Trading Metrics calculated at close of trading on 11-Sep-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-1997 |
11-Sep-1997 |
Change |
Change % |
Previous Week |
Open |
7,851.91 |
7,719.28 |
-132.63 |
-1.7% |
7,622.42 |
High |
7,868.16 |
7,745.29 |
-122.87 |
-1.6% |
7,972.22 |
Low |
7,686.30 |
7,556.23 |
-130.07 |
-1.7% |
7,650.99 |
Close |
7,719.28 |
7,660.98 |
-58.30 |
-0.8% |
7,822.41 |
Range |
181.86 |
189.06 |
7.20 |
4.0% |
321.23 |
ATR |
181.70 |
182.23 |
0.53 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,221.35 |
8,130.22 |
7,764.96 |
|
R3 |
8,032.29 |
7,941.16 |
7,712.97 |
|
R2 |
7,843.23 |
7,843.23 |
7,695.64 |
|
R1 |
7,752.10 |
7,752.10 |
7,678.31 |
7,703.14 |
PP |
7,654.17 |
7,654.17 |
7,654.17 |
7,629.68 |
S1 |
7,563.04 |
7,563.04 |
7,643.65 |
7,514.08 |
S2 |
7,465.11 |
7,465.11 |
7,626.32 |
|
S3 |
7,276.05 |
7,373.98 |
7,608.99 |
|
S4 |
7,086.99 |
7,184.92 |
7,557.00 |
|
|
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 |
7,556.23 |
395.78 |
5.2% |
167.51 |
2.2% |
26% |
False |
True |
|
10 |
7,972.22 |
7,556.23 |
415.99 |
5.4% |
172.78 |
2.3% |
25% |
False |
True |
|
20 |
8,043.06 |
7,556.23 |
486.83 |
6.4% |
184.27 |
2.4% |
22% |
False |
True |
|
40 |
8,340.14 |
7,556.23 |
783.91 |
10.2% |
187.23 |
2.4% |
13% |
False |
True |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
10.2% |
183.94 |
2.4% |
13% |
False |
True |
|
80 |
8,340.14 |
7,123.38 |
1,216.76 |
15.9% |
175.85 |
2.3% |
44% |
False |
False |
|
100 |
8,340.14 |
6,628.50 |
1,711.64 |
22.3% |
173.80 |
2.3% |
60% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
26.4% |
172.91 |
2.3% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,548.80 |
2.618 |
8,240.25 |
1.618 |
8,051.19 |
1.000 |
7,934.35 |
0.618 |
7,862.13 |
HIGH |
7,745.29 |
0.618 |
7,673.07 |
0.500 |
7,650.76 |
0.382 |
7,628.45 |
LOW |
7,556.23 |
0.618 |
7,439.39 |
1.000 |
7,367.17 |
1.618 |
7,250.33 |
2.618 |
7,061.27 |
4.250 |
6,752.73 |
|
|
Fisher Pivots for day following 11-Sep-1997 |
Pivot |
1 day |
3 day |
R1 |
7,657.57 |
7,739.14 |
PP |
7,654.17 |
7,713.09 |
S1 |
7,650.76 |
7,687.03 |
|