Trading Metrics calculated at close of trading on 25-Sep-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-1997 |
25-Sep-1997 |
Change |
Change % |
Previous Week |
Open |
7,970.06 |
7,906.71 |
-63.35 |
-0.8% |
7,742.97 |
High |
8,065.84 |
7,962.70 |
-103.14 |
-1.3% |
8,049.36 |
Low |
7,866.19 |
7,802.34 |
-63.85 |
-0.8% |
7,680.95 |
Close |
7,906.71 |
7,848.01 |
-58.70 |
-0.7% |
7,917.27 |
Range |
199.65 |
160.36 |
-39.29 |
-19.7% |
368.41 |
ATR |
182.41 |
180.84 |
-1.58 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,352.10 |
8,260.41 |
7,936.21 |
|
R3 |
8,191.74 |
8,100.05 |
7,892.11 |
|
R2 |
8,031.38 |
8,031.38 |
7,877.41 |
|
R1 |
7,939.69 |
7,939.69 |
7,862.71 |
7,905.36 |
PP |
7,871.02 |
7,871.02 |
7,871.02 |
7,853.85 |
S1 |
7,779.33 |
7,779.33 |
7,833.31 |
7,745.00 |
S2 |
7,710.66 |
7,710.66 |
7,818.61 |
|
S3 |
7,550.30 |
7,618.97 |
7,803.91 |
|
S4 |
7,389.94 |
7,458.61 |
7,759.81 |
|
|
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 |
7,802.34 |
276.02 |
3.5% |
172.84 |
2.2% |
17% |
False |
True |
|
10 |
8,078.36 |
7,584.56 |
493.80 |
6.3% |
180.81 |
2.3% |
53% |
False |
False |
|
20 |
8,078.36 |
7,556.23 |
522.13 |
6.7% |
176.80 |
2.3% |
56% |
False |
False |
|
40 |
8,340.14 |
7,556.23 |
783.91 |
10.0% |
184.23 |
2.3% |
37% |
False |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
10.0% |
184.86 |
2.4% |
37% |
False |
False |
|
80 |
8,340.14 |
7,214.29 |
1,125.85 |
14.3% |
179.25 |
2.3% |
56% |
False |
False |
|
100 |
8,340.14 |
7,040.30 |
1,299.84 |
16.6% |
174.49 |
2.2% |
62% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.8% |
173.15 |
2.2% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,644.23 |
2.618 |
8,382.52 |
1.618 |
8,222.16 |
1.000 |
8,123.06 |
0.618 |
8,061.80 |
HIGH |
7,962.70 |
0.618 |
7,901.44 |
0.500 |
7,882.52 |
0.382 |
7,863.60 |
LOW |
7,802.34 |
0.618 |
7,703.24 |
1.000 |
7,641.98 |
1.618 |
7,542.88 |
2.618 |
7,382.52 |
4.250 |
7,120.81 |
|
|
Fisher Pivots for day following 25-Sep-1997 |
Pivot |
1 day |
3 day |
R1 |
7,882.52 |
7,934.09 |
PP |
7,871.02 |
7,905.40 |
S1 |
7,859.51 |
7,876.70 |
|