Trading Metrics calculated at close of trading on 22-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-1997 |
22-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
8,021.23 |
7,893.95 |
-127.28 |
-1.6% |
7,694.66 |
High |
8,043.06 |
7,904.86 |
-138.20 |
-1.7% |
8,043.06 |
Low |
7,834.02 |
7,695.36 |
-138.66 |
-1.8% |
7,588.28 |
Close |
7,893.95 |
7,887.91 |
-6.04 |
-0.1% |
7,887.91 |
Range |
209.04 |
209.50 |
0.46 |
0.2% |
454.78 |
ATR |
194.25 |
195.34 |
1.09 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,457.88 |
8,382.39 |
8,003.14 |
|
R3 |
8,248.38 |
8,172.89 |
7,945.52 |
|
R2 |
8,038.88 |
8,038.88 |
7,926.32 |
|
R1 |
7,963.39 |
7,963.39 |
7,907.11 |
7,896.39 |
PP |
7,829.38 |
7,829.38 |
7,829.38 |
7,795.87 |
S1 |
7,753.89 |
7,753.89 |
7,868.71 |
7,686.89 |
S2 |
7,619.88 |
7,619.88 |
7,849.50 |
|
S3 |
7,410.38 |
7,544.39 |
7,830.30 |
|
S4 |
7,200.88 |
7,334.89 |
7,772.69 |
|
|
Weekly Pivots for week ending 22-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,204.09 |
9,000.78 |
8,138.04 |
|
R3 |
8,749.31 |
8,546.00 |
8,012.97 |
|
R2 |
8,294.53 |
8,294.53 |
7,971.29 |
|
R1 |
8,091.22 |
8,091.22 |
7,929.60 |
8,192.88 |
PP |
7,839.75 |
7,839.75 |
7,839.75 |
7,890.58 |
S1 |
7,636.44 |
7,636.44 |
7,846.22 |
7,738.10 |
S2 |
7,384.97 |
7,384.97 |
7,804.53 |
|
S3 |
6,930.19 |
7,181.66 |
7,762.85 |
|
S4 |
6,475.41 |
6,726.88 |
7,637.78 |
|
|
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% |
203.14 |
2.6% |
66% |
False |
False |
|
10 |
8,132.49 |
7,588.28 |
544.21 |
6.9% |
206.72 |
2.6% |
55% |
False |
False |
|
20 |
8,340.14 |
7,588.28 |
751.86 |
9.5% |
190.94 |
2.4% |
40% |
False |
False |
|
40 |
8,340.14 |
7,579.60 |
760.54 |
9.6% |
189.42 |
2.4% |
41% |
False |
False |
|
60 |
8,340.14 |
7,203.99 |
1,136.15 |
14.4% |
179.28 |
2.3% |
60% |
False |
False |
|
80 |
8,340.14 |
6,891.39 |
1,448.75 |
18.4% |
173.89 |
2.2% |
69% |
False |
False |
|
100 |
8,340.14 |
6,315.84 |
2,024.30 |
25.7% |
171.95 |
2.2% |
78% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.7% |
169.55 |
2.1% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,795.24 |
2.618 |
8,453.33 |
1.618 |
8,243.83 |
1.000 |
8,114.36 |
0.618 |
8,034.33 |
HIGH |
7,904.86 |
0.618 |
7,824.83 |
0.500 |
7,800.11 |
0.382 |
7,775.39 |
LOW |
7,695.36 |
0.618 |
7,565.89 |
1.000 |
7,485.86 |
1.618 |
7,356.39 |
2.618 |
7,146.89 |
4.250 |
6,804.99 |
|
|
Fisher Pivots for day following 22-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
7,858.64 |
7,881.68 |
PP |
7,829.38 |
7,875.44 |
S1 |
7,800.11 |
7,869.21 |
|