Trading Metrics calculated at close of trading on 23-Sep-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-1997 |
23-Sep-1997 |
Change |
Change % |
Previous Week |
Open |
7,917.27 |
7,996.83 |
79.56 |
1.0% |
7,742.97 |
High |
8,078.36 |
8,048.16 |
-30.20 |
-0.4% |
8,049.36 |
Low |
7,889.27 |
7,885.34 |
-3.93 |
0.0% |
7,680.95 |
Close |
7,996.83 |
7,970.06 |
-26.77 |
-0.3% |
7,917.27 |
Range |
189.09 |
162.82 |
-26.27 |
-13.9% |
368.41 |
ATR |
182.49 |
181.09 |
-1.41 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,456.31 |
8,376.01 |
8,059.61 |
|
R3 |
8,293.49 |
8,213.19 |
8,014.84 |
|
R2 |
8,130.67 |
8,130.67 |
7,999.91 |
|
R1 |
8,050.37 |
8,050.37 |
7,984.99 |
8,009.11 |
PP |
7,967.85 |
7,967.85 |
7,967.85 |
7,947.23 |
S1 |
7,887.55 |
7,887.55 |
7,955.13 |
7,846.29 |
S2 |
7,805.03 |
7,805.03 |
7,940.21 |
|
S3 |
7,642.21 |
7,724.73 |
7,925.28 |
|
S4 |
7,479.39 |
7,561.91 |
7,880.51 |
|
|
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 |
8,078.36 |
7,816.47 |
261.89 |
3.3% |
171.93 |
2.2% |
59% |
False |
False |
|
10 |
8,078.36 |
7,556.23 |
522.13 |
6.6% |
181.90 |
2.3% |
79% |
False |
False |
|
20 |
8,078.36 |
7,556.23 |
522.13 |
6.6% |
175.86 |
2.2% |
79% |
False |
False |
|
40 |
8,340.14 |
7,556.23 |
783.91 |
9.8% |
183.71 |
2.3% |
53% |
False |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
9.8% |
185.12 |
2.3% |
53% |
False |
False |
|
80 |
8,340.14 |
7,214.29 |
1,125.85 |
14.1% |
178.43 |
2.2% |
67% |
False |
False |
|
100 |
8,340.14 |
6,935.54 |
1,404.60 |
17.6% |
174.60 |
2.2% |
74% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.4% |
172.78 |
2.2% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,740.15 |
2.618 |
8,474.42 |
1.618 |
8,311.60 |
1.000 |
8,210.98 |
0.618 |
8,148.78 |
HIGH |
8,048.16 |
0.618 |
7,985.96 |
0.500 |
7,966.75 |
0.382 |
7,947.54 |
LOW |
7,885.34 |
0.618 |
7,784.72 |
1.000 |
7,722.52 |
1.618 |
7,621.90 |
2.618 |
7,459.08 |
4.250 |
7,193.36 |
|
|
Fisher Pivots for day following 23-Sep-1997 |
Pivot |
1 day |
3 day |
R1 |
7,968.96 |
7,963.11 |
PP |
7,967.85 |
7,956.15 |
S1 |
7,966.75 |
7,949.20 |
|