Trading Metrics calculated at close of trading on 18-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-1997 |
18-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
8,038.88 |
8,020.77 |
-18.11 |
-0.2% |
7,921.82 |
High |
8,136.67 |
8,057.23 |
-79.44 |
-1.0% |
8,136.67 |
Low |
7,910.67 |
7,829.61 |
-81.06 |
-1.0% |
7,829.61 |
Close |
8,020.77 |
7,890.46 |
-130.31 |
-1.6% |
7,890.46 |
Range |
226.00 |
227.62 |
1.62 |
0.7% |
307.06 |
ATR |
177.82 |
181.38 |
3.56 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,608.63 |
8,477.16 |
8,015.65 |
|
R3 |
8,381.01 |
8,249.54 |
7,953.06 |
|
R2 |
8,153.39 |
8,153.39 |
7,932.19 |
|
R1 |
8,021.92 |
8,021.92 |
7,911.33 |
7,973.85 |
PP |
7,925.77 |
7,925.77 |
7,925.77 |
7,901.73 |
S1 |
7,794.30 |
7,794.30 |
7,869.59 |
7,746.23 |
S2 |
7,698.15 |
7,698.15 |
7,848.73 |
|
S3 |
7,470.53 |
7,566.68 |
7,827.86 |
|
S4 |
7,242.91 |
7,339.06 |
7,765.27 |
|
|
Weekly Pivots for week ending 18-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,873.43 |
8,689.00 |
8,059.34 |
|
R3 |
8,566.37 |
8,381.94 |
7,974.90 |
|
R2 |
8,259.31 |
8,259.31 |
7,946.75 |
|
R1 |
8,074.88 |
8,074.88 |
7,918.61 |
8,013.57 |
PP |
7,952.25 |
7,952.25 |
7,952.25 |
7,921.59 |
S1 |
7,767.82 |
7,767.82 |
7,862.31 |
7,706.51 |
S2 |
7,645.19 |
7,645.19 |
7,834.17 |
|
S3 |
7,338.13 |
7,460.76 |
7,806.02 |
|
S4 |
7,031.07 |
7,153.70 |
7,721.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,136.67 |
7,829.61 |
307.06 |
3.9% |
201.10 |
2.5% |
20% |
False |
True |
|
10 |
8,136.67 |
7,775.48 |
361.19 |
4.6% |
193.51 |
2.5% |
32% |
False |
False |
|
20 |
8,136.67 |
7,579.60 |
557.07 |
7.1% |
186.30 |
2.4% |
56% |
False |
False |
|
40 |
8,136.67 |
7,203.99 |
932.68 |
11.8% |
166.34 |
2.1% |
74% |
False |
False |
|
60 |
8,136.67 |
6,667.03 |
1,469.64 |
18.6% |
165.99 |
2.1% |
83% |
False |
False |
|
80 |
8,136.67 |
6,315.84 |
1,820.83 |
23.1% |
167.18 |
2.1% |
86% |
False |
False |
|
100 |
8,136.67 |
6,315.84 |
1,820.83 |
23.1% |
163.88 |
2.1% |
86% |
False |
False |
|
120 |
8,136.67 |
6,315.84 |
1,820.83 |
23.1% |
161.03 |
2.0% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,024.62 |
2.618 |
8,653.14 |
1.618 |
8,425.52 |
1.000 |
8,284.85 |
0.618 |
8,197.90 |
HIGH |
8,057.23 |
0.618 |
7,970.28 |
0.500 |
7,943.42 |
0.382 |
7,916.56 |
LOW |
7,829.61 |
0.618 |
7,688.94 |
1.000 |
7,601.99 |
1.618 |
7,461.32 |
2.618 |
7,233.70 |
4.250 |
6,862.23 |
|
|
Fisher Pivots for day following 18-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
7,943.42 |
7,983.14 |
PP |
7,925.77 |
7,952.25 |
S1 |
7,908.11 |
7,921.35 |
|