Trading Metrics calculated at close of trading on 18-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-1997 |
18-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
7,942.03 |
7,694.66 |
-247.37 |
-3.1% |
8,031.22 |
High |
7,919.26 |
7,847.49 |
-71.77 |
-0.9% |
8,132.49 |
Low |
7,685.14 |
7,588.28 |
-96.86 |
-1.3% |
7,685.14 |
Close |
7,694.66 |
7,803.36 |
108.70 |
1.4% |
7,694.66 |
Range |
234.12 |
259.21 |
25.09 |
10.7% |
447.35 |
ATR |
192.19 |
196.98 |
4.79 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,524.01 |
8,422.89 |
7,945.93 |
|
R3 |
8,264.80 |
8,163.68 |
7,874.64 |
|
R2 |
8,005.59 |
8,005.59 |
7,850.88 |
|
R1 |
7,904.47 |
7,904.47 |
7,827.12 |
7,955.03 |
PP |
7,746.38 |
7,746.38 |
7,746.38 |
7,771.66 |
S1 |
7,645.26 |
7,645.26 |
7,779.60 |
7,695.82 |
S2 |
7,487.17 |
7,487.17 |
7,755.84 |
|
S3 |
7,227.96 |
7,386.05 |
7,732.08 |
|
S4 |
6,968.75 |
7,126.84 |
7,660.79 |
|
|
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 |
7,588.28 |
544.21 |
7.0% |
222.19 |
2.8% |
40% |
False |
True |
|
10 |
8,340.14 |
7,588.28 |
751.86 |
9.6% |
199.50 |
2.6% |
29% |
False |
True |
|
20 |
8,340.14 |
7,588.28 |
751.86 |
9.6% |
191.50 |
2.5% |
29% |
False |
True |
|
40 |
8,340.14 |
7,579.60 |
760.54 |
9.7% |
190.47 |
2.4% |
29% |
False |
False |
|
60 |
8,340.14 |
7,203.99 |
1,136.15 |
14.6% |
175.70 |
2.3% |
53% |
False |
False |
|
80 |
8,340.14 |
6,667.03 |
1,673.11 |
21.4% |
172.58 |
2.2% |
68% |
False |
False |
|
100 |
8,340.14 |
6,315.84 |
2,024.30 |
25.9% |
172.58 |
2.2% |
73% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.9% |
168.48 |
2.2% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,949.13 |
2.618 |
8,526.10 |
1.618 |
8,266.89 |
1.000 |
8,106.70 |
0.618 |
8,007.68 |
HIGH |
7,847.49 |
0.618 |
7,748.47 |
0.500 |
7,717.89 |
0.382 |
7,687.30 |
LOW |
7,588.28 |
0.618 |
7,428.09 |
1.000 |
7,329.07 |
1.618 |
7,168.88 |
2.618 |
6,909.67 |
4.250 |
6,486.64 |
|
|
Fisher Pivots for day following 18-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
7,774.87 |
7,808.01 |
PP |
7,746.38 |
7,806.46 |
S1 |
7,717.89 |
7,804.91 |
|