Trading Metrics calculated at close of trading on 03-Sep-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-1997 |
03-Sep-1997 |
Change |
Change % |
Previous Week |
Open |
7,622.42 |
7,879.78 |
257.36 |
3.4% |
7,887.91 |
High |
7,903.47 |
7,972.22 |
68.75 |
0.9% |
7,974.08 |
Low |
7,650.99 |
7,828.45 |
177.46 |
2.3% |
7,580.85 |
Close |
7,879.78 |
7,894.64 |
14.86 |
0.2% |
7,622.42 |
Range |
252.48 |
143.77 |
-108.71 |
-43.1% |
393.23 |
ATR |
195.18 |
191.51 |
-3.67 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,329.75 |
8,255.96 |
7,973.71 |
|
R3 |
8,185.98 |
8,112.19 |
7,934.18 |
|
R2 |
8,042.21 |
8,042.21 |
7,921.00 |
|
R1 |
7,968.42 |
7,968.42 |
7,907.82 |
8,005.32 |
PP |
7,898.44 |
7,898.44 |
7,898.44 |
7,916.88 |
S1 |
7,824.65 |
7,824.65 |
7,881.46 |
7,861.55 |
S2 |
7,754.67 |
7,754.67 |
7,868.28 |
|
S3 |
7,610.90 |
7,680.88 |
7,855.10 |
|
S4 |
7,467.13 |
7,537.11 |
7,815.57 |
|
|
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 |
7,972.22 |
7,580.85 |
391.37 |
5.0% |
185.26 |
2.3% |
80% |
True |
False |
|
10 |
8,043.06 |
7,580.85 |
462.21 |
5.9% |
185.17 |
2.3% |
68% |
False |
False |
|
20 |
8,340.14 |
7,580.85 |
759.29 |
9.6% |
194.77 |
2.5% |
41% |
False |
False |
|
40 |
8,340.14 |
7,580.85 |
759.29 |
9.6% |
190.77 |
2.4% |
41% |
False |
False |
|
60 |
8,340.14 |
7,459.12 |
881.02 |
11.2% |
182.59 |
2.3% |
49% |
False |
False |
|
80 |
8,340.14 |
7,123.38 |
1,216.76 |
15.4% |
174.50 |
2.2% |
63% |
False |
False |
|
100 |
8,340.14 |
6,315.84 |
2,024.30 |
25.6% |
173.94 |
2.2% |
78% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.6% |
172.36 |
2.2% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,583.24 |
2.618 |
8,348.61 |
1.618 |
8,204.84 |
1.000 |
8,115.99 |
0.618 |
8,061.07 |
HIGH |
7,972.22 |
0.618 |
7,917.30 |
0.500 |
7,900.34 |
0.382 |
7,883.37 |
LOW |
7,828.45 |
0.618 |
7,739.60 |
1.000 |
7,684.68 |
1.618 |
7,595.83 |
2.618 |
7,452.06 |
4.250 |
7,217.43 |
|
|
Fisher Pivots for day following 03-Sep-1997 |
Pivot |
1 day |
3 day |
R1 |
7,900.34 |
7,855.27 |
PP |
7,898.44 |
7,815.90 |
S1 |
7,896.54 |
7,776.54 |
|