Trading Metrics calculated at close of trading on 21-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-1997 |
21-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
8,020.77 |
7,890.46 |
-130.31 |
-1.6% |
7,921.82 |
High |
8,057.23 |
7,981.51 |
-75.72 |
-0.9% |
8,136.67 |
Low |
7,829.61 |
7,783.85 |
-45.76 |
-0.6% |
7,829.61 |
Close |
7,890.46 |
7,906.72 |
16.26 |
0.2% |
7,890.46 |
Range |
227.62 |
197.66 |
-29.96 |
-13.2% |
307.06 |
ATR |
181.38 |
182.54 |
1.16 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,483.67 |
8,392.86 |
8,015.43 |
|
R3 |
8,286.01 |
8,195.20 |
7,961.08 |
|
R2 |
8,088.35 |
8,088.35 |
7,942.96 |
|
R1 |
7,997.54 |
7,997.54 |
7,924.84 |
8,042.95 |
PP |
7,890.69 |
7,890.69 |
7,890.69 |
7,913.40 |
S1 |
7,799.88 |
7,799.88 |
7,888.60 |
7,845.29 |
S2 |
7,693.03 |
7,693.03 |
7,870.48 |
|
S3 |
7,495.37 |
7,602.22 |
7,852.36 |
|
S4 |
7,297.71 |
7,404.56 |
7,798.01 |
|
|
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 |
7,783.85 |
352.82 |
4.5% |
206.58 |
2.6% |
35% |
False |
True |
|
10 |
8,136.67 |
7,775.48 |
361.19 |
4.6% |
195.43 |
2.5% |
36% |
False |
False |
|
20 |
8,136.67 |
7,579.60 |
557.07 |
7.0% |
189.44 |
2.4% |
59% |
False |
False |
|
40 |
8,136.67 |
7,203.99 |
932.68 |
11.8% |
167.81 |
2.1% |
75% |
False |
False |
|
60 |
8,136.67 |
6,667.03 |
1,469.64 |
18.6% |
166.27 |
2.1% |
84% |
False |
False |
|
80 |
8,136.67 |
6,315.84 |
1,820.83 |
23.0% |
167.86 |
2.1% |
87% |
False |
False |
|
100 |
8,136.67 |
6,315.84 |
1,820.83 |
23.0% |
163.88 |
2.1% |
87% |
False |
False |
|
120 |
8,136.67 |
6,315.84 |
1,820.83 |
23.0% |
160.91 |
2.0% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,821.57 |
2.618 |
8,498.98 |
1.618 |
8,301.32 |
1.000 |
8,179.17 |
0.618 |
8,103.66 |
HIGH |
7,981.51 |
0.618 |
7,906.00 |
0.500 |
7,882.68 |
0.382 |
7,859.36 |
LOW |
7,783.85 |
0.618 |
7,661.70 |
1.000 |
7,586.19 |
1.618 |
7,464.04 |
2.618 |
7,266.38 |
4.250 |
6,943.80 |
|
|
Fisher Pivots for day following 21-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
7,898.71 |
7,960.26 |
PP |
7,890.69 |
7,942.41 |
S1 |
7,882.68 |
7,924.57 |
|