
1.8% |
82% |
True |
False |
|
100 |
6,953.55 |
5,550.37 |
1,403.18 |
20.8% |
115.84 |
1.7% |
86% |
True |
False |
|
120 |
6,953.55 |
5,550.37 |
1,403.18 |
20.8% |
110.44 |
1.6% |
86% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,929.95 |
2.618 |
7,555.01 |
1.618 |
7,325.27 |
1.000 |
7,183.29 |
0.618 |
7,095.53 |
HIGH |
6,953.55 |
0.618 |
6,865.79 |
0.500 |
6,838.68 |
0.382 |
6,811.57 |
LOW |
6,723.81 |
0.618 |
6,581.83 |
1.000 |
6,494.07 |
1.618 |
6,352.09 |
2.618 |
6,122.35 |
4.250 |
5,747.42 |
|
|
Fisher Pivots for day following 23-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,838.68 |
6,838.68 |
PP |
6,811.04 |
6,811.04 |
S1 |
6,783.39 |
6,783.39 |
|