Trading Metrics calculated at close of trading on 18-Sep-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-1997 |
18-Sep-1997 |
Change |
Change % |
Previous Week |
Open |
7,895.92 |
7,886.44 |
-9.48 |
-0.1% |
7,822.41 |
High |
7,981.54 |
8,049.36 |
67.82 |
0.8% |
7,922.05 |
Low |
7,816.47 |
7,858.93 |
42.46 |
0.5% |
7,556.23 |
Close |
7,886.44 |
7,922.72 |
36.28 |
0.5% |
7,742.97 |
Range |
165.07 |
190.43 |
25.36 |
15.4% |
365.82 |
ATR |
183.80 |
184.27 |
0.47 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,514.96 |
8,409.27 |
8,027.46 |
|
R3 |
8,324.53 |
8,218.84 |
7,975.09 |
|
R2 |
8,134.10 |
8,134.10 |
7,957.63 |
|
R1 |
8,028.41 |
8,028.41 |
7,940.18 |
8,081.26 |
PP |
7,943.67 |
7,943.67 |
7,943.67 |
7,970.09 |
S1 |
7,837.98 |
7,837.98 |
7,905.26 |
7,890.83 |
S2 |
7,753.24 |
7,753.24 |
7,887.81 |
|
S3 |
7,562.81 |
7,647.55 |
7,870.35 |
|
S4 |
7,372.38 |
7,457.12 |
7,817.98 |
|
|
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 |
8,049.36 |
7,584.56 |
464.80 |
5.9% |
188.79 |
2.4% |
73% |
True |
False |
|
10 |
8,049.36 |
7,556.23 |
493.13 |
6.2% |
178.15 |
2.2% |
74% |
True |
False |
|
20 |
8,049.36 |
7,556.23 |
493.13 |
6.2% |
180.69 |
2.3% |
74% |
True |
False |
|
40 |
8,340.14 |
7,556.23 |
783.91 |
9.9% |
184.56 |
2.3% |
47% |
False |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
9.9% |
186.03 |
2.3% |
47% |
False |
False |
|
80 |
8,340.14 |
7,203.99 |
1,136.15 |
14.3% |
177.84 |
2.2% |
63% |
False |
False |
|
100 |
8,340.14 |
6,820.75 |
1,519.39 |
19.2% |
174.53 |
2.2% |
73% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.6% |
172.80 |
2.2% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,858.69 |
2.618 |
8,547.91 |
1.618 |
8,357.48 |
1.000 |
8,239.79 |
0.618 |
8,167.05 |
HIGH |
8,049.36 |
0.618 |
7,976.62 |
0.500 |
7,954.15 |
0.382 |
7,931.67 |
LOW |
7,858.93 |
0.618 |
7,741.24 |
1.000 |
7,668.50 |
1.618 |
7,550.81 |
2.618 |
7,360.38 |
4.250 |
7,049.60 |
|
|
Fisher Pivots for day following 18-Sep-1997 |
Pivot |
1 day |
3 day |
R1 |
7,954.15 |
7,908.33 |
PP |
7,943.67 |
7,893.94 |
S1 |
7,933.20 |
7,879.56 |
|