Trading Metrics calculated at close of trading on 23-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-1997 |
23-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
7,906.72 |
8,061.65 |
154.93 |
2.0% |
7,921.82 |
High |
8,093.93 |
8,201.01 |
107.08 |
1.3% |
8,136.67 |
Low |
7,870.72 |
8,024.95 |
154.23 |
2.0% |
7,829.61 |
Close |
8,061.65 |
8,088.36 |
26.71 |
0.3% |
7,890.46 |
Range |
223.21 |
176.06 |
-47.15 |
-21.1% |
307.06 |
ATR |
185.45 |
184.78 |
-0.67 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,632.95 |
8,536.72 |
8,185.19 |
|
R3 |
8,456.89 |
8,360.66 |
8,136.78 |
|
R2 |
8,280.83 |
8,280.83 |
8,120.64 |
|
R1 |
8,184.60 |
8,184.60 |
8,104.50 |
8,232.72 |
PP |
8,104.77 |
8,104.77 |
8,104.77 |
8,128.83 |
S1 |
8,008.54 |
8,008.54 |
8,072.22 |
8,056.66 |
S2 |
7,928.71 |
7,928.71 |
8,056.08 |
|
S3 |
7,752.65 |
7,832.48 |
8,039.94 |
|
S4 |
7,576.59 |
7,656.42 |
7,991.53 |
|
|
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 |
8,201.01 |
7,783.85 |
417.16 |
5.2% |
210.11 |
2.6% |
73% |
True |
False |
|
10 |
8,201.01 |
7,777.06 |
423.95 |
5.2% |
192.57 |
2.4% |
73% |
True |
False |
|
20 |
8,201.01 |
7,579.60 |
621.41 |
7.7% |
188.96 |
2.3% |
82% |
True |
False |
|
40 |
8,201.01 |
7,203.99 |
997.02 |
12.3% |
171.12 |
2.1% |
89% |
True |
False |
|
60 |
8,201.01 |
6,820.75 |
1,380.26 |
17.1% |
167.84 |
2.1% |
92% |
True |
False |
|
80 |
8,201.01 |
6,315.84 |
1,885.17 |
23.3% |
166.92 |
2.1% |
94% |
True |
False |
|
100 |
8,201.01 |
6,315.84 |
1,885.17 |
23.3% |
164.86 |
2.0% |
94% |
True |
False |
|
120 |
8,201.01 |
6,315.84 |
1,885.17 |
23.3% |
162.04 |
2.0% |
94% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,949.27 |
2.618 |
8,661.94 |
1.618 |
8,485.88 |
1.000 |
8,377.07 |
0.618 |
8,309.82 |
HIGH |
8,201.01 |
0.618 |
8,133.76 |
0.500 |
8,112.98 |
0.382 |
8,092.20 |
LOW |
8,024.95 |
0.618 |
7,916.14 |
1.000 |
7,848.89 |
1.618 |
7,740.08 |
2.618 |
7,564.02 |
4.250 |
7,276.70 |
|
|
Fisher Pivots for day following 23-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
8,112.98 |
8,056.38 |
PP |
8,104.77 |
8,024.41 |
S1 |
8,096.57 |
7,992.43 |
|