Trading Metrics calculated at close of trading on 25-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-1997 |
25-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
7,893.95 |
7,887.91 |
-6.04 |
-0.1% |
7,694.66 |
High |
7,904.86 |
7,974.08 |
69.22 |
0.9% |
8,043.06 |
Low |
7,695.36 |
7,791.75 |
96.39 |
1.3% |
7,588.28 |
Close |
7,887.91 |
7,859.57 |
-28.34 |
-0.4% |
7,887.91 |
Range |
209.50 |
182.33 |
-27.17 |
-13.0% |
454.78 |
ATR |
195.34 |
194.41 |
-0.93 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,422.12 |
8,323.18 |
7,959.85 |
|
R3 |
8,239.79 |
8,140.85 |
7,909.71 |
|
R2 |
8,057.46 |
8,057.46 |
7,893.00 |
|
R1 |
7,958.52 |
7,958.52 |
7,876.28 |
7,916.83 |
PP |
7,875.13 |
7,875.13 |
7,875.13 |
7,854.29 |
S1 |
7,776.19 |
7,776.19 |
7,842.86 |
7,734.50 |
S2 |
7,692.80 |
7,692.80 |
7,826.14 |
|
S3 |
7,510.47 |
7,593.86 |
7,809.43 |
|
S4 |
7,328.14 |
7,411.53 |
7,759.29 |
|
|
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 |
7,695.36 |
347.70 |
4.4% |
187.77 |
2.4% |
47% |
False |
False |
|
10 |
8,132.49 |
7,588.28 |
544.21 |
6.9% |
204.98 |
2.6% |
50% |
False |
False |
|
20 |
8,340.14 |
7,588.28 |
751.86 |
9.6% |
191.56 |
2.4% |
36% |
False |
False |
|
40 |
8,340.14 |
7,579.60 |
760.54 |
9.7% |
189.74 |
2.4% |
37% |
False |
False |
|
60 |
8,340.14 |
7,214.29 |
1,125.85 |
14.3% |
179.29 |
2.3% |
57% |
False |
False |
|
80 |
8,340.14 |
6,935.54 |
1,404.60 |
17.9% |
174.29 |
2.2% |
66% |
False |
False |
|
100 |
8,340.14 |
6,315.84 |
2,024.30 |
25.8% |
172.16 |
2.2% |
76% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.8% |
169.99 |
2.2% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,748.98 |
2.618 |
8,451.42 |
1.618 |
8,269.09 |
1.000 |
8,156.41 |
0.618 |
8,086.76 |
HIGH |
7,974.08 |
0.618 |
7,904.43 |
0.500 |
7,882.92 |
0.382 |
7,861.40 |
LOW |
7,791.75 |
0.618 |
7,679.07 |
1.000 |
7,609.42 |
1.618 |
7,496.74 |
2.618 |
7,314.41 |
4.250 |
7,016.85 |
|
|
Fisher Pivots for day following 25-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
7,882.92 |
7,869.21 |
PP |
7,875.13 |
7,866.00 |
S1 |
7,867.35 |
7,862.78 |
|