Trading Metrics calculated at close of trading on 12-Sep-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-1997 |
12-Sep-1997 |
Change |
Change % |
Previous Week |
Open |
7,719.28 |
7,660.98 |
-58.30 |
-0.8% |
7,822.41 |
High |
7,745.29 |
7,779.67 |
34.38 |
0.4% |
7,922.05 |
Low |
7,556.23 |
7,584.56 |
28.33 |
0.4% |
7,556.23 |
Close |
7,660.98 |
7,742.97 |
81.99 |
1.1% |
7,742.97 |
Range |
189.06 |
195.11 |
6.05 |
3.2% |
365.82 |
ATR |
182.23 |
183.15 |
0.92 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,287.73 |
8,210.46 |
7,850.28 |
|
R3 |
8,092.62 |
8,015.35 |
7,796.63 |
|
R2 |
7,897.51 |
7,897.51 |
7,778.74 |
|
R1 |
7,820.24 |
7,820.24 |
7,760.86 |
7,858.88 |
PP |
7,702.40 |
7,702.40 |
7,702.40 |
7,721.72 |
S1 |
7,625.13 |
7,625.13 |
7,725.08 |
7,663.77 |
S2 |
7,507.29 |
7,507.29 |
7,707.20 |
|
S3 |
7,312.18 |
7,430.02 |
7,689.31 |
|
S4 |
7,117.07 |
7,234.91 |
7,635.66 |
|
|
Weekly Pivots for week ending 12-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,837.88 |
8,656.24 |
7,944.17 |
|
R3 |
8,472.06 |
8,290.42 |
7,843.57 |
|
R2 |
8,106.24 |
8,106.24 |
7,810.04 |
|
R1 |
7,924.60 |
7,924.60 |
7,776.50 |
7,832.51 |
PP |
7,740.42 |
7,740.42 |
7,740.42 |
7,694.37 |
S1 |
7,558.78 |
7,558.78 |
7,709.44 |
7,466.69 |
S2 |
7,374.60 |
7,374.60 |
7,675.90 |
|
S3 |
7,008.78 |
7,192.96 |
7,642.37 |
|
S4 |
6,642.96 |
6,827.14 |
7,541.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,922.05 |
7,556.23 |
365.82 |
4.7% |
169.18 |
2.2% |
51% |
False |
False |
|
10 |
7,972.22 |
7,556.23 |
415.99 |
5.4% |
172.57 |
2.2% |
45% |
False |
False |
|
20 |
8,043.06 |
7,556.23 |
486.83 |
6.3% |
184.82 |
2.4% |
38% |
False |
False |
|
40 |
8,340.14 |
7,556.23 |
783.91 |
10.1% |
186.45 |
2.4% |
24% |
False |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
10.1% |
184.89 |
2.4% |
24% |
False |
False |
|
80 |
8,340.14 |
7,203.99 |
1,136.15 |
14.7% |
175.63 |
2.3% |
47% |
False |
False |
|
100 |
8,340.14 |
6,667.03 |
1,673.11 |
21.6% |
173.46 |
2.2% |
64% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
26.1% |
172.97 |
2.2% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,608.89 |
2.618 |
8,290.47 |
1.618 |
8,095.36 |
1.000 |
7,974.78 |
0.618 |
7,900.25 |
HIGH |
7,779.67 |
0.618 |
7,705.14 |
0.500 |
7,682.12 |
0.382 |
7,659.09 |
LOW |
7,584.56 |
0.618 |
7,463.98 |
1.000 |
7,389.45 |
1.618 |
7,268.87 |
2.618 |
7,073.76 |
4.250 |
6,755.34 |
|
|
Fisher Pivots for day following 12-Sep-1997 |
Pivot |
1 day |
3 day |
R1 |
7,722.69 |
7,732.71 |
PP |
7,702.40 |
7,722.45 |
S1 |
7,682.12 |
7,712.20 |
|