Trading Metrics calculated at close of trading on 20-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-1997 |
20-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
7,803.36 |
7,918.10 |
114.74 |
1.5% |
8,031.22 |
High |
7,947.37 |
8,038.19 |
90.82 |
1.1% |
8,132.49 |
Low |
7,776.65 |
7,870.95 |
94.30 |
1.2% |
7,685.14 |
Close |
7,918.10 |
8,021.23 |
103.13 |
1.3% |
7,694.66 |
Range |
170.72 |
167.24 |
-3.48 |
-2.0% |
447.35 |
ATR |
195.10 |
193.11 |
-1.99 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,478.51 |
8,417.11 |
8,113.21 |
|
R3 |
8,311.27 |
8,249.87 |
8,067.22 |
|
R2 |
8,144.03 |
8,144.03 |
8,051.89 |
|
R1 |
8,082.63 |
8,082.63 |
8,036.56 |
8,113.33 |
PP |
7,976.79 |
7,976.79 |
7,976.79 |
7,992.14 |
S1 |
7,915.39 |
7,915.39 |
8,005.90 |
7,946.09 |
S2 |
7,809.55 |
7,809.55 |
7,990.57 |
|
S3 |
7,642.31 |
7,748.15 |
7,975.24 |
|
S4 |
7,475.07 |
7,580.91 |
7,929.25 |
|
|
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 |
8,038.19 |
7,588.28 |
449.91 |
5.6% |
203.10 |
2.5% |
96% |
True |
False |
|
10 |
8,340.14 |
7,588.28 |
751.86 |
9.4% |
203.96 |
2.5% |
58% |
False |
False |
|
20 |
8,340.14 |
7,588.28 |
751.86 |
9.4% |
188.43 |
2.3% |
58% |
False |
False |
|
40 |
8,340.14 |
7,579.60 |
760.54 |
9.5% |
188.70 |
2.4% |
58% |
False |
False |
|
60 |
8,340.14 |
7,203.99 |
1,136.15 |
14.2% |
176.89 |
2.2% |
72% |
False |
False |
|
80 |
8,340.14 |
6,820.75 |
1,519.39 |
18.9% |
172.99 |
2.2% |
79% |
False |
False |
|
100 |
8,340.14 |
6,315.84 |
2,024.30 |
25.2% |
171.22 |
2.1% |
84% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.2% |
168.79 |
2.1% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,748.96 |
2.618 |
8,476.02 |
1.618 |
8,308.78 |
1.000 |
8,205.43 |
0.618 |
8,141.54 |
HIGH |
8,038.19 |
0.618 |
7,974.30 |
0.500 |
7,954.57 |
0.382 |
7,934.84 |
LOW |
7,870.95 |
0.618 |
7,767.60 |
1.000 |
7,703.71 |
1.618 |
7,600.36 |
2.618 |
7,433.12 |
4.250 |
7,160.18 |
|
|
Fisher Pivots for day following 20-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
7,999.01 |
7,951.90 |
PP |
7,976.79 |
7,882.57 |
S1 |
7,954.57 |
7,813.24 |
|