Trading Metrics calculated at close of trading on 16-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-1997 |
16-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
7,922.98 |
7,975.71 |
52.73 |
0.7% |
7,895.81 |
High |
8,037.03 |
8,108.10 |
71.07 |
0.9% |
8,027.67 |
Low |
7,843.78 |
7,919.73 |
75.95 |
1.0% |
7,775.48 |
Close |
7,975.71 |
8,038.88 |
63.17 |
0.8% |
7,921.82 |
Range |
193.25 |
188.37 |
-4.88 |
-2.5% |
252.19 |
ATR |
173.02 |
174.12 |
1.10 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,587.35 |
8,501.48 |
8,142.48 |
|
R3 |
8,398.98 |
8,313.11 |
8,090.68 |
|
R2 |
8,210.61 |
8,210.61 |
8,073.41 |
|
R1 |
8,124.74 |
8,124.74 |
8,056.15 |
8,167.68 |
PP |
8,022.24 |
8,022.24 |
8,022.24 |
8,043.70 |
S1 |
7,936.37 |
7,936.37 |
8,021.61 |
7,979.31 |
S2 |
7,833.87 |
7,833.87 |
8,004.35 |
|
S3 |
7,645.50 |
7,748.00 |
7,987.08 |
|
S4 |
7,457.13 |
7,559.63 |
7,935.28 |
|
|
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 |
8,108.10 |
7,777.06 |
331.04 |
4.1% |
175.02 |
2.2% |
79% |
True |
False |
|
10 |
8,108.10 |
7,648.14 |
459.96 |
5.7% |
179.43 |
2.2% |
85% |
True |
False |
|
20 |
8,108.10 |
7,579.60 |
528.50 |
6.6% |
177.37 |
2.2% |
87% |
True |
False |
|
40 |
8,108.10 |
7,123.38 |
984.72 |
12.2% |
164.48 |
2.0% |
93% |
True |
False |
|
60 |
8,108.10 |
6,628.50 |
1,479.60 |
18.4% |
164.86 |
2.1% |
95% |
True |
False |
|
80 |
8,108.10 |
6,315.84 |
1,792.26 |
22.3% |
165.75 |
2.1% |
96% |
True |
False |
|
100 |
8,108.10 |
6,315.84 |
1,792.26 |
22.3% |
162.81 |
2.0% |
96% |
True |
False |
|
120 |
8,108.10 |
6,315.84 |
1,792.26 |
22.3% |
159.90 |
2.0% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,908.67 |
2.618 |
8,601.25 |
1.618 |
8,412.88 |
1.000 |
8,296.47 |
0.618 |
8,224.51 |
HIGH |
8,108.10 |
0.618 |
8,036.14 |
0.500 |
8,013.92 |
0.382 |
7,991.69 |
LOW |
7,919.73 |
0.618 |
7,803.32 |
1.000 |
7,731.36 |
1.618 |
7,614.95 |
2.618 |
7,426.58 |
4.250 |
7,119.16 |
|
|
Fisher Pivots for day following 16-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
8,030.56 |
8,015.77 |
PP |
8,022.24 |
7,992.66 |
S1 |
8,013.92 |
7,969.55 |
|