Trading Metrics calculated at close of trading on 14-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-1997 |
14-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
7,960.84 |
7,928.32 |
-32.52 |
-0.4% |
8,194.04 |
High |
8,075.58 |
8,027.73 |
-47.85 |
-0.6% |
8,340.14 |
Low |
7,848.19 |
7,843.54 |
-4.65 |
-0.1% |
7,961.07 |
Close |
7,928.32 |
7,942.03 |
13.71 |
0.2% |
8,031.22 |
Range |
227.39 |
184.19 |
-43.20 |
-19.0% |
379.07 |
ATR |
187.44 |
187.21 |
-0.23 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,490.34 |
8,400.37 |
8,043.33 |
|
R3 |
8,306.15 |
8,216.18 |
7,992.68 |
|
R2 |
8,121.96 |
8,121.96 |
7,975.80 |
|
R1 |
8,031.99 |
8,031.99 |
7,958.91 |
8,076.98 |
PP |
7,937.77 |
7,937.77 |
7,937.77 |
7,960.26 |
S1 |
7,847.80 |
7,847.80 |
7,925.15 |
7,892.79 |
S2 |
7,753.58 |
7,753.58 |
7,908.26 |
|
S3 |
7,569.39 |
7,663.61 |
7,891.38 |
|
S4 |
7,385.20 |
7,479.42 |
7,840.73 |
|
|
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 |
8,170.58 |
7,843.54 |
327.04 |
4.1% |
205.37 |
2.6% |
30% |
False |
True |
|
10 |
8,340.14 |
7,843.54 |
496.60 |
6.3% |
189.09 |
2.4% |
20% |
False |
True |
|
20 |
8,340.14 |
7,783.85 |
556.29 |
7.0% |
188.09 |
2.4% |
28% |
False |
False |
|
40 |
8,340.14 |
7,579.60 |
760.54 |
9.6% |
184.93 |
2.3% |
48% |
False |
False |
|
60 |
8,340.14 |
7,203.99 |
1,136.15 |
14.3% |
172.57 |
2.2% |
65% |
False |
False |
|
80 |
8,340.14 |
6,667.03 |
1,673.11 |
21.1% |
170.62 |
2.1% |
76% |
False |
False |
|
100 |
8,340.14 |
6,315.84 |
2,024.30 |
25.5% |
170.61 |
2.1% |
80% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.5% |
167.39 |
2.1% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,810.54 |
2.618 |
8,509.94 |
1.618 |
8,325.75 |
1.000 |
8,211.92 |
0.618 |
8,141.56 |
HIGH |
8,027.73 |
0.618 |
7,957.37 |
0.500 |
7,935.64 |
0.382 |
7,913.90 |
LOW |
7,843.54 |
0.618 |
7,729.71 |
1.000 |
7,659.35 |
1.618 |
7,545.52 |
2.618 |
7,361.33 |
4.250 |
7,060.73 |
|
|
Fisher Pivots for day following 14-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
7,939.90 |
7,988.02 |
PP |
7,937.77 |
7,972.69 |
S1 |
7,935.64 |
7,957.36 |
|