Trading Metrics calculated at close of trading on 26-Sep-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-1997 |
26-Sep-1997 |
Change |
Change % |
Previous Week |
Open |
7,906.71 |
7,848.01 |
-58.70 |
-0.7% |
7,917.27 |
High |
7,962.70 |
7,970.80 |
8.10 |
0.1% |
8,078.36 |
Low |
7,802.34 |
7,853.66 |
51.32 |
0.7% |
7,802.34 |
Close |
7,848.01 |
7,922.18 |
74.17 |
0.9% |
7,922.18 |
Range |
160.36 |
117.14 |
-43.22 |
-27.0% |
276.02 |
ATR |
180.84 |
176.69 |
-4.15 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,266.97 |
8,211.71 |
7,986.61 |
|
R3 |
8,149.83 |
8,094.57 |
7,954.39 |
|
R2 |
8,032.69 |
8,032.69 |
7,943.66 |
|
R1 |
7,977.43 |
7,977.43 |
7,932.92 |
8,005.06 |
PP |
7,915.55 |
7,915.55 |
7,915.55 |
7,929.36 |
S1 |
7,860.29 |
7,860.29 |
7,911.44 |
7,887.92 |
S2 |
7,798.41 |
7,798.41 |
7,900.70 |
|
S3 |
7,681.27 |
7,743.15 |
7,889.97 |
|
S4 |
7,564.13 |
7,626.01 |
7,857.75 |
|
|
Weekly Pivots for week ending 26-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,762.35 |
8,618.29 |
8,073.99 |
|
R3 |
8,486.33 |
8,342.27 |
7,998.09 |
|
R2 |
8,210.31 |
8,210.31 |
7,972.78 |
|
R1 |
8,066.25 |
8,066.25 |
7,947.48 |
8,138.28 |
PP |
7,934.29 |
7,934.29 |
7,934.29 |
7,970.31 |
S1 |
7,790.23 |
7,790.23 |
7,896.88 |
7,862.26 |
S2 |
7,658.27 |
7,658.27 |
7,871.58 |
|
S3 |
7,382.25 |
7,514.21 |
7,846.27 |
|
S4 |
7,106.23 |
7,238.19 |
7,770.37 |
|
|
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% |
165.81 |
2.1% |
43% |
False |
False |
|
10 |
8,078.36 |
7,680.95 |
397.41 |
5.0% |
173.02 |
2.2% |
61% |
False |
False |
|
20 |
8,078.36 |
7,556.23 |
522.13 |
6.6% |
172.79 |
2.2% |
70% |
False |
False |
|
40 |
8,340.14 |
7,556.23 |
783.91 |
9.9% |
182.94 |
2.3% |
47% |
False |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
9.9% |
184.04 |
2.3% |
47% |
False |
False |
|
80 |
8,340.14 |
7,241.33 |
1,098.81 |
13.9% |
179.02 |
2.3% |
62% |
False |
False |
|
100 |
8,340.14 |
7,040.30 |
1,299.84 |
16.4% |
174.05 |
2.2% |
68% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.6% |
172.91 |
2.2% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,468.65 |
2.618 |
8,277.47 |
1.618 |
8,160.33 |
1.000 |
8,087.94 |
0.618 |
8,043.19 |
HIGH |
7,970.80 |
0.618 |
7,926.05 |
0.500 |
7,912.23 |
0.382 |
7,898.41 |
LOW |
7,853.66 |
0.618 |
7,781.27 |
1.000 |
7,736.52 |
1.618 |
7,664.13 |
2.618 |
7,546.99 |
4.250 |
7,355.82 |
|
|
Fisher Pivots for day following 26-Sep-1997 |
Pivot |
1 day |
3 day |
R1 |
7,918.86 |
7,934.09 |
PP |
7,915.55 |
7,930.12 |
S1 |
7,912.23 |
7,926.15 |
|