Trading Metrics calculated at close of trading on 15-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-1997 |
15-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
7,928.32 |
7,942.03 |
13.71 |
0.2% |
8,031.22 |
High |
8,027.73 |
7,919.26 |
-108.47 |
-1.4% |
8,132.49 |
Low |
7,843.54 |
7,685.14 |
-158.40 |
-2.0% |
7,685.14 |
Close |
7,942.03 |
7,694.66 |
-247.37 |
-3.1% |
7,694.66 |
Range |
184.19 |
234.12 |
49.93 |
27.1% |
447.35 |
ATR |
187.21 |
192.19 |
4.98 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,468.71 |
8,315.81 |
7,823.43 |
|
R3 |
8,234.59 |
8,081.69 |
7,759.04 |
|
R2 |
8,000.47 |
8,000.47 |
7,737.58 |
|
R1 |
7,847.57 |
7,847.57 |
7,716.12 |
7,806.96 |
PP |
7,766.35 |
7,766.35 |
7,766.35 |
7,746.05 |
S1 |
7,613.45 |
7,613.45 |
7,673.20 |
7,572.84 |
S2 |
7,532.23 |
7,532.23 |
7,651.74 |
|
S3 |
7,298.11 |
7,379.33 |
7,630.28 |
|
S4 |
7,063.99 |
7,145.21 |
7,565.89 |
|
|
Weekly Pivots for week ending 15-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,179.48 |
8,884.42 |
7,940.70 |
|
R3 |
8,732.13 |
8,437.07 |
7,817.68 |
|
R2 |
8,284.78 |
8,284.78 |
7,776.67 |
|
R1 |
7,989.72 |
7,989.72 |
7,735.67 |
7,913.58 |
PP |
7,837.43 |
7,837.43 |
7,837.43 |
7,799.36 |
S1 |
7,542.37 |
7,542.37 |
7,653.65 |
7,466.23 |
S2 |
7,390.08 |
7,390.08 |
7,612.65 |
|
S3 |
6,942.73 |
7,095.02 |
7,571.64 |
|
S4 |
6,495.38 |
6,647.67 |
7,448.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,132.49 |
7,685.14 |
447.35 |
5.8% |
210.30 |
2.7% |
2% |
False |
True |
|
10 |
8,340.14 |
7,685.14 |
655.00 |
8.5% |
189.95 |
2.5% |
1% |
False |
True |
|
20 |
8,340.14 |
7,685.14 |
655.00 |
8.5% |
188.42 |
2.4% |
1% |
False |
True |
|
40 |
8,340.14 |
7,579.60 |
760.54 |
9.9% |
187.36 |
2.4% |
15% |
False |
False |
|
60 |
8,340.14 |
7,203.99 |
1,136.15 |
14.8% |
173.70 |
2.3% |
43% |
False |
False |
|
80 |
8,340.14 |
6,667.03 |
1,673.11 |
21.7% |
171.60 |
2.2% |
61% |
False |
False |
|
100 |
8,340.14 |
6,315.84 |
2,024.30 |
26.3% |
171.43 |
2.2% |
68% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
26.3% |
167.97 |
2.2% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,914.27 |
2.618 |
8,532.19 |
1.618 |
8,298.07 |
1.000 |
8,153.38 |
0.618 |
8,063.95 |
HIGH |
7,919.26 |
0.618 |
7,829.83 |
0.500 |
7,802.20 |
0.382 |
7,774.57 |
LOW |
7,685.14 |
0.618 |
7,540.45 |
1.000 |
7,451.02 |
1.618 |
7,306.33 |
2.618 |
7,072.21 |
4.250 |
6,690.13 |
|
|
Fisher Pivots for day following 15-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
7,802.20 |
7,880.36 |
PP |
7,766.35 |
7,818.46 |
S1 |
7,730.51 |
7,756.56 |
|