Trading Metrics calculated at close of trading on 08-Sep-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-1997 |
08-Sep-1997 |
Change |
Change % |
Previous Week |
Open |
7,867.24 |
7,822.41 |
-44.83 |
-0.6% |
7,622.42 |
High |
7,952.01 |
7,921.35 |
-30.66 |
-0.4% |
7,972.22 |
Low |
7,765.27 |
7,795.00 |
29.73 |
0.4% |
7,650.99 |
Close |
7,822.41 |
7,835.18 |
12.77 |
0.2% |
7,822.41 |
Range |
186.74 |
126.35 |
-60.39 |
-32.3% |
321.23 |
ATR |
188.28 |
183.85 |
-4.42 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,229.56 |
8,158.72 |
7,904.67 |
|
R3 |
8,103.21 |
8,032.37 |
7,869.93 |
|
R2 |
7,976.86 |
7,976.86 |
7,858.34 |
|
R1 |
7,906.02 |
7,906.02 |
7,846.76 |
7,941.44 |
PP |
7,850.51 |
7,850.51 |
7,850.51 |
7,868.22 |
S1 |
7,779.67 |
7,779.67 |
7,823.60 |
7,815.09 |
S2 |
7,724.16 |
7,724.16 |
7,812.02 |
|
S3 |
7,597.81 |
7,653.32 |
7,800.43 |
|
S4 |
7,471.46 |
7,526.97 |
7,765.69 |
|
|
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 |
7,650.99 |
321.23 |
4.1% |
171.46 |
2.2% |
57% |
False |
False |
|
10 |
7,974.08 |
7,580.85 |
393.23 |
5.0% |
172.69 |
2.2% |
65% |
False |
False |
|
20 |
8,132.49 |
7,580.85 |
551.64 |
7.0% |
189.71 |
2.4% |
46% |
False |
False |
|
40 |
8,340.14 |
7,580.85 |
759.29 |
9.7% |
187.91 |
2.4% |
33% |
False |
False |
|
60 |
8,340.14 |
7,579.60 |
760.54 |
9.7% |
182.44 |
2.3% |
34% |
False |
False |
|
80 |
8,340.14 |
7,123.38 |
1,216.76 |
15.5% |
174.71 |
2.2% |
58% |
False |
False |
|
100 |
8,340.14 |
6,594.38 |
1,745.76 |
22.3% |
173.13 |
2.2% |
71% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.8% |
172.15 |
2.2% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,458.34 |
2.618 |
8,252.13 |
1.618 |
8,125.78 |
1.000 |
8,047.70 |
0.618 |
7,999.43 |
HIGH |
7,921.35 |
0.618 |
7,873.08 |
0.500 |
7,858.18 |
0.382 |
7,843.27 |
LOW |
7,795.00 |
0.618 |
7,716.92 |
1.000 |
7,668.65 |
1.618 |
7,590.57 |
2.618 |
7,464.22 |
4.250 |
7,258.01 |
|
|
Fisher Pivots for day following 08-Sep-1997 |
Pivot |
1 day |
3 day |
R1 |
7,858.18 |
7,858.64 |
PP |
7,850.51 |
7,850.82 |
S1 |
7,842.85 |
7,843.00 |
|