Trading Metrics calculated at close of trading on 28-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-1997 |
28-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
7,782.22 |
7,787.33 |
5.11 |
0.1% |
7,694.66 |
High |
7,850.51 |
7,831.70 |
-18.81 |
-0.2% |
8,043.06 |
Low |
7,666.55 |
7,634.50 |
-32.05 |
-0.4% |
7,588.28 |
Close |
7,787.33 |
7,694.43 |
-92.90 |
-1.2% |
7,887.91 |
Range |
183.96 |
197.20 |
13.24 |
7.2% |
454.78 |
ATR |
191.20 |
191.63 |
0.43 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,311.81 |
8,200.32 |
7,802.89 |
|
R3 |
8,114.61 |
8,003.12 |
7,748.66 |
|
R2 |
7,917.41 |
7,917.41 |
7,730.58 |
|
R1 |
7,805.92 |
7,805.92 |
7,712.51 |
7,763.07 |
PP |
7,720.21 |
7,720.21 |
7,720.21 |
7,698.78 |
S1 |
7,608.72 |
7,608.72 |
7,676.35 |
7,565.87 |
S2 |
7,523.01 |
7,523.01 |
7,658.28 |
|
S3 |
7,325.81 |
7,411.52 |
7,640.20 |
|
S4 |
7,128.61 |
7,214.32 |
7,585.97 |
|
|
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 |
7,974.08 |
7,634.50 |
339.58 |
4.4% |
186.05 |
2.4% |
18% |
False |
True |
|
10 |
8,043.06 |
7,588.28 |
454.78 |
5.9% |
197.06 |
2.6% |
23% |
False |
False |
|
20 |
8,340.14 |
7,588.28 |
751.86 |
9.8% |
193.08 |
2.5% |
14% |
False |
False |
|
40 |
8,340.14 |
7,588.28 |
751.86 |
9.8% |
189.66 |
2.5% |
14% |
False |
False |
|
60 |
8,340.14 |
7,241.33 |
1,098.81 |
14.3% |
181.09 |
2.4% |
41% |
False |
False |
|
80 |
8,340.14 |
7,040.30 |
1,299.84 |
16.9% |
174.37 |
2.3% |
50% |
False |
False |
|
100 |
8,340.14 |
6,315.84 |
2,024.30 |
26.3% |
172.93 |
2.2% |
68% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
26.3% |
171.36 |
2.2% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,669.80 |
2.618 |
8,347.97 |
1.618 |
8,150.77 |
1.000 |
8,028.90 |
0.618 |
7,953.57 |
HIGH |
7,831.70 |
0.618 |
7,756.37 |
0.500 |
7,733.10 |
0.382 |
7,709.83 |
LOW |
7,634.50 |
0.618 |
7,512.63 |
1.000 |
7,437.30 |
1.618 |
7,315.43 |
2.618 |
7,118.23 |
4.250 |
6,796.40 |
|
|
Fisher Pivots for day following 28-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
7,733.10 |
7,763.18 |
PP |
7,720.21 |
7,740.26 |
S1 |
7,707.32 |
7,717.35 |
|