Trading Metrics calculated at close of trading on 27-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-1997 |
27-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,755.75 |
6,696.48 |
-59.27 |
-0.9% |
6,833.10 |
High |
6,798.08 |
6,748.82 |
-49.26 |
-0.7% |
6,953.55 |
Low |
6,629.91 |
6,598.73 |
-31.18 |
-0.5% |
6,629.91 |
Close |
6,696.48 |
6,660.69 |
-35.79 |
-0.5% |
6,696.48 |
Range |
168.17 |
150.09 |
-18.08 |
-10.8% |
323.64 |
ATR |
146.19 |
146.47 |
0.28 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,119.68 |
7,040.28 |
6,743.24 |
|
R3 |
6,969.59 |
6,890.19 |
6,701.96 |
|
R2 |
6,819.50 |
6,819.50 |
6,688.21 |
|
R1 |
6,740.10 |
6,740.10 |
6,674.45 |
6,704.76 |
PP |
6,669.41 |
6,669.41 |
6,669.41 |
6,651.74 |
S1 |
6,590.01 |
6,590.01 |
6,646.93 |
6,554.67 |
S2 |
6,519.32 |
6,519.32 |
6,633.17 |
|
S3 |
6,369.23 |
6,439.92 |
6,619.42 |
|
S4 |
6,219.14 |
6,289.83 |
6,578.14 |
|
|
Weekly Pivots for week ending 24-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,730.90 |
7,537.33 |
6,874.48 |
|
R3 |
7,407.26 |
7,213.69 |
6,785.48 |
|
R2 |
7,083.62 |
7,083.62 |
6,755.81 |
|
R1 |
6,890.05 |
6,890.05 |
6,726.15 |
6,825.02 |
PP |
6,759.98 |
6,759.98 |
6,759.98 |
6,727.46 |
S1 |
6,566.41 |
6,566.41 |
6,666.81 |
6,501.38 |
S2 |
6,436.34 |
6,436.34 |
6,637.15 |
|
S3 |
6,112.70 |
6,242.77 |
6,607.48 |
|
S4 |
5,789.06 |
5,919.13 |
6,518.48 |
|
|
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 |
6,598.73 |
354.82 |
5.3% |
173.56 |
2.6% |
17% |
False |
True |
|
10 |
6,953.55 |
6,598.73 |
354.82 |
5.3% |
150.24 |
2.3% |
17% |
False |
True |
|
20 |
6,953.55 |
6,318.96 |
634.59 |
9.5% |
150.28 |
2.3% |
54% |
False |
False |
|
40 |
6,953.55 |
6,206.83 |
746.72 |
11.2% |
140.08 |
2.1% |
61% |
False |
False |
|
60 |
6,953.55 |
5,955.59 |
997.96 |
15.0% |
130.23 |
2.0% |
71% |
False |
False |
|
80 |
6,953.55 |
5,876.58 |
1,076.97 |
16.2% |
123.61 |
1.9% |
73% |
False |
False |
|
100 |
6,953.55 |
5,585.51 |
1,368.04 |
20.5% |
117.12 |
1.8% |
79% |
False |
False |
|
120 |
6,953.55 |
5,550.37 |
1,403.18 |
21.1% |
111.71 |
1.7% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,386.70 |
2.618 |
7,141.76 |
1.618 |
6,991.67 |
1.000 |
6,898.91 |
0.618 |
6,841.58 |
HIGH |
6,748.82 |
0.618 |
6,691.49 |
0.500 |
6,673.78 |
0.382 |
6,656.06 |
LOW |
6,598.73 |
0.618 |
6,505.97 |
1.000 |
6,448.64 |
1.618 |
6,355.88 |
2.618 |
6,205.79 |
4.250 |
5,960.85 |
|
|
Fisher Pivots for day following 27-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,673.78 |
6,776.14 |
PP |
6,669.41 |
6,737.66 |
S1 |
6,665.05 |
6,699.17 |
|