Trading Metrics calculated at close of trading on 14-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-1997 |
14-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
7,886.76 |
7,921.82 |
35.06 |
0.4% |
7,895.81 |
High |
7,984.02 |
8,001.26 |
17.24 |
0.2% |
8,027.67 |
Low |
7,837.68 |
7,831.00 |
-6.68 |
-0.1% |
7,775.48 |
Close |
7,921.82 |
7,922.98 |
1.16 |
0.0% |
7,921.82 |
Range |
146.34 |
170.26 |
23.92 |
16.3% |
252.19 |
ATR |
171.56 |
171.47 |
-0.09 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,429.19 |
8,346.35 |
8,016.62 |
|
R3 |
8,258.93 |
8,176.09 |
7,969.80 |
|
R2 |
8,088.67 |
8,088.67 |
7,954.19 |
|
R1 |
8,005.83 |
8,005.83 |
7,938.59 |
8,047.25 |
PP |
7,918.41 |
7,918.41 |
7,918.41 |
7,939.13 |
S1 |
7,835.57 |
7,835.57 |
7,907.37 |
7,876.99 |
S2 |
7,748.15 |
7,748.15 |
7,891.77 |
|
S3 |
7,577.89 |
7,665.31 |
7,876.16 |
|
S4 |
7,407.63 |
7,495.05 |
7,829.34 |
|
|
Weekly Pivots for week ending 11-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,664.89 |
8,545.55 |
8,060.52 |
|
R3 |
8,412.70 |
8,293.36 |
7,991.17 |
|
R2 |
8,160.51 |
8,160.51 |
7,968.05 |
|
R1 |
8,041.17 |
8,041.17 |
7,944.94 |
8,100.84 |
PP |
7,908.32 |
7,908.32 |
7,908.32 |
7,938.16 |
S1 |
7,788.98 |
7,788.98 |
7,898.70 |
7,848.65 |
S2 |
7,656.13 |
7,656.13 |
7,875.59 |
|
S3 |
7,403.94 |
7,536.79 |
7,852.47 |
|
S4 |
7,151.75 |
7,284.60 |
7,783.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,027.67 |
7,775.48 |
252.19 |
3.2% |
184.28 |
2.3% |
58% |
False |
False |
|
10 |
8,027.67 |
7,579.60 |
448.07 |
5.7% |
178.81 |
2.3% |
77% |
False |
False |
|
20 |
8,027.67 |
7,579.60 |
448.07 |
5.7% |
171.89 |
2.2% |
77% |
False |
False |
|
40 |
8,027.67 |
7,123.38 |
904.29 |
11.4% |
162.32 |
2.0% |
88% |
False |
False |
|
60 |
8,027.67 |
6,594.38 |
1,433.29 |
18.1% |
163.61 |
2.1% |
93% |
False |
False |
|
80 |
8,027.67 |
6,315.84 |
1,711.83 |
21.6% |
164.53 |
2.1% |
94% |
False |
False |
|
100 |
8,027.67 |
6,315.84 |
1,711.83 |
21.6% |
161.60 |
2.0% |
94% |
False |
False |
|
120 |
8,027.67 |
6,315.84 |
1,711.83 |
21.6% |
159.93 |
2.0% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,724.87 |
2.618 |
8,447.00 |
1.618 |
8,276.74 |
1.000 |
8,171.52 |
0.618 |
8,106.48 |
HIGH |
8,001.26 |
0.618 |
7,936.22 |
0.500 |
7,916.13 |
0.382 |
7,896.04 |
LOW |
7,831.00 |
0.618 |
7,725.78 |
1.000 |
7,660.74 |
1.618 |
7,555.52 |
2.618 |
7,385.26 |
4.250 |
7,107.40 |
|
|
Fisher Pivots for day following 14-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
7,920.70 |
7,911.71 |
PP |
7,918.41 |
7,900.43 |
S1 |
7,916.13 |
7,889.16 |
|