Trading Metrics calculated at close of trading on 24-Sep-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-1997 |
24-Sep-1997 |
Change |
Change % |
Previous Week |
Open |
7,996.83 |
7,970.06 |
-26.77 |
-0.3% |
7,742.97 |
High |
8,048.16 |
8,065.84 |
17.68 |
0.2% |
8,049.36 |
Low |
7,885.34 |
7,866.19 |
-19.15 |
-0.2% |
7,680.95 |
Close |
7,970.06 |
7,906.71 |
-63.35 |
-0.8% |
7,917.27 |
Range |
162.82 |
199.65 |
36.83 |
22.6% |
368.41 |
ATR |
181.09 |
182.41 |
1.33 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,545.20 |
8,425.60 |
8,016.52 |
|
R3 |
8,345.55 |
8,225.95 |
7,961.61 |
|
R2 |
8,145.90 |
8,145.90 |
7,943.31 |
|
R1 |
8,026.30 |
8,026.30 |
7,925.01 |
7,986.28 |
PP |
7,946.25 |
7,946.25 |
7,946.25 |
7,926.23 |
S1 |
7,826.65 |
7,826.65 |
7,888.41 |
7,786.63 |
S2 |
7,746.60 |
7,746.60 |
7,870.11 |
|
S3 |
7,546.95 |
7,627.00 |
7,851.81 |
|
S4 |
7,347.30 |
7,427.35 |
7,796.90 |
|
|
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 |
7,820.03 |
258.33 |
3.3% |
178.85 |
2.3% |
34% |
False |
False |
|
10 |
8,078.36 |
7,556.23 |
522.13 |
6.6% |
183.68 |
2.3% |
67% |
False |
False |
|
20 |
8,078.36 |
7,556.23 |
522.13 |
6.6% |
177.98 |
2.3% |
67% |
False |
False |
|
40 |
8,340.14 |
7,556.23 |
783.91 |
9.9% |
184.13 |
2.3% |
45% |
False |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
9.9% |
185.31 |
2.3% |
45% |
False |
False |
|
80 |
8,340.14 |
7,214.29 |
1,125.85 |
14.2% |
179.19 |
2.3% |
62% |
False |
False |
|
100 |
8,340.14 |
7,029.46 |
1,310.68 |
16.6% |
174.91 |
2.2% |
67% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.6% |
172.90 |
2.2% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,914.35 |
2.618 |
8,588.52 |
1.618 |
8,388.87 |
1.000 |
8,265.49 |
0.618 |
8,189.22 |
HIGH |
8,065.84 |
0.618 |
7,989.57 |
0.500 |
7,966.02 |
0.382 |
7,942.46 |
LOW |
7,866.19 |
0.618 |
7,742.81 |
1.000 |
7,666.54 |
1.618 |
7,543.16 |
2.618 |
7,343.51 |
4.250 |
7,017.68 |
|
|
Fisher Pivots for day following 24-Sep-1997 |
Pivot |
1 day |
3 day |
R1 |
7,966.02 |
7,972.28 |
PP |
7,946.25 |
7,950.42 |
S1 |
7,926.48 |
7,928.57 |
|