Trading Metrics calculated at close of trading on 30-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-1997 |
30-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
8,121.11 |
8,172.90 |
51.79 |
0.6% |
7,890.46 |
High |
8,232.36 |
8,313.19 |
80.83 |
1.0% |
8,201.01 |
Low |
8,049.34 |
8,156.88 |
107.54 |
1.3% |
7,783.85 |
Close |
8,172.90 |
8,254.89 |
81.99 |
1.0% |
8,113.44 |
Range |
183.02 |
156.31 |
-26.71 |
-14.6% |
417.16 |
ATR |
183.49 |
181.55 |
-1.94 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,710.58 |
8,639.05 |
8,340.86 |
|
R3 |
8,554.27 |
8,482.74 |
8,297.88 |
|
R2 |
8,397.96 |
8,397.96 |
8,283.55 |
|
R1 |
8,326.43 |
8,326.43 |
8,269.22 |
8,362.20 |
PP |
8,241.65 |
8,241.65 |
8,241.65 |
8,259.54 |
S1 |
8,170.12 |
8,170.12 |
8,240.56 |
8,205.89 |
S2 |
8,085.34 |
8,085.34 |
8,226.23 |
|
S3 |
7,929.03 |
8,013.81 |
8,211.90 |
|
S4 |
7,772.72 |
7,857.50 |
8,168.92 |
|
|
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 |
8,313.19 |
7,968.51 |
344.68 |
4.2% |
175.50 |
2.1% |
83% |
True |
False |
|
10 |
8,313.19 |
7,783.85 |
529.34 |
6.4% |
192.81 |
2.3% |
89% |
True |
False |
|
20 |
8,313.19 |
7,648.14 |
665.05 |
8.1% |
186.12 |
2.3% |
91% |
True |
False |
|
40 |
8,313.19 |
7,214.29 |
1,098.90 |
13.3% |
174.28 |
2.1% |
95% |
True |
False |
|
60 |
8,313.19 |
7,040.30 |
1,272.89 |
15.4% |
167.99 |
2.0% |
95% |
True |
False |
|
80 |
8,313.19 |
6,315.84 |
1,997.35 |
24.2% |
167.62 |
2.0% |
97% |
True |
False |
|
100 |
8,313.19 |
6,315.84 |
1,997.35 |
24.2% |
166.66 |
2.0% |
97% |
True |
False |
|
120 |
8,313.19 |
6,315.84 |
1,997.35 |
24.2% |
163.22 |
2.0% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,977.51 |
2.618 |
8,722.41 |
1.618 |
8,566.10 |
1.000 |
8,469.50 |
0.618 |
8,409.79 |
HIGH |
8,313.19 |
0.618 |
8,253.48 |
0.500 |
8,235.04 |
0.382 |
8,216.59 |
LOW |
8,156.88 |
0.618 |
8,060.28 |
1.000 |
8,000.57 |
1.618 |
7,903.97 |
2.618 |
7,747.66 |
4.250 |
7,492.56 |
|
|
Fisher Pivots for day following 30-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
8,248.27 |
8,230.35 |
PP |
8,241.65 |
8,205.81 |
S1 |
8,235.04 |
8,181.27 |
|