Trading Metrics calculated at close of trading on 28-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-1997 |
28-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,696.48 |
6,660.69 |
-35.79 |
-0.5% |
6,833.10 |
High |
6,748.82 |
6,823.48 |
74.66 |
1.1% |
6,953.55 |
Low |
6,598.73 |
6,612.20 |
13.47 |
0.2% |
6,629.91 |
Close |
6,660.69 |
6,656.08 |
-4.61 |
-0.1% |
6,696.48 |
Range |
150.09 |
211.28 |
61.19 |
40.8% |
323.64 |
ATR |
146.47 |
151.10 |
4.63 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,331.09 |
7,204.87 |
6,772.28 |
|
R3 |
7,119.81 |
6,993.59 |
6,714.18 |
|
R2 |
6,908.53 |
6,908.53 |
6,694.81 |
|
R1 |
6,782.31 |
6,782.31 |
6,675.45 |
6,739.78 |
PP |
6,697.25 |
6,697.25 |
6,697.25 |
6,675.99 |
S1 |
6,571.03 |
6,571.03 |
6,636.71 |
6,528.50 |
S2 |
6,485.97 |
6,485.97 |
6,617.35 |
|
S3 |
6,274.69 |
6,359.75 |
6,597.98 |
|
S4 |
6,063.41 |
6,148.47 |
6,539.88 |
|
|
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% |
183.10 |
2.8% |
16% |
False |
False |
|
10 |
6,953.55 |
6,598.73 |
354.82 |
5.3% |
158.74 |
2.4% |
16% |
False |
False |
|
20 |
6,953.55 |
6,318.96 |
634.59 |
9.5% |
155.56 |
2.3% |
53% |
False |
False |
|
40 |
6,953.55 |
6,206.83 |
746.72 |
11.2% |
143.84 |
2.2% |
60% |
False |
False |
|
60 |
6,953.55 |
5,975.34 |
978.21 |
14.7% |
131.95 |
2.0% |
70% |
False |
False |
|
80 |
6,953.55 |
5,876.58 |
1,076.97 |
16.2% |
125.20 |
1.9% |
72% |
False |
False |
|
100 |
6,953.55 |
5,585.51 |
1,368.04 |
20.6% |
118.46 |
1.8% |
78% |
False |
False |
|
120 |
6,953.55 |
5,550.37 |
1,403.18 |
21.1% |
112.67 |
1.7% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,721.42 |
2.618 |
7,376.61 |
1.618 |
7,165.33 |
1.000 |
7,034.76 |
0.618 |
6,954.05 |
HIGH |
6,823.48 |
0.618 |
6,742.77 |
0.500 |
6,717.84 |
0.382 |
6,692.91 |
LOW |
6,612.20 |
0.618 |
6,481.63 |
1.000 |
6,400.92 |
1.618 |
6,270.35 |
2.618 |
6,059.07 |
4.250 |
5,714.26 |
|
|
Fisher Pivots for day following 28-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,717.84 |
6,711.11 |
PP |
6,697.25 |
6,692.76 |
S1 |
6,676.67 |
6,674.42 |
|