Trading Metrics calculated at close of trading on 04-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-1997 |
04-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
8,222.61 |
8,194.04 |
-28.57 |
-0.3% |
8,113.44 |
High |
8,287.65 |
8,261.40 |
-26.25 |
-0.3% |
8,328.99 |
Low |
8,062.11 |
8,097.65 |
35.54 |
0.4% |
8,049.34 |
Close |
8,194.04 |
8,198.45 |
4.41 |
0.1% |
8,194.04 |
Range |
225.54 |
163.75 |
-61.79 |
-27.4% |
279.65 |
ATR |
183.85 |
182.42 |
-1.44 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,677.08 |
8,601.52 |
8,288.51 |
|
R3 |
8,513.33 |
8,437.77 |
8,243.48 |
|
R2 |
8,349.58 |
8,349.58 |
8,228.47 |
|
R1 |
8,274.02 |
8,274.02 |
8,213.46 |
8,311.80 |
PP |
8,185.83 |
8,185.83 |
8,185.83 |
8,204.73 |
S1 |
8,110.27 |
8,110.27 |
8,183.44 |
8,148.05 |
S2 |
8,022.08 |
8,022.08 |
8,168.43 |
|
S3 |
7,858.33 |
7,946.52 |
8,153.42 |
|
S4 |
7,694.58 |
7,782.77 |
8,108.39 |
|
|
Weekly Pivots for week ending 01-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,029.74 |
8,891.54 |
8,347.85 |
|
R3 |
8,750.09 |
8,611.89 |
8,270.94 |
|
R2 |
8,470.44 |
8,470.44 |
8,245.31 |
|
R1 |
8,332.24 |
8,332.24 |
8,219.67 |
8,401.34 |
PP |
8,190.79 |
8,190.79 |
8,190.79 |
8,225.34 |
S1 |
8,052.59 |
8,052.59 |
8,168.41 |
8,121.69 |
S2 |
7,911.14 |
7,911.14 |
8,142.77 |
|
S3 |
7,631.49 |
7,772.94 |
8,117.14 |
|
S4 |
7,351.84 |
7,493.29 |
8,040.23 |
|
|
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 |
8,049.34 |
279.65 |
3.4% |
179.50 |
2.2% |
53% |
False |
False |
|
10 |
8,328.99 |
7,870.72 |
458.27 |
5.6% |
183.49 |
2.2% |
72% |
False |
False |
|
20 |
8,328.99 |
7,775.48 |
553.51 |
6.8% |
189.46 |
2.3% |
76% |
False |
False |
|
40 |
8,328.99 |
7,412.44 |
916.55 |
11.2% |
176.85 |
2.2% |
86% |
False |
False |
|
60 |
8,328.99 |
7,079.63 |
1,249.36 |
15.2% |
168.31 |
2.1% |
90% |
False |
False |
|
80 |
8,328.99 |
6,315.84 |
2,013.15 |
24.6% |
169.35 |
2.1% |
94% |
False |
False |
|
100 |
8,328.99 |
6,315.84 |
2,013.15 |
24.6% |
168.36 |
2.1% |
94% |
False |
False |
|
120 |
8,328.99 |
6,315.84 |
2,013.15 |
24.6% |
164.32 |
2.0% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,957.34 |
2.618 |
8,690.10 |
1.618 |
8,526.35 |
1.000 |
8,425.15 |
0.618 |
8,362.60 |
HIGH |
8,261.40 |
0.618 |
8,198.85 |
0.500 |
8,179.53 |
0.382 |
8,160.20 |
LOW |
8,097.65 |
0.618 |
7,996.45 |
1.000 |
7,933.90 |
1.618 |
7,832.70 |
2.618 |
7,668.95 |
4.250 |
7,401.71 |
|
|
Fisher Pivots for day following 04-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
8,192.14 |
8,197.48 |
PP |
8,185.83 |
8,196.52 |
S1 |
8,179.53 |
8,195.55 |
|