Trading Metrics calculated at close of trading on 21-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-1997 |
21-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
7,918.10 |
8,021.23 |
103.13 |
1.3% |
8,031.22 |
High |
8,038.19 |
8,043.06 |
4.87 |
0.1% |
8,132.49 |
Low |
7,870.95 |
7,834.02 |
-36.93 |
-0.5% |
7,685.14 |
Close |
8,021.23 |
7,893.95 |
-127.28 |
-1.6% |
7,694.66 |
Range |
167.24 |
209.04 |
41.80 |
25.0% |
447.35 |
ATR |
193.11 |
194.25 |
1.14 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,550.80 |
8,431.41 |
8,008.92 |
|
R3 |
8,341.76 |
8,222.37 |
7,951.44 |
|
R2 |
8,132.72 |
8,132.72 |
7,932.27 |
|
R1 |
8,013.33 |
8,013.33 |
7,913.11 |
7,968.51 |
PP |
7,923.68 |
7,923.68 |
7,923.68 |
7,901.26 |
S1 |
7,804.29 |
7,804.29 |
7,874.79 |
7,759.47 |
S2 |
7,714.64 |
7,714.64 |
7,855.63 |
|
S3 |
7,505.60 |
7,595.25 |
7,836.46 |
|
S4 |
7,296.56 |
7,386.21 |
7,778.98 |
|
|
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 |
8,043.06 |
7,588.28 |
454.78 |
5.8% |
208.07 |
2.6% |
67% |
True |
False |
|
10 |
8,170.58 |
7,588.28 |
582.30 |
7.4% |
206.72 |
2.6% |
52% |
False |
False |
|
20 |
8,340.14 |
7,588.28 |
751.86 |
9.5% |
188.58 |
2.4% |
41% |
False |
False |
|
40 |
8,340.14 |
7,579.60 |
760.54 |
9.6% |
188.50 |
2.4% |
41% |
False |
False |
|
60 |
8,340.14 |
7,203.99 |
1,136.15 |
14.4% |
177.99 |
2.3% |
61% |
False |
False |
|
80 |
8,340.14 |
6,891.39 |
1,448.75 |
18.4% |
173.38 |
2.2% |
69% |
False |
False |
|
100 |
8,340.14 |
6,315.84 |
2,024.30 |
25.6% |
171.46 |
2.2% |
78% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.6% |
169.21 |
2.1% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,931.48 |
2.618 |
8,590.33 |
1.618 |
8,381.29 |
1.000 |
8,252.10 |
0.618 |
8,172.25 |
HIGH |
8,043.06 |
0.618 |
7,963.21 |
0.500 |
7,938.54 |
0.382 |
7,913.87 |
LOW |
7,834.02 |
0.618 |
7,704.83 |
1.000 |
7,624.98 |
1.618 |
7,495.79 |
2.618 |
7,286.75 |
4.250 |
6,945.60 |
|
|
Fisher Pivots for day following 21-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
7,938.54 |
7,909.86 |
PP |
7,923.68 |
7,904.55 |
S1 |
7,908.81 |
7,899.25 |
|