Trading Metrics calculated at close of trading on 10-Sep-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-1997 |
10-Sep-1997 |
Change |
Change % |
Previous Week |
Open |
7,835.18 |
7,851.91 |
16.73 |
0.2% |
7,622.42 |
High |
7,922.05 |
7,868.16 |
-53.89 |
-0.7% |
7,972.22 |
Low |
7,768.52 |
7,686.30 |
-82.22 |
-1.1% |
7,650.99 |
Close |
7,851.91 |
7,719.28 |
-132.63 |
-1.7% |
7,822.41 |
Range |
153.53 |
181.86 |
28.33 |
18.5% |
321.23 |
ATR |
181.69 |
181.70 |
0.01 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,303.49 |
8,193.25 |
7,819.30 |
|
R3 |
8,121.63 |
8,011.39 |
7,769.29 |
|
R2 |
7,939.77 |
7,939.77 |
7,752.62 |
|
R1 |
7,829.53 |
7,829.53 |
7,735.95 |
7,793.72 |
PP |
7,757.91 |
7,757.91 |
7,757.91 |
7,740.01 |
S1 |
7,647.67 |
7,647.67 |
7,702.61 |
7,611.86 |
S2 |
7,576.05 |
7,576.05 |
7,685.94 |
|
S3 |
7,394.19 |
7,465.81 |
7,669.27 |
|
S4 |
7,212.33 |
7,283.95 |
7,619.26 |
|
|
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 |
7,952.01 |
7,686.30 |
265.71 |
3.4% |
159.29 |
2.1% |
12% |
False |
True |
|
10 |
7,972.22 |
7,580.85 |
391.37 |
5.1% |
172.27 |
2.2% |
35% |
False |
False |
|
20 |
8,075.58 |
7,580.85 |
494.73 |
6.4% |
186.19 |
2.4% |
28% |
False |
False |
|
40 |
8,340.14 |
7,580.85 |
759.29 |
9.8% |
187.21 |
2.4% |
18% |
False |
False |
|
60 |
8,340.14 |
7,579.60 |
760.54 |
9.9% |
183.36 |
2.4% |
18% |
False |
False |
|
80 |
8,340.14 |
7,123.38 |
1,216.76 |
15.8% |
175.16 |
2.3% |
49% |
False |
False |
|
100 |
8,340.14 |
6,594.38 |
1,745.76 |
22.6% |
173.65 |
2.2% |
64% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
26.2% |
172.56 |
2.2% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,641.07 |
2.618 |
8,344.27 |
1.618 |
8,162.41 |
1.000 |
8,050.02 |
0.618 |
7,980.55 |
HIGH |
7,868.16 |
0.618 |
7,798.69 |
0.500 |
7,777.23 |
0.382 |
7,755.77 |
LOW |
7,686.30 |
0.618 |
7,573.91 |
1.000 |
7,504.44 |
1.618 |
7,392.05 |
2.618 |
7,210.19 |
4.250 |
6,913.40 |
|
|
Fisher Pivots for day following 10-Sep-1997 |
Pivot |
1 day |
3 day |
R1 |
7,777.23 |
7,804.18 |
PP |
7,757.91 |
7,775.88 |
S1 |
7,738.60 |
7,747.58 |
|