Trading Metrics calculated at close of trading on 30-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-1997 |
30-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,656.08 |
6,740.74 |
84.66 |
1.3% |
6,833.10 |
High |
6,766.91 |
6,845.03 |
78.12 |
1.2% |
6,953.55 |
Low |
6,627.98 |
6,719.96 |
91.98 |
1.4% |
6,629.91 |
Close |
6,740.74 |
6,823.86 |
83.12 |
1.2% |
6,696.48 |
Range |
138.93 |
125.07 |
-13.86 |
-10.0% |
323.64 |
ATR |
150.23 |
148.43 |
-1.80 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,171.49 |
7,122.75 |
6,892.65 |
|
R3 |
7,046.42 |
6,997.68 |
6,858.25 |
|
R2 |
6,921.35 |
6,921.35 |
6,846.79 |
|
R1 |
6,872.61 |
6,872.61 |
6,835.32 |
6,896.98 |
PP |
6,796.28 |
6,796.28 |
6,796.28 |
6,808.47 |
S1 |
6,747.54 |
6,747.54 |
6,812.40 |
6,771.91 |
S2 |
6,671.21 |
6,671.21 |
6,800.93 |
|
S3 |
6,546.14 |
6,622.47 |
6,789.47 |
|
S4 |
6,421.07 |
6,497.40 |
6,755.07 |
|
|
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 |
6,845.03 |
6,598.73 |
246.30 |
3.6% |
158.71 |
2.3% |
91% |
True |
False |
|
10 |
6,953.55 |
6,598.73 |
354.82 |
5.2% |
159.05 |
2.3% |
63% |
False |
False |
|
20 |
6,953.55 |
6,437.10 |
516.45 |
7.6% |
151.18 |
2.2% |
75% |
False |
False |
|
40 |
6,953.55 |
6,206.83 |
746.72 |
10.9% |
143.74 |
2.1% |
83% |
False |
False |
|
60 |
6,953.55 |
6,029.01 |
924.54 |
13.5% |
132.86 |
1.9% |
86% |
False |
False |
|
80 |
6,953.55 |
5,876.58 |
1,076.97 |
15.8% |
126.16 |
1.8% |
88% |
False |
False |
|
100 |
6,953.55 |
5,681.68 |
1,271.87 |
18.6% |
119.05 |
1.7% |
90% |
False |
False |
|
120 |
6,953.55 |
5,550.37 |
1,403.18 |
20.6% |
113.39 |
1.7% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,376.58 |
2.618 |
7,172.46 |
1.618 |
7,047.39 |
1.000 |
6,970.10 |
0.618 |
6,922.32 |
HIGH |
6,845.03 |
0.618 |
6,797.25 |
0.500 |
6,782.50 |
0.382 |
6,767.74 |
LOW |
6,719.96 |
0.618 |
6,642.67 |
1.000 |
6,594.89 |
1.618 |
6,517.60 |
2.618 |
6,392.53 |
4.250 |
6,188.41 |
|
|
Fisher Pivots for day following 30-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,810.07 |
6,792.11 |
PP |
6,796.28 |
6,760.36 |
S1 |
6,782.50 |
6,728.62 |
|