Trading Metrics calculated at close of trading on 09-Sep-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-1997 |
09-Sep-1997 |
Change |
Change % |
Previous Week |
Open |
7,822.41 |
7,835.18 |
12.77 |
0.2% |
7,622.42 |
High |
7,921.35 |
7,922.05 |
0.70 |
0.0% |
7,972.22 |
Low |
7,795.00 |
7,768.52 |
-26.48 |
-0.3% |
7,650.99 |
Close |
7,835.18 |
7,851.91 |
16.73 |
0.2% |
7,822.41 |
Range |
126.35 |
153.53 |
27.18 |
21.5% |
321.23 |
ATR |
183.85 |
181.69 |
-2.17 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,308.08 |
8,233.53 |
7,936.35 |
|
R3 |
8,154.55 |
8,080.00 |
7,894.13 |
|
R2 |
8,001.02 |
8,001.02 |
7,880.06 |
|
R1 |
7,926.47 |
7,926.47 |
7,865.98 |
7,963.75 |
PP |
7,847.49 |
7,847.49 |
7,847.49 |
7,866.13 |
S1 |
7,772.94 |
7,772.94 |
7,837.84 |
7,810.22 |
S2 |
7,693.96 |
7,693.96 |
7,823.76 |
|
S3 |
7,540.43 |
7,619.41 |
7,809.69 |
|
S4 |
7,386.90 |
7,465.88 |
7,767.47 |
|
|
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 |
7,765.27 |
206.95 |
2.6% |
151.67 |
1.9% |
42% |
False |
False |
|
10 |
7,972.22 |
7,580.85 |
391.37 |
5.0% |
169.81 |
2.2% |
69% |
False |
False |
|
20 |
8,132.49 |
7,580.85 |
551.64 |
7.0% |
187.39 |
2.4% |
49% |
False |
False |
|
40 |
8,340.14 |
7,580.85 |
759.29 |
9.7% |
187.49 |
2.4% |
36% |
False |
False |
|
60 |
8,340.14 |
7,579.60 |
760.54 |
9.7% |
182.29 |
2.3% |
36% |
False |
False |
|
80 |
8,340.14 |
7,123.38 |
1,216.76 |
15.5% |
174.91 |
2.2% |
60% |
False |
False |
|
100 |
8,340.14 |
6,594.38 |
1,745.76 |
22.2% |
173.16 |
2.2% |
72% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.8% |
172.18 |
2.2% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,574.55 |
2.618 |
8,323.99 |
1.618 |
8,170.46 |
1.000 |
8,075.58 |
0.618 |
8,016.93 |
HIGH |
7,922.05 |
0.618 |
7,863.40 |
0.500 |
7,845.29 |
0.382 |
7,827.17 |
LOW |
7,768.52 |
0.618 |
7,673.64 |
1.000 |
7,614.99 |
1.618 |
7,520.11 |
2.618 |
7,366.58 |
4.250 |
7,116.02 |
|
|
Fisher Pivots for day following 09-Sep-1997 |
Pivot |
1 day |
3 day |
R1 |
7,849.70 |
7,858.64 |
PP |
7,847.49 |
7,856.40 |
S1 |
7,845.29 |
7,854.15 |
|