Trading Metrics calculated at close of trading on 04-Feb-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-1997 |
04-Feb-1997 |
Change |
Change % |
Previous Week |
Open |
6,813.09 |
6,806.16 |
-6.93 |
-0.1% |
6,696.48 |
High |
6,858.11 |
6,859.65 |
1.54 |
0.0% |
6,912.37 |
Low |
6,733.04 |
6,738.43 |
5.39 |
0.1% |
6,598.73 |
Close |
6,806.16 |
6,833.48 |
27.32 |
0.4% |
6,813.09 |
Range |
125.07 |
121.22 |
-3.85 |
-3.1% |
313.64 |
ATR |
146.36 |
144.57 |
-1.80 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,174.18 |
7,125.05 |
6,900.15 |
|
R3 |
7,052.96 |
7,003.83 |
6,866.82 |
|
R2 |
6,931.74 |
6,931.74 |
6,855.70 |
|
R1 |
6,882.61 |
6,882.61 |
6,844.59 |
6,907.18 |
PP |
6,810.52 |
6,810.52 |
6,810.52 |
6,822.80 |
S1 |
6,761.39 |
6,761.39 |
6,822.37 |
6,785.96 |
S2 |
6,689.30 |
6,689.30 |
6,811.26 |
|
S3 |
6,568.08 |
6,640.17 |
6,800.14 |
|
S4 |
6,446.86 |
6,518.95 |
6,766.81 |
|
|
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 |
6,627.98 |
284.39 |
4.2% |
130.53 |
1.9% |
72% |
False |
False |
|
10 |
6,953.55 |
6,598.73 |
354.82 |
5.2% |
156.82 |
2.3% |
66% |
False |
False |
|
20 |
6,953.55 |
6,509.84 |
443.71 |
6.5% |
149.20 |
2.2% |
73% |
False |
False |
|
40 |
6,953.55 |
6,206.83 |
746.72 |
10.9% |
142.52 |
2.1% |
84% |
False |
False |
|
60 |
6,953.55 |
6,151.62 |
801.93 |
11.7% |
133.59 |
2.0% |
85% |
False |
False |
|
80 |
6,953.55 |
5,912.36 |
1,041.19 |
15.2% |
127.58 |
1.9% |
88% |
False |
False |
|
100 |
6,953.55 |
5,786.73 |
1,166.82 |
17.1% |
120.51 |
1.8% |
90% |
False |
False |
|
120 |
6,953.55 |
5,550.37 |
1,403.18 |
20.5% |
114.35 |
1.7% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,374.84 |
2.618 |
7,177.00 |
1.618 |
7,055.78 |
1.000 |
6,980.87 |
0.618 |
6,934.56 |
HIGH |
6,859.65 |
0.618 |
6,813.34 |
0.500 |
6,799.04 |
0.382 |
6,784.74 |
LOW |
6,738.43 |
0.618 |
6,663.52 |
1.000 |
6,617.21 |
1.618 |
6,542.30 |
2.618 |
6,421.08 |
4.250 |
6,223.25 |
|
|
Fisher Pivots for day following 04-Feb-1997 |
Pivot |
1 day |
3 day |
R1 |
6,822.00 |
6,829.89 |
PP |
6,810.52 |
6,826.30 |
S1 |
6,799.04 |
6,822.71 |
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