Trading Metrics calculated at close of trading on 15-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-1997 |
15-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
7,921.82 |
7,922.98 |
1.16 |
0.0% |
7,895.81 |
High |
8,001.26 |
8,037.03 |
35.77 |
0.4% |
8,027.67 |
Low |
7,831.00 |
7,843.78 |
12.78 |
0.2% |
7,775.48 |
Close |
7,922.98 |
7,975.71 |
52.73 |
0.7% |
7,921.82 |
Range |
170.26 |
193.25 |
22.99 |
13.5% |
252.19 |
ATR |
171.47 |
173.02 |
1.56 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,531.92 |
8,447.07 |
8,082.00 |
|
R3 |
8,338.67 |
8,253.82 |
8,028.85 |
|
R2 |
8,145.42 |
8,145.42 |
8,011.14 |
|
R1 |
8,060.57 |
8,060.57 |
7,993.42 |
8,103.00 |
PP |
7,952.17 |
7,952.17 |
7,952.17 |
7,973.39 |
S1 |
7,867.32 |
7,867.32 |
7,958.00 |
7,909.75 |
S2 |
7,758.92 |
7,758.92 |
7,940.28 |
|
S3 |
7,565.67 |
7,674.07 |
7,922.57 |
|
S4 |
7,372.42 |
7,480.82 |
7,869.42 |
|
|
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 |
8,037.03 |
7,775.48 |
261.55 |
3.3% |
187.78 |
2.4% |
77% |
True |
False |
|
10 |
8,037.03 |
7,613.53 |
423.50 |
5.3% |
179.34 |
2.2% |
86% |
True |
False |
|
20 |
8,037.03 |
7,579.60 |
457.43 |
5.7% |
175.67 |
2.2% |
87% |
True |
False |
|
40 |
8,037.03 |
7,123.38 |
913.65 |
11.5% |
163.11 |
2.0% |
93% |
True |
False |
|
60 |
8,037.03 |
6,594.38 |
1,442.65 |
18.1% |
164.61 |
2.1% |
96% |
True |
False |
|
80 |
8,037.03 |
6,315.84 |
1,721.19 |
21.6% |
165.24 |
2.1% |
96% |
True |
False |
|
100 |
8,037.03 |
6,315.84 |
1,721.19 |
21.6% |
162.08 |
2.0% |
96% |
True |
False |
|
120 |
8,037.03 |
6,315.84 |
1,721.19 |
21.6% |
160.24 |
2.0% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,858.34 |
2.618 |
8,542.96 |
1.618 |
8,349.71 |
1.000 |
8,230.28 |
0.618 |
8,156.46 |
HIGH |
8,037.03 |
0.618 |
7,963.21 |
0.500 |
7,940.41 |
0.382 |
7,917.60 |
LOW |
7,843.78 |
0.618 |
7,724.35 |
1.000 |
7,650.53 |
1.618 |
7,531.10 |
2.618 |
7,337.85 |
4.250 |
7,022.47 |
|
|
Fisher Pivots for day following 15-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
7,963.94 |
7,961.81 |
PP |
7,952.17 |
7,947.91 |
S1 |
7,940.41 |
7,934.02 |
|