Trading Metrics calculated at close of trading on 12-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-1997 |
12-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
8,031.22 |
8,062.11 |
30.89 |
0.4% |
8,194.04 |
High |
8,122.27 |
8,132.49 |
10.22 |
0.1% |
8,340.14 |
Low |
7,922.52 |
7,926.46 |
3.94 |
0.0% |
7,961.07 |
Close |
8,062.11 |
7,960.84 |
-101.27 |
-1.3% |
8,031.22 |
Range |
199.75 |
206.03 |
6.28 |
3.1% |
379.07 |
ATR |
182.70 |
184.37 |
1.67 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,624.69 |
8,498.79 |
8,074.16 |
|
R3 |
8,418.66 |
8,292.76 |
8,017.50 |
|
R2 |
8,212.63 |
8,212.63 |
7,998.61 |
|
R1 |
8,086.73 |
8,086.73 |
7,979.73 |
8,046.67 |
PP |
8,006.60 |
8,006.60 |
8,006.60 |
7,986.56 |
S1 |
7,880.70 |
7,880.70 |
7,941.95 |
7,840.64 |
S2 |
7,800.57 |
7,800.57 |
7,923.07 |
|
S3 |
7,594.54 |
7,674.67 |
7,904.18 |
|
S4 |
7,388.51 |
7,468.64 |
7,847.52 |
|
|
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% |
193.62 |
2.4% |
9% |
False |
False |
|
10 |
8,340.14 |
7,922.52 |
417.62 |
5.2% |
180.45 |
2.3% |
9% |
False |
False |
|
20 |
8,340.14 |
7,783.85 |
556.29 |
7.0% |
188.23 |
2.4% |
32% |
False |
False |
|
40 |
8,340.14 |
7,579.60 |
760.54 |
9.6% |
181.95 |
2.3% |
50% |
False |
False |
|
60 |
8,340.14 |
7,123.38 |
1,216.76 |
15.3% |
171.49 |
2.2% |
69% |
False |
False |
|
80 |
8,340.14 |
6,594.38 |
1,745.76 |
21.9% |
170.52 |
2.1% |
78% |
False |
False |
|
100 |
8,340.14 |
6,315.84 |
2,024.30 |
25.4% |
169.84 |
2.1% |
81% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.4% |
166.44 |
2.1% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,008.12 |
2.618 |
8,671.88 |
1.618 |
8,465.85 |
1.000 |
8,338.52 |
0.618 |
8,259.82 |
HIGH |
8,132.49 |
0.618 |
8,053.79 |
0.500 |
8,029.48 |
0.382 |
8,005.16 |
LOW |
7,926.46 |
0.618 |
7,799.13 |
1.000 |
7,720.43 |
1.618 |
7,593.10 |
2.618 |
7,387.07 |
4.250 |
7,050.83 |
|
|
Fisher Pivots for day following 12-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
8,029.48 |
8,046.55 |
PP |
8,006.60 |
8,017.98 |
S1 |
7,983.72 |
7,989.41 |
|