Trading Metrics calculated at close of trading on 05-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-1997 |
05-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
8,194.04 |
8,198.45 |
4.41 |
0.1% |
8,113.44 |
High |
8,261.40 |
8,251.88 |
-9.52 |
-0.1% |
8,328.99 |
Low |
8,097.65 |
8,129.93 |
32.28 |
0.4% |
8,049.34 |
Close |
8,198.45 |
8,187.54 |
-10.91 |
-0.1% |
8,194.04 |
Range |
163.75 |
121.95 |
-41.80 |
-25.5% |
279.65 |
ATR |
182.42 |
178.10 |
-4.32 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,555.63 |
8,493.54 |
8,254.61 |
|
R3 |
8,433.68 |
8,371.59 |
8,221.08 |
|
R2 |
8,311.73 |
8,311.73 |
8,209.90 |
|
R1 |
8,249.64 |
8,249.64 |
8,198.72 |
8,219.71 |
PP |
8,189.78 |
8,189.78 |
8,189.78 |
8,174.82 |
S1 |
8,127.69 |
8,127.69 |
8,176.36 |
8,097.76 |
S2 |
8,067.83 |
8,067.83 |
8,165.18 |
|
S3 |
7,945.88 |
8,005.74 |
8,154.00 |
|
S4 |
7,823.93 |
7,883.79 |
8,120.47 |
|
|
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 |
8,062.11 |
266.88 |
3.3% |
167.28 |
2.0% |
47% |
False |
False |
|
10 |
8,328.99 |
7,968.51 |
360.48 |
4.4% |
173.37 |
2.1% |
61% |
False |
False |
|
20 |
8,328.99 |
7,775.48 |
553.51 |
6.8% |
186.77 |
2.3% |
74% |
False |
False |
|
40 |
8,328.99 |
7,459.12 |
869.87 |
10.6% |
176.49 |
2.2% |
84% |
False |
False |
|
60 |
8,328.99 |
7,123.38 |
1,205.61 |
14.7% |
167.74 |
2.0% |
88% |
False |
False |
|
80 |
8,328.99 |
6,315.84 |
2,013.15 |
24.6% |
168.74 |
2.1% |
93% |
False |
False |
|
100 |
8,328.99 |
6,315.84 |
2,013.15 |
24.6% |
167.87 |
2.1% |
93% |
False |
False |
|
120 |
8,328.99 |
6,315.84 |
2,013.15 |
24.6% |
164.23 |
2.0% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,770.17 |
2.618 |
8,571.15 |
1.618 |
8,449.20 |
1.000 |
8,373.83 |
0.618 |
8,327.25 |
HIGH |
8,251.88 |
0.618 |
8,205.30 |
0.500 |
8,190.91 |
0.382 |
8,176.51 |
LOW |
8,129.93 |
0.618 |
8,054.56 |
1.000 |
8,007.98 |
1.618 |
7,932.61 |
2.618 |
7,810.66 |
4.250 |
7,611.64 |
|
|
Fisher Pivots for day following 05-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
8,190.91 |
8,183.32 |
PP |
8,189.78 |
8,179.10 |
S1 |
8,188.66 |
8,174.88 |
|