Trading Metrics calculated at close of trading on 19-Sep-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-1997 |
19-Sep-1997 |
Change |
Change % |
Previous Week |
Open |
7,886.44 |
7,922.72 |
36.28 |
0.5% |
7,742.97 |
High |
8,049.36 |
7,972.29 |
-77.07 |
-1.0% |
8,049.36 |
Low |
7,858.93 |
7,820.03 |
-38.90 |
-0.5% |
7,680.95 |
Close |
7,922.72 |
7,917.27 |
-5.45 |
-0.1% |
7,917.27 |
Range |
190.43 |
152.26 |
-38.17 |
-20.0% |
368.41 |
ATR |
184.27 |
181.98 |
-2.29 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,359.98 |
8,290.88 |
8,001.01 |
|
R3 |
8,207.72 |
8,138.62 |
7,959.14 |
|
R2 |
8,055.46 |
8,055.46 |
7,945.18 |
|
R1 |
7,986.36 |
7,986.36 |
7,931.23 |
7,944.78 |
PP |
7,903.20 |
7,903.20 |
7,903.20 |
7,882.41 |
S1 |
7,834.10 |
7,834.10 |
7,903.31 |
7,792.52 |
S2 |
7,750.94 |
7,750.94 |
7,889.36 |
|
S3 |
7,598.68 |
7,681.84 |
7,875.40 |
|
S4 |
7,446.42 |
7,529.58 |
7,833.53 |
|
|
Weekly Pivots for week ending 19-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,987.76 |
8,820.92 |
8,119.90 |
|
R3 |
8,619.35 |
8,452.51 |
8,018.58 |
|
R2 |
8,250.94 |
8,250.94 |
7,984.81 |
|
R1 |
8,084.10 |
8,084.10 |
7,951.04 |
8,167.52 |
PP |
7,882.53 |
7,882.53 |
7,882.53 |
7,924.24 |
S1 |
7,715.69 |
7,715.69 |
7,883.50 |
7,799.11 |
S2 |
7,514.12 |
7,514.12 |
7,849.73 |
|
S3 |
7,145.71 |
7,347.28 |
7,815.96 |
|
S4 |
6,777.30 |
6,978.87 |
7,714.64 |
|
|
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 |
7,680.95 |
368.41 |
4.7% |
180.22 |
2.3% |
64% |
False |
False |
|
10 |
8,049.36 |
7,556.23 |
493.13 |
6.2% |
174.70 |
2.2% |
73% |
False |
False |
|
20 |
8,049.36 |
7,556.23 |
493.13 |
6.2% |
177.85 |
2.2% |
73% |
False |
False |
|
40 |
8,340.14 |
7,556.23 |
783.91 |
9.9% |
183.22 |
2.3% |
46% |
False |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
9.9% |
184.95 |
2.3% |
46% |
False |
False |
|
80 |
8,340.14 |
7,203.99 |
1,136.15 |
14.4% |
177.96 |
2.2% |
63% |
False |
False |
|
100 |
8,340.14 |
6,891.39 |
1,448.75 |
18.3% |
174.28 |
2.2% |
71% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.6% |
172.52 |
2.2% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,619.40 |
2.618 |
8,370.91 |
1.618 |
8,218.65 |
1.000 |
8,124.55 |
0.618 |
8,066.39 |
HIGH |
7,972.29 |
0.618 |
7,914.13 |
0.500 |
7,896.16 |
0.382 |
7,878.19 |
LOW |
7,820.03 |
0.618 |
7,725.93 |
1.000 |
7,667.77 |
1.618 |
7,573.67 |
2.618 |
7,421.41 |
4.250 |
7,172.93 |
|
|
Fisher Pivots for day following 19-Sep-1997 |
Pivot |
1 day |
3 day |
R1 |
7,910.23 |
7,932.92 |
PP |
7,903.20 |
7,927.70 |
S1 |
7,896.16 |
7,922.49 |
|