Trading Metrics calculated at close of trading on 29-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-1997 |
29-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,660.69 |
6,656.08 |
-4.61 |
-0.1% |
6,833.10 |
High |
6,823.48 |
6,766.91 |
-56.57 |
-0.8% |
6,953.55 |
Low |
6,612.20 |
6,627.98 |
15.78 |
0.2% |
6,629.91 |
Close |
6,656.08 |
6,740.74 |
84.66 |
1.3% |
6,696.48 |
Range |
211.28 |
138.93 |
-72.35 |
-34.2% |
323.64 |
ATR |
151.10 |
150.23 |
-0.87 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,128.67 |
7,073.63 |
6,817.15 |
|
R3 |
6,989.74 |
6,934.70 |
6,778.95 |
|
R2 |
6,850.81 |
6,850.81 |
6,766.21 |
|
R1 |
6,795.77 |
6,795.77 |
6,753.48 |
6,823.29 |
PP |
6,711.88 |
6,711.88 |
6,711.88 |
6,725.64 |
S1 |
6,656.84 |
6,656.84 |
6,728.00 |
6,684.36 |
S2 |
6,572.95 |
6,572.95 |
6,715.27 |
|
S3 |
6,434.02 |
6,517.91 |
6,702.53 |
|
S4 |
6,295.09 |
6,378.98 |
6,664.33 |
|
|
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% |
179.64 |
2.7% |
40% |
False |
False |
|
10 |
6,953.55 |
6,598.73 |
354.82 |
5.3% |
159.55 |
2.4% |
40% |
False |
False |
|
20 |
6,953.55 |
6,318.96 |
634.59 |
9.4% |
154.55 |
2.3% |
66% |
False |
False |
|
40 |
6,953.55 |
6,206.83 |
746.72 |
11.1% |
144.47 |
2.1% |
72% |
False |
False |
|
60 |
6,953.55 |
5,981.30 |
972.25 |
14.4% |
132.47 |
2.0% |
78% |
False |
False |
|
80 |
6,953.55 |
5,876.58 |
1,076.97 |
16.0% |
125.60 |
1.9% |
80% |
False |
False |
|
100 |
6,953.55 |
5,662.08 |
1,291.47 |
19.2% |
118.74 |
1.8% |
84% |
False |
False |
|
120 |
6,953.55 |
5,550.37 |
1,403.18 |
20.8% |
113.12 |
1.7% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,357.36 |
2.618 |
7,130.63 |
1.618 |
6,991.70 |
1.000 |
6,905.84 |
0.618 |
6,852.77 |
HIGH |
6,766.91 |
0.618 |
6,713.84 |
0.500 |
6,697.45 |
0.382 |
6,681.05 |
LOW |
6,627.98 |
0.618 |
6,542.12 |
1.000 |
6,489.05 |
1.618 |
6,403.19 |
2.618 |
6,264.26 |
4.250 |
6,037.53 |
|
|
Fisher Pivots for day following 29-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,726.31 |
6,730.86 |
PP |
6,711.88 |
6,720.98 |
S1 |
6,697.45 |
6,711.11 |
|