Trading Metrics calculated at close of trading on 06-Feb-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-1997 |
06-Feb-1997 |
Change |
Change % |
Previous Week |
Open |
6,833.48 |
6,746.90 |
-86.58 |
-1.3% |
6,696.48 |
High |
6,913.14 |
6,821.55 |
-91.59 |
-1.3% |
6,912.37 |
Low |
6,704.56 |
6,683.40 |
-21.16 |
-0.3% |
6,598.73 |
Close |
6,746.90 |
6,773.06 |
26.16 |
0.4% |
6,813.09 |
Range |
208.58 |
138.15 |
-70.43 |
-33.8% |
313.64 |
ATR |
149.14 |
148.35 |
-0.78 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,173.79 |
7,111.57 |
6,849.04 |
|
R3 |
7,035.64 |
6,973.42 |
6,811.05 |
|
R2 |
6,897.49 |
6,897.49 |
6,798.39 |
|
R1 |
6,835.27 |
6,835.27 |
6,785.72 |
6,866.38 |
PP |
6,759.34 |
6,759.34 |
6,759.34 |
6,774.89 |
S1 |
6,697.12 |
6,697.12 |
6,760.40 |
6,728.23 |
S2 |
6,621.19 |
6,621.19 |
6,747.73 |
|
S3 |
6,483.04 |
6,558.97 |
6,735.07 |
|
S4 |
6,344.89 |
6,420.82 |
6,697.08 |
|
|
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 |
6,913.14 |
6,683.40 |
229.74 |
3.4% |
147.08 |
2.2% |
39% |
False |
True |
|
10 |
6,913.14 |
6,598.73 |
314.41 |
4.6% |
152.89 |
2.3% |
55% |
False |
False |
|
20 |
6,953.55 |
6,530.62 |
422.93 |
6.2% |
151.66 |
2.2% |
57% |
False |
False |
|
40 |
6,953.55 |
6,206.83 |
746.72 |
11.0% |
145.21 |
2.1% |
76% |
False |
False |
|
60 |
6,953.55 |
6,199.70 |
753.85 |
11.1% |
136.20 |
2.0% |
76% |
False |
False |
|
80 |
6,953.55 |
5,938.82 |
1,014.73 |
15.0% |
129.68 |
1.9% |
82% |
False |
False |
|
100 |
6,953.55 |
5,818.17 |
1,135.38 |
16.8% |
122.16 |
1.8% |
84% |
False |
False |
|
120 |
6,953.55 |
5,550.37 |
1,403.18 |
20.7% |
116.04 |
1.7% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,408.69 |
2.618 |
7,183.23 |
1.618 |
7,045.08 |
1.000 |
6,959.70 |
0.618 |
6,906.93 |
HIGH |
6,821.55 |
0.618 |
6,768.78 |
0.500 |
6,752.48 |
0.382 |
6,736.17 |
LOW |
6,683.40 |
0.618 |
6,598.02 |
1.000 |
6,545.25 |
1.618 |
6,459.87 |
2.618 |
6,321.72 |
4.250 |
6,096.26 |
|
|
Fisher Pivots for day following 06-Feb-1997 |
Pivot |
1 day |
3 day |
R1 |
6,766.20 |
6,798.27 |
PP |
6,759.34 |
6,789.87 |
S1 |
6,752.48 |
6,781.46 |
|