Trading Metrics calculated at close of trading on 07-Feb-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-1997 |
07-Feb-1997 |
Change |
Change % |
Previous Week |
Open |
6,746.90 |
6,773.06 |
26.16 |
0.4% |
6,813.09 |
High |
6,821.55 |
6,906.22 |
84.67 |
1.2% |
6,913.14 |
Low |
6,683.40 |
6,747.28 |
63.88 |
1.0% |
6,683.40 |
Close |
6,773.06 |
6,855.80 |
82.74 |
1.2% |
6,855.80 |
Range |
138.15 |
158.94 |
20.79 |
15.0% |
229.74 |
ATR |
148.35 |
149.11 |
0.76 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,313.25 |
7,243.47 |
6,943.22 |
|
R3 |
7,154.31 |
7,084.53 |
6,899.51 |
|
R2 |
6,995.37 |
6,995.37 |
6,884.94 |
|
R1 |
6,925.59 |
6,925.59 |
6,870.37 |
6,960.48 |
PP |
6,836.43 |
6,836.43 |
6,836.43 |
6,853.88 |
S1 |
6,766.65 |
6,766.65 |
6,841.23 |
6,801.54 |
S2 |
6,677.49 |
6,677.49 |
6,826.66 |
|
S3 |
6,518.55 |
6,607.71 |
6,812.09 |
|
S4 |
6,359.61 |
6,448.77 |
6,768.38 |
|
|
Weekly Pivots for week ending 07-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,506.67 |
7,410.97 |
6,982.16 |
|
R3 |
7,276.93 |
7,181.23 |
6,918.98 |
|
R2 |
7,047.19 |
7,047.19 |
6,897.92 |
|
R1 |
6,951.49 |
6,951.49 |
6,876.86 |
6,999.34 |
PP |
6,817.45 |
6,817.45 |
6,817.45 |
6,841.37 |
S1 |
6,721.75 |
6,721.75 |
6,834.74 |
6,769.60 |
S2 |
6,587.71 |
6,587.71 |
6,813.68 |
|
S3 |
6,357.97 |
6,492.01 |
6,792.62 |
|
S4 |
6,128.23 |
6,262.27 |
6,729.44 |
|
|
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% |
150.39 |
2.2% |
75% |
False |
False |
|
10 |
6,913.14 |
6,598.73 |
314.41 |
4.6% |
151.97 |
2.2% |
82% |
False |
False |
|
20 |
6,953.55 |
6,598.73 |
354.82 |
5.2% |
149.87 |
2.2% |
72% |
False |
False |
|
40 |
6,953.55 |
6,206.83 |
746.72 |
10.9% |
145.68 |
2.1% |
87% |
False |
False |
|
60 |
6,953.55 |
6,206.78 |
746.77 |
10.9% |
136.93 |
2.0% |
87% |
False |
False |
|
80 |
6,953.55 |
5,938.82 |
1,014.73 |
14.8% |
130.08 |
1.9% |
90% |
False |
False |
|
100 |
6,953.55 |
5,818.17 |
1,135.38 |
16.6% |
122.75 |
1.8% |
91% |
False |
False |
|
120 |
6,953.55 |
5,550.37 |
1,403.18 |
20.5% |
116.82 |
1.7% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,581.72 |
2.618 |
7,322.32 |
1.618 |
7,163.38 |
1.000 |
7,065.16 |
0.618 |
7,004.44 |
HIGH |
6,906.22 |
0.618 |
6,845.50 |
0.500 |
6,826.75 |
0.382 |
6,808.00 |
LOW |
6,747.28 |
0.618 |
6,649.06 |
1.000 |
6,588.34 |
1.618 |
6,490.12 |
2.618 |
6,331.18 |
4.250 |
6,071.79 |
|
|
Fisher Pivots for day following 07-Feb-1997 |
Pivot |
1 day |
3 day |
R1 |
6,846.12 |
6,836.62 |
PP |
6,836.43 |
6,817.45 |
S1 |
6,826.75 |
6,798.27 |
|