Trading Metrics calculated at close of trading on 19-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-1997 |
19-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
7,694.66 |
7,803.36 |
108.70 |
1.4% |
8,031.22 |
High |
7,847.49 |
7,947.37 |
99.88 |
1.3% |
8,132.49 |
Low |
7,588.28 |
7,776.65 |
188.37 |
2.5% |
7,685.14 |
Close |
7,803.36 |
7,918.10 |
114.74 |
1.5% |
7,694.66 |
Range |
259.21 |
170.72 |
-88.49 |
-34.1% |
447.35 |
ATR |
196.98 |
195.10 |
-1.88 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,392.87 |
8,326.20 |
8,012.00 |
|
R3 |
8,222.15 |
8,155.48 |
7,965.05 |
|
R2 |
8,051.43 |
8,051.43 |
7,949.40 |
|
R1 |
7,984.76 |
7,984.76 |
7,933.75 |
8,018.10 |
PP |
7,880.71 |
7,880.71 |
7,880.71 |
7,897.37 |
S1 |
7,814.04 |
7,814.04 |
7,902.45 |
7,847.38 |
S2 |
7,709.99 |
7,709.99 |
7,886.80 |
|
S3 |
7,539.27 |
7,643.32 |
7,871.15 |
|
S4 |
7,368.55 |
7,472.60 |
7,824.20 |
|
|
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 |
8,075.58 |
7,588.28 |
487.30 |
6.2% |
215.13 |
2.7% |
68% |
False |
False |
|
10 |
8,340.14 |
7,588.28 |
751.86 |
9.5% |
204.38 |
2.6% |
44% |
False |
False |
|
20 |
8,340.14 |
7,588.28 |
751.86 |
9.5% |
188.87 |
2.4% |
44% |
False |
False |
|
40 |
8,340.14 |
7,579.60 |
760.54 |
9.6% |
189.12 |
2.4% |
45% |
False |
False |
|
60 |
8,340.14 |
7,203.99 |
1,136.15 |
14.3% |
176.51 |
2.2% |
63% |
False |
False |
|
80 |
8,340.14 |
6,667.03 |
1,673.11 |
21.1% |
172.89 |
2.2% |
75% |
False |
False |
|
100 |
8,340.14 |
6,315.84 |
2,024.30 |
25.6% |
171.65 |
2.2% |
79% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.6% |
168.71 |
2.1% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,672.93 |
2.618 |
8,394.31 |
1.618 |
8,223.59 |
1.000 |
8,118.09 |
0.618 |
8,052.87 |
HIGH |
7,947.37 |
0.618 |
7,882.15 |
0.500 |
7,862.01 |
0.382 |
7,841.87 |
LOW |
7,776.65 |
0.618 |
7,671.15 |
1.000 |
7,605.93 |
1.618 |
7,500.43 |
2.618 |
7,329.71 |
4.250 |
7,051.09 |
|
|
Fisher Pivots for day following 19-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
7,899.40 |
7,868.01 |
PP |
7,880.71 |
7,817.92 |
S1 |
7,862.01 |
7,767.83 |
|