Trading Metrics calculated at close of trading on 27-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-1997 |
27-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
7,859.57 |
7,782.22 |
-77.35 |
-1.0% |
7,694.66 |
High |
7,891.86 |
7,850.51 |
-41.35 |
-0.5% |
8,043.06 |
Low |
7,734.61 |
7,666.55 |
-68.06 |
-0.9% |
7,588.28 |
Close |
7,782.22 |
7,787.33 |
5.11 |
0.1% |
7,887.91 |
Range |
157.25 |
183.96 |
26.71 |
17.0% |
454.78 |
ATR |
191.75 |
191.20 |
-0.56 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,320.01 |
8,237.63 |
7,888.51 |
|
R3 |
8,136.05 |
8,053.67 |
7,837.92 |
|
R2 |
7,952.09 |
7,952.09 |
7,821.06 |
|
R1 |
7,869.71 |
7,869.71 |
7,804.19 |
7,910.90 |
PP |
7,768.13 |
7,768.13 |
7,768.13 |
7,788.73 |
S1 |
7,685.75 |
7,685.75 |
7,770.47 |
7,726.94 |
S2 |
7,584.17 |
7,584.17 |
7,753.60 |
|
S3 |
7,400.21 |
7,501.79 |
7,736.74 |
|
S4 |
7,216.25 |
7,317.83 |
7,686.15 |
|
|
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 |
7,666.55 |
376.51 |
4.8% |
188.42 |
2.4% |
32% |
False |
True |
|
10 |
8,043.06 |
7,588.28 |
454.78 |
5.8% |
195.76 |
2.5% |
44% |
False |
False |
|
20 |
8,340.14 |
7,588.28 |
751.86 |
9.7% |
191.66 |
2.5% |
26% |
False |
False |
|
40 |
8,340.14 |
7,588.28 |
751.86 |
9.7% |
188.89 |
2.4% |
26% |
False |
False |
|
60 |
8,340.14 |
7,214.29 |
1,125.85 |
14.5% |
180.07 |
2.3% |
51% |
False |
False |
|
80 |
8,340.14 |
7,040.30 |
1,299.84 |
16.7% |
173.91 |
2.2% |
57% |
False |
False |
|
100 |
8,340.14 |
6,315.84 |
2,024.30 |
26.0% |
172.43 |
2.2% |
73% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
26.0% |
170.83 |
2.2% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,632.34 |
2.618 |
8,332.12 |
1.618 |
8,148.16 |
1.000 |
8,034.47 |
0.618 |
7,964.20 |
HIGH |
7,850.51 |
0.618 |
7,780.24 |
0.500 |
7,758.53 |
0.382 |
7,736.82 |
LOW |
7,666.55 |
0.618 |
7,552.86 |
1.000 |
7,482.59 |
1.618 |
7,368.90 |
2.618 |
7,184.94 |
4.250 |
6,884.72 |
|
|
Fisher Pivots for day following 27-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
7,777.73 |
7,820.32 |
PP |
7,768.13 |
7,809.32 |
S1 |
7,758.53 |
7,798.33 |
|