Trading Metrics calculated at close of trading on 28-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-1997 |
28-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
8,116.93 |
8,113.44 |
-3.49 |
0.0% |
7,890.46 |
High |
8,200.31 |
8,221.68 |
21.37 |
0.3% |
8,201.01 |
Low |
8,037.95 |
8,051.89 |
13.94 |
0.2% |
7,783.85 |
Close |
8,113.44 |
8,121.11 |
7.67 |
0.1% |
8,113.44 |
Range |
162.36 |
169.79 |
7.43 |
4.6% |
417.16 |
ATR |
184.59 |
183.53 |
-1.06 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,640.93 |
8,550.81 |
8,214.49 |
|
R3 |
8,471.14 |
8,381.02 |
8,167.80 |
|
R2 |
8,301.35 |
8,301.35 |
8,152.24 |
|
R1 |
8,211.23 |
8,211.23 |
8,136.67 |
8,256.29 |
PP |
8,131.56 |
8,131.56 |
8,131.56 |
8,154.09 |
S1 |
8,041.44 |
8,041.44 |
8,105.55 |
8,086.50 |
S2 |
7,961.77 |
7,961.77 |
8,089.98 |
|
S3 |
7,791.98 |
7,871.65 |
8,074.42 |
|
S4 |
7,622.19 |
7,701.86 |
8,027.73 |
|
|
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 |
8,221.68 |
7,870.72 |
350.96 |
4.3% |
187.49 |
2.3% |
71% |
True |
False |
|
10 |
8,221.68 |
7,783.85 |
437.83 |
5.4% |
197.03 |
2.4% |
77% |
True |
False |
|
20 |
8,221.68 |
7,579.60 |
642.08 |
7.9% |
187.92 |
2.3% |
84% |
True |
False |
|
40 |
8,221.68 |
7,214.29 |
1,007.39 |
12.4% |
173.15 |
2.1% |
90% |
True |
False |
|
60 |
8,221.68 |
6,935.54 |
1,286.14 |
15.8% |
168.53 |
2.1% |
92% |
True |
False |
|
80 |
8,221.68 |
6,315.84 |
1,905.84 |
23.5% |
167.31 |
2.1% |
95% |
True |
False |
|
100 |
8,221.68 |
6,315.84 |
1,905.84 |
23.5% |
165.67 |
2.0% |
95% |
True |
False |
|
120 |
8,221.68 |
6,315.84 |
1,905.84 |
23.5% |
163.28 |
2.0% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,943.29 |
2.618 |
8,666.19 |
1.618 |
8,496.40 |
1.000 |
8,391.47 |
0.618 |
8,326.61 |
HIGH |
8,221.68 |
0.618 |
8,156.82 |
0.500 |
8,136.79 |
0.382 |
8,116.75 |
LOW |
8,051.89 |
0.618 |
7,946.96 |
1.000 |
7,882.10 |
1.618 |
7,777.17 |
2.618 |
7,607.38 |
4.250 |
7,330.28 |
|
|
Fisher Pivots for day following 28-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
8,136.79 |
8,112.44 |
PP |
8,131.56 |
8,103.77 |
S1 |
8,126.34 |
8,095.10 |
|