Trading Metrics calculated at close of trading on 06-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-1997 |
06-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
8,198.45 |
8,187.54 |
-10.91 |
-0.1% |
8,113.44 |
High |
8,251.88 |
8,302.05 |
50.17 |
0.6% |
8,328.99 |
Low |
8,129.93 |
8,130.63 |
0.70 |
0.0% |
8,049.34 |
Close |
8,187.54 |
8,259.31 |
71.77 |
0.9% |
8,194.04 |
Range |
121.95 |
171.42 |
49.47 |
40.6% |
279.65 |
ATR |
178.10 |
177.62 |
-0.48 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,744.92 |
8,673.54 |
8,353.59 |
|
R3 |
8,573.50 |
8,502.12 |
8,306.45 |
|
R2 |
8,402.08 |
8,402.08 |
8,290.74 |
|
R1 |
8,330.70 |
8,330.70 |
8,275.02 |
8,366.39 |
PP |
8,230.66 |
8,230.66 |
8,230.66 |
8,248.51 |
S1 |
8,159.28 |
8,159.28 |
8,243.60 |
8,194.97 |
S2 |
8,059.24 |
8,059.24 |
8,227.88 |
|
S3 |
7,887.82 |
7,987.86 |
8,212.17 |
|
S4 |
7,716.40 |
7,816.44 |
8,165.03 |
|
|
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 |
3.2% |
170.30 |
2.1% |
74% |
False |
False |
|
10 |
8,328.99 |
7,968.51 |
360.48 |
4.4% |
172.90 |
2.1% |
81% |
False |
False |
|
20 |
8,328.99 |
7,777.06 |
551.93 |
6.7% |
182.73 |
2.2% |
87% |
False |
False |
|
40 |
8,328.99 |
7,476.29 |
852.70 |
10.3% |
177.27 |
2.1% |
92% |
False |
False |
|
60 |
8,328.99 |
7,123.38 |
1,205.61 |
14.6% |
167.91 |
2.0% |
94% |
False |
False |
|
80 |
8,328.99 |
6,457.92 |
1,871.07 |
22.7% |
168.74 |
2.0% |
96% |
False |
False |
|
100 |
8,328.99 |
6,315.84 |
2,013.15 |
24.4% |
168.14 |
2.0% |
97% |
False |
False |
|
120 |
8,328.99 |
6,315.84 |
2,013.15 |
24.4% |
164.41 |
2.0% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,030.59 |
2.618 |
8,750.83 |
1.618 |
8,579.41 |
1.000 |
8,473.47 |
0.618 |
8,407.99 |
HIGH |
8,302.05 |
0.618 |
8,236.57 |
0.500 |
8,216.34 |
0.382 |
8,196.11 |
LOW |
8,130.63 |
0.618 |
8,024.69 |
1.000 |
7,959.21 |
1.618 |
7,853.27 |
2.618 |
7,681.85 |
4.250 |
7,402.10 |
|
|
Fisher Pivots for day following 06-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
8,244.99 |
8,239.49 |
PP |
8,230.66 |
8,219.67 |
S1 |
8,216.34 |
8,199.85 |
|