Trading Metrics calculated at close of trading on 03-Feb-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-1997 |
03-Feb-1997 |
Change |
Change % |
Previous Week |
Open |
6,823.86 |
6,813.09 |
-10.77 |
-0.2% |
6,696.48 |
High |
6,912.37 |
6,858.11 |
-54.26 |
-0.8% |
6,912.37 |
Low |
6,769.99 |
6,733.04 |
-36.95 |
-0.5% |
6,598.73 |
Close |
6,813.09 |
6,806.16 |
-6.93 |
-0.1% |
6,813.09 |
Range |
142.38 |
125.07 |
-17.31 |
-12.2% |
313.64 |
ATR |
148.00 |
146.36 |
-1.64 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,174.31 |
7,115.31 |
6,874.95 |
|
R3 |
7,049.24 |
6,990.24 |
6,840.55 |
|
R2 |
6,924.17 |
6,924.17 |
6,829.09 |
|
R1 |
6,865.17 |
6,865.17 |
6,817.62 |
6,832.14 |
PP |
6,799.10 |
6,799.10 |
6,799.10 |
6,782.59 |
S1 |
6,740.10 |
6,740.10 |
6,794.70 |
6,707.07 |
S2 |
6,674.03 |
6,674.03 |
6,783.23 |
|
S3 |
6,548.96 |
6,615.03 |
6,771.77 |
|
S4 |
6,423.89 |
6,489.96 |
6,737.37 |
|
|
Weekly Pivots for week ending 31-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,715.65 |
7,578.01 |
6,985.59 |
|
R3 |
7,402.01 |
7,264.37 |
6,899.34 |
|
R2 |
7,088.37 |
7,088.37 |
6,870.59 |
|
R1 |
6,950.73 |
6,950.73 |
6,841.84 |
7,019.55 |
PP |
6,774.73 |
6,774.73 |
6,774.73 |
6,809.14 |
S1 |
6,637.09 |
6,637.09 |
6,784.34 |
6,705.91 |
S2 |
6,461.09 |
6,461.09 |
6,755.59 |
|
S3 |
6,147.45 |
6,323.45 |
6,726.84 |
|
S4 |
5,833.81 |
6,009.81 |
6,640.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,912.37 |
6,612.20 |
300.17 |
4.4% |
148.55 |
2.2% |
65% |
False |
False |
|
10 |
6,953.55 |
6,598.73 |
354.82 |
5.2% |
161.05 |
2.4% |
58% |
False |
False |
|
20 |
6,953.55 |
6,481.75 |
471.80 |
6.9% |
150.14 |
2.2% |
69% |
False |
False |
|
40 |
6,953.55 |
6,206.83 |
746.72 |
11.0% |
143.67 |
2.1% |
80% |
False |
False |
|
60 |
6,953.55 |
6,130.38 |
823.17 |
12.1% |
133.38 |
2.0% |
82% |
False |
False |
|
80 |
6,953.55 |
5,876.58 |
1,076.97 |
15.8% |
127.07 |
1.9% |
86% |
False |
False |
|
100 |
6,953.55 |
5,739.76 |
1,213.79 |
17.8% |
120.05 |
1.8% |
88% |
False |
False |
|
120 |
6,953.55 |
5,550.37 |
1,403.18 |
20.6% |
114.02 |
1.7% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,389.66 |
2.618 |
7,185.54 |
1.618 |
7,060.47 |
1.000 |
6,983.18 |
0.618 |
6,935.40 |
HIGH |
6,858.11 |
0.618 |
6,810.33 |
0.500 |
6,795.58 |
0.382 |
6,780.82 |
LOW |
6,733.04 |
0.618 |
6,655.75 |
1.000 |
6,607.97 |
1.618 |
6,530.68 |
2.618 |
6,405.61 |
4.250 |
6,201.49 |
|
|
Fisher Pivots for day following 03-Feb-1997 |
Pivot |
1 day |
3 day |
R1 |
6,802.63 |
6,816.17 |
PP |
6,799.10 |
6,812.83 |
S1 |
6,795.58 |
6,809.50 |
|