Trading Metrics calculated at close of trading on 11-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-1997 |
11-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
8,188.00 |
8,031.22 |
-156.78 |
-1.9% |
8,194.04 |
High |
8,170.58 |
8,122.27 |
-48.31 |
-0.6% |
8,340.14 |
Low |
7,961.07 |
7,922.52 |
-38.55 |
-0.5% |
7,961.07 |
Close |
8,031.22 |
8,062.11 |
30.89 |
0.4% |
8,031.22 |
Range |
209.51 |
199.75 |
-9.76 |
-4.7% |
379.07 |
ATR |
181.39 |
182.70 |
1.31 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,634.88 |
8,548.25 |
8,171.97 |
|
R3 |
8,435.13 |
8,348.50 |
8,117.04 |
|
R2 |
8,235.38 |
8,235.38 |
8,098.73 |
|
R1 |
8,148.75 |
8,148.75 |
8,080.42 |
8,192.07 |
PP |
8,035.63 |
8,035.63 |
8,035.63 |
8,057.29 |
S1 |
7,949.00 |
7,949.00 |
8,043.80 |
7,992.32 |
S2 |
7,835.88 |
7,835.88 |
8,025.49 |
|
S3 |
7,636.13 |
7,749.25 |
8,007.18 |
|
S4 |
7,436.38 |
7,549.50 |
7,952.25 |
|
|
Weekly Pivots for week ending 08-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,248.02 |
9,018.69 |
8,239.71 |
|
R3 |
8,868.95 |
8,639.62 |
8,135.46 |
|
R2 |
8,489.88 |
8,489.88 |
8,100.72 |
|
R1 |
8,260.55 |
8,260.55 |
8,065.97 |
8,185.68 |
PP |
8,110.81 |
8,110.81 |
8,110.81 |
8,073.38 |
S1 |
7,881.48 |
7,881.48 |
7,996.47 |
7,806.61 |
S2 |
7,731.74 |
7,731.74 |
7,961.72 |
|
S3 |
7,352.67 |
7,502.41 |
7,926.98 |
|
S4 |
6,973.60 |
7,123.34 |
7,822.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,340.14 |
7,922.52 |
417.62 |
5.2% |
176.81 |
2.2% |
33% |
False |
True |
|
10 |
8,340.14 |
7,922.52 |
417.62 |
5.2% |
178.15 |
2.2% |
33% |
False |
True |
|
20 |
8,340.14 |
7,783.85 |
556.29 |
6.9% |
187.59 |
2.3% |
50% |
False |
False |
|
40 |
8,340.14 |
7,579.60 |
760.54 |
9.4% |
179.74 |
2.2% |
63% |
False |
False |
|
60 |
8,340.14 |
7,123.38 |
1,216.76 |
15.1% |
170.74 |
2.1% |
77% |
False |
False |
|
80 |
8,340.14 |
6,594.38 |
1,745.76 |
21.7% |
169.61 |
2.1% |
84% |
False |
False |
|
100 |
8,340.14 |
6,315.84 |
2,024.30 |
25.1% |
169.14 |
2.1% |
86% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.1% |
165.93 |
2.1% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,971.21 |
2.618 |
8,645.22 |
1.618 |
8,445.47 |
1.000 |
8,322.02 |
0.618 |
8,245.72 |
HIGH |
8,122.27 |
0.618 |
8,045.97 |
0.500 |
8,022.40 |
0.382 |
7,998.82 |
LOW |
7,922.52 |
0.618 |
7,799.07 |
1.000 |
7,722.77 |
1.618 |
7,599.32 |
2.618 |
7,399.57 |
4.250 |
7,073.58 |
|
|
Fisher Pivots for day following 11-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
8,048.87 |
8,131.33 |
PP |
8,035.63 |
8,108.26 |
S1 |
8,022.40 |
8,085.18 |
|