Trading Metrics calculated at close of trading on 31-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-1997 |
31-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
8,172.90 |
8,254.89 |
81.99 |
1.0% |
7,890.46 |
High |
8,313.19 |
8,328.99 |
15.80 |
0.2% |
8,201.01 |
Low |
8,156.88 |
8,160.13 |
3.25 |
0.0% |
7,783.85 |
Close |
8,254.89 |
8,222.61 |
-32.28 |
-0.4% |
8,113.44 |
Range |
156.31 |
168.86 |
12.55 |
8.0% |
417.16 |
ATR |
181.55 |
180.64 |
-0.91 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,743.82 |
8,652.08 |
8,315.48 |
|
R3 |
8,574.96 |
8,483.22 |
8,269.05 |
|
R2 |
8,406.10 |
8,406.10 |
8,253.57 |
|
R1 |
8,314.36 |
8,314.36 |
8,238.09 |
8,275.80 |
PP |
8,237.24 |
8,237.24 |
8,237.24 |
8,217.97 |
S1 |
8,145.50 |
8,145.50 |
8,207.13 |
8,106.94 |
S2 |
8,068.38 |
8,068.38 |
8,191.65 |
|
S3 |
7,899.52 |
7,976.64 |
8,176.17 |
|
S4 |
7,730.66 |
7,807.78 |
8,129.74 |
|
|
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 |
8,328.99 |
8,037.95 |
291.04 |
3.5% |
168.07 |
2.0% |
63% |
True |
False |
|
10 |
8,328.99 |
7,783.85 |
545.14 |
6.6% |
187.09 |
2.3% |
80% |
True |
False |
|
20 |
8,328.99 |
7,775.48 |
553.51 |
6.7% |
186.25 |
2.3% |
81% |
True |
False |
|
40 |
8,328.99 |
7,241.33 |
1,087.66 |
13.2% |
175.10 |
2.1% |
90% |
True |
False |
|
60 |
8,328.99 |
7,040.30 |
1,288.69 |
15.7% |
168.13 |
2.0% |
92% |
True |
False |
|
80 |
8,328.99 |
6,315.84 |
2,013.15 |
24.5% |
167.89 |
2.0% |
95% |
True |
False |
|
100 |
8,328.99 |
6,315.84 |
2,013.15 |
24.5% |
167.02 |
2.0% |
95% |
True |
False |
|
120 |
8,328.99 |
6,315.84 |
2,013.15 |
24.5% |
163.31 |
2.0% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,046.65 |
2.618 |
8,771.07 |
1.618 |
8,602.21 |
1.000 |
8,497.85 |
0.618 |
8,433.35 |
HIGH |
8,328.99 |
0.618 |
8,264.49 |
0.500 |
8,244.56 |
0.382 |
8,224.63 |
LOW |
8,160.13 |
0.618 |
8,055.77 |
1.000 |
7,991.27 |
1.618 |
7,886.91 |
2.618 |
7,718.05 |
4.250 |
7,442.48 |
|
|
Fisher Pivots for day following 31-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
8,244.56 |
8,211.46 |
PP |
8,237.24 |
8,200.31 |
S1 |
8,229.93 |
8,189.17 |
|