Trading Metrics calculated at close of trading on 29-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-1997 |
29-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
7,787.33 |
7,694.43 |
-92.90 |
-1.2% |
7,887.91 |
High |
7,831.70 |
7,729.73 |
-101.97 |
-1.3% |
7,974.08 |
Low |
7,634.50 |
7,580.85 |
-53.65 |
-0.7% |
7,580.85 |
Close |
7,694.43 |
7,622.42 |
-72.01 |
-0.9% |
7,622.42 |
Range |
197.20 |
148.88 |
-48.32 |
-24.5% |
393.23 |
ATR |
191.63 |
188.57 |
-3.05 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,090.97 |
8,005.58 |
7,704.30 |
|
R3 |
7,942.09 |
7,856.70 |
7,663.36 |
|
R2 |
7,793.21 |
7,793.21 |
7,649.71 |
|
R1 |
7,707.82 |
7,707.82 |
7,636.07 |
7,676.08 |
PP |
7,644.33 |
7,644.33 |
7,644.33 |
7,628.46 |
S1 |
7,558.94 |
7,558.94 |
7,608.77 |
7,527.20 |
S2 |
7,495.45 |
7,495.45 |
7,595.13 |
|
S3 |
7,346.57 |
7,410.06 |
7,581.48 |
|
S4 |
7,197.69 |
7,261.18 |
7,540.54 |
|
|
Weekly Pivots for week ending 29-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,905.47 |
8,657.18 |
7,838.70 |
|
R3 |
8,512.24 |
8,263.95 |
7,730.56 |
|
R2 |
8,119.01 |
8,119.01 |
7,694.51 |
|
R1 |
7,870.72 |
7,870.72 |
7,658.47 |
7,798.25 |
PP |
7,725.78 |
7,725.78 |
7,725.78 |
7,689.55 |
S1 |
7,477.49 |
7,477.49 |
7,586.37 |
7,405.02 |
S2 |
7,332.55 |
7,332.55 |
7,550.33 |
|
S3 |
6,939.32 |
7,084.26 |
7,514.28 |
|
S4 |
6,546.09 |
6,691.03 |
7,406.14 |
|
|
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 |
7,580.85 |
393.23 |
5.2% |
173.92 |
2.3% |
11% |
False |
True |
|
10 |
8,043.06 |
7,580.85 |
462.21 |
6.1% |
188.53 |
2.5% |
9% |
False |
True |
|
20 |
8,340.14 |
7,580.85 |
759.29 |
10.0% |
189.24 |
2.5% |
5% |
False |
True |
|
40 |
8,340.14 |
7,580.85 |
759.29 |
10.0% |
189.72 |
2.5% |
5% |
False |
True |
|
60 |
8,340.14 |
7,290.26 |
1,049.88 |
13.8% |
181.31 |
2.4% |
32% |
False |
False |
|
80 |
8,340.14 |
7,040.30 |
1,299.84 |
17.1% |
173.95 |
2.3% |
45% |
False |
False |
|
100 |
8,340.14 |
6,315.84 |
2,024.30 |
26.6% |
173.00 |
2.3% |
65% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
26.6% |
171.50 |
2.2% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,362.47 |
2.618 |
8,119.50 |
1.618 |
7,970.62 |
1.000 |
7,878.61 |
0.618 |
7,821.74 |
HIGH |
7,729.73 |
0.618 |
7,672.86 |
0.500 |
7,655.29 |
0.382 |
7,637.72 |
LOW |
7,580.85 |
0.618 |
7,488.84 |
1.000 |
7,431.97 |
1.618 |
7,339.96 |
2.618 |
7,191.08 |
4.250 |
6,948.11 |
|
|
Fisher Pivots for day following 29-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
7,655.29 |
7,715.68 |
PP |
7,644.33 |
7,684.59 |
S1 |
7,633.38 |
7,653.51 |
|