Trading Metrics calculated at close of trading on 13-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-1997 |
13-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
8,062.11 |
7,960.84 |
-101.27 |
-1.3% |
8,194.04 |
High |
8,132.49 |
8,075.58 |
-56.91 |
-0.7% |
8,340.14 |
Low |
7,926.46 |
7,848.19 |
-78.27 |
-1.0% |
7,961.07 |
Close |
7,960.84 |
7,928.32 |
-32.52 |
-0.4% |
8,031.22 |
Range |
206.03 |
227.39 |
21.36 |
10.4% |
379.07 |
ATR |
184.37 |
187.44 |
3.07 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,632.87 |
8,507.98 |
8,053.38 |
|
R3 |
8,405.48 |
8,280.59 |
7,990.85 |
|
R2 |
8,178.09 |
8,178.09 |
7,970.01 |
|
R1 |
8,053.20 |
8,053.20 |
7,949.16 |
8,001.95 |
PP |
7,950.70 |
7,950.70 |
7,950.70 |
7,925.07 |
S1 |
7,825.81 |
7,825.81 |
7,907.48 |
7,774.56 |
S2 |
7,723.31 |
7,723.31 |
7,886.63 |
|
S3 |
7,495.92 |
7,598.42 |
7,865.79 |
|
S4 |
7,268.53 |
7,371.03 |
7,803.26 |
|
|
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 |
7,848.19 |
491.95 |
6.2% |
204.82 |
2.6% |
16% |
False |
True |
|
10 |
8,340.14 |
7,848.19 |
491.95 |
6.2% |
187.56 |
2.4% |
16% |
False |
True |
|
20 |
8,340.14 |
7,783.85 |
556.29 |
7.0% |
190.18 |
2.4% |
26% |
False |
False |
|
40 |
8,340.14 |
7,579.60 |
760.54 |
9.6% |
183.78 |
2.3% |
46% |
False |
False |
|
60 |
8,340.14 |
7,123.38 |
1,216.76 |
15.3% |
173.05 |
2.2% |
66% |
False |
False |
|
80 |
8,340.14 |
6,628.50 |
1,711.64 |
21.6% |
171.19 |
2.2% |
76% |
False |
False |
|
100 |
8,340.14 |
6,315.84 |
2,024.30 |
25.5% |
170.63 |
2.2% |
80% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.5% |
167.37 |
2.1% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,041.99 |
2.618 |
8,670.89 |
1.618 |
8,443.50 |
1.000 |
8,302.97 |
0.618 |
8,216.11 |
HIGH |
8,075.58 |
0.618 |
7,988.72 |
0.500 |
7,961.89 |
0.382 |
7,935.05 |
LOW |
7,848.19 |
0.618 |
7,707.66 |
1.000 |
7,620.80 |
1.618 |
7,480.27 |
2.618 |
7,252.88 |
4.250 |
6,881.78 |
|
|
Fisher Pivots for day following 13-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
7,961.89 |
7,990.34 |
PP |
7,950.70 |
7,969.67 |
S1 |
7,939.51 |
7,948.99 |
|