Trading Metrics calculated at close of trading on 25-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-1997 |
25-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
8,088.36 |
8,116.93 |
28.57 |
0.4% |
7,890.46 |
High |
8,174.53 |
8,200.31 |
25.78 |
0.3% |
8,201.01 |
Low |
7,968.51 |
8,037.95 |
69.44 |
0.9% |
7,783.85 |
Close |
8,116.93 |
8,113.44 |
-3.49 |
0.0% |
8,113.44 |
Range |
206.02 |
162.36 |
-43.66 |
-21.2% |
417.16 |
ATR |
186.30 |
184.59 |
-1.71 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,604.31 |
8,521.24 |
8,202.74 |
|
R3 |
8,441.95 |
8,358.88 |
8,158.09 |
|
R2 |
8,279.59 |
8,279.59 |
8,143.21 |
|
R1 |
8,196.52 |
8,196.52 |
8,128.32 |
8,156.88 |
PP |
8,117.23 |
8,117.23 |
8,117.23 |
8,097.41 |
S1 |
8,034.16 |
8,034.16 |
8,098.56 |
7,994.52 |
S2 |
7,954.87 |
7,954.87 |
8,083.67 |
|
S3 |
7,792.51 |
7,871.80 |
8,068.79 |
|
S4 |
7,630.15 |
7,709.44 |
8,024.14 |
|
|
Weekly Pivots for week ending 25-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,284.25 |
9,116.00 |
8,342.88 |
|
R3 |
8,867.09 |
8,698.84 |
8,228.16 |
|
R2 |
8,449.93 |
8,449.93 |
8,189.92 |
|
R1 |
8,281.68 |
8,281.68 |
8,151.68 |
8,365.81 |
PP |
8,032.77 |
8,032.77 |
8,032.77 |
8,074.83 |
S1 |
7,864.52 |
7,864.52 |
8,075.20 |
7,948.65 |
S2 |
7,615.61 |
7,615.61 |
8,036.96 |
|
S3 |
7,198.45 |
7,447.36 |
7,998.72 |
|
S4 |
6,781.29 |
7,030.20 |
7,884.00 |
|
|
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 |
5.1% |
193.06 |
2.4% |
79% |
False |
False |
|
10 |
8,201.01 |
7,783.85 |
417.16 |
5.1% |
197.08 |
2.4% |
79% |
False |
False |
|
20 |
8,201.01 |
7,579.60 |
621.41 |
7.7% |
187.91 |
2.3% |
86% |
False |
False |
|
40 |
8,201.01 |
7,203.99 |
997.02 |
12.3% |
173.45 |
2.1% |
91% |
False |
False |
|
60 |
8,201.01 |
6,891.39 |
1,309.62 |
16.1% |
168.21 |
2.1% |
93% |
False |
False |
|
80 |
8,201.01 |
6,315.84 |
1,885.17 |
23.2% |
167.21 |
2.1% |
95% |
False |
False |
|
100 |
8,201.01 |
6,315.84 |
1,885.17 |
23.2% |
165.27 |
2.0% |
95% |
False |
False |
|
120 |
8,201.01 |
6,315.84 |
1,885.17 |
23.2% |
162.88 |
2.0% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,890.34 |
2.618 |
8,625.37 |
1.618 |
8,463.01 |
1.000 |
8,362.67 |
0.618 |
8,300.65 |
HIGH |
8,200.31 |
0.618 |
8,138.29 |
0.500 |
8,119.13 |
0.382 |
8,099.97 |
LOW |
8,037.95 |
0.618 |
7,937.61 |
1.000 |
7,875.59 |
1.618 |
7,775.25 |
2.618 |
7,612.89 |
4.250 |
7,347.92 |
|
|
Fisher Pivots for day following 25-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
8,119.13 |
8,103.88 |
PP |
8,117.23 |
8,094.32 |
S1 |
8,115.34 |
8,084.76 |
|