Trading Metrics calculated at close of trading on 05-Sep-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-1997 |
05-Sep-1997 |
Change |
Change % |
Previous Week |
Open |
7,894.64 |
7,867.24 |
-27.40 |
-0.3% |
7,622.42 |
High |
7,936.45 |
7,952.01 |
15.56 |
0.2% |
7,972.22 |
Low |
7,788.50 |
7,765.27 |
-23.23 |
-0.3% |
7,650.99 |
Close |
7,867.24 |
7,822.41 |
-44.83 |
-0.6% |
7,822.41 |
Range |
147.95 |
186.74 |
38.79 |
26.2% |
321.23 |
ATR |
188.40 |
188.28 |
-0.12 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,406.78 |
8,301.34 |
7,925.12 |
|
R3 |
8,220.04 |
8,114.60 |
7,873.76 |
|
R2 |
8,033.30 |
8,033.30 |
7,856.65 |
|
R1 |
7,927.86 |
7,927.86 |
7,839.53 |
7,887.21 |
PP |
7,846.56 |
7,846.56 |
7,846.56 |
7,826.24 |
S1 |
7,741.12 |
7,741.12 |
7,805.29 |
7,700.47 |
S2 |
7,659.82 |
7,659.82 |
7,788.17 |
|
S3 |
7,473.08 |
7,554.38 |
7,771.06 |
|
S4 |
7,286.34 |
7,367.64 |
7,719.70 |
|
|
Weekly Pivots for week ending 05-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,778.90 |
8,621.88 |
7,999.09 |
|
R3 |
8,457.67 |
8,300.65 |
7,910.75 |
|
R2 |
8,136.44 |
8,136.44 |
7,881.30 |
|
R1 |
7,979.42 |
7,979.42 |
7,851.86 |
8,057.93 |
PP |
7,815.21 |
7,815.21 |
7,815.21 |
7,854.46 |
S1 |
7,658.19 |
7,658.19 |
7,792.96 |
7,736.70 |
S2 |
7,493.98 |
7,493.98 |
7,763.52 |
|
S3 |
7,172.75 |
7,336.96 |
7,734.07 |
|
S4 |
6,851.52 |
7,015.73 |
7,645.73 |
|
|
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% |
175.96 |
2.2% |
62% |
False |
False |
|
10 |
7,974.08 |
7,580.85 |
393.23 |
5.0% |
181.01 |
2.3% |
61% |
False |
False |
|
20 |
8,170.58 |
7,580.85 |
589.73 |
7.5% |
193.86 |
2.5% |
41% |
False |
False |
|
40 |
8,340.14 |
7,580.85 |
759.29 |
9.7% |
188.41 |
2.4% |
32% |
False |
False |
|
60 |
8,340.14 |
7,569.66 |
770.48 |
9.8% |
183.20 |
2.3% |
33% |
False |
False |
|
80 |
8,340.14 |
7,123.38 |
1,216.76 |
15.6% |
174.92 |
2.2% |
57% |
False |
False |
|
100 |
8,340.14 |
6,506.08 |
1,834.06 |
23.4% |
173.89 |
2.2% |
72% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.9% |
172.40 |
2.2% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,745.66 |
2.618 |
8,440.90 |
1.618 |
8,254.16 |
1.000 |
8,138.75 |
0.618 |
8,067.42 |
HIGH |
7,952.01 |
0.618 |
7,880.68 |
0.500 |
7,858.64 |
0.382 |
7,836.60 |
LOW |
7,765.27 |
0.618 |
7,649.86 |
1.000 |
7,578.53 |
1.618 |
7,463.12 |
2.618 |
7,276.38 |
4.250 |
6,971.63 |
|
|
Fisher Pivots for day following 05-Sep-1997 |
Pivot |
1 day |
3 day |
R1 |
7,858.64 |
7,868.75 |
PP |
7,846.56 |
7,853.30 |
S1 |
7,834.49 |
7,837.86 |
|