Trading Metrics calculated at close of trading on 29-Sep-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-1997 |
29-Sep-1997 |
Change |
Change % |
Previous Week |
Open |
7,848.01 |
7,922.18 |
74.17 |
0.9% |
7,917.27 |
High |
7,970.80 |
8,030.48 |
59.68 |
0.7% |
8,078.36 |
Low |
7,853.66 |
7,862.99 |
9.33 |
0.1% |
7,802.34 |
Close |
7,922.18 |
7,991.43 |
69.25 |
0.9% |
7,922.18 |
Range |
117.14 |
167.49 |
50.35 |
43.0% |
276.02 |
ATR |
176.69 |
176.03 |
-0.66 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,464.10 |
8,395.26 |
8,083.55 |
|
R3 |
8,296.61 |
8,227.77 |
8,037.49 |
|
R2 |
8,129.12 |
8,129.12 |
8,022.14 |
|
R1 |
8,060.28 |
8,060.28 |
8,006.78 |
8,094.70 |
PP |
7,961.63 |
7,961.63 |
7,961.63 |
7,978.85 |
S1 |
7,892.79 |
7,892.79 |
7,976.08 |
7,927.21 |
S2 |
7,794.14 |
7,794.14 |
7,960.72 |
|
S3 |
7,626.65 |
7,725.30 |
7,945.37 |
|
S4 |
7,459.16 |
7,557.81 |
7,899.31 |
|
|
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 |
8,065.84 |
7,802.34 |
263.50 |
3.3% |
161.49 |
2.0% |
72% |
False |
False |
|
10 |
8,078.36 |
7,709.75 |
368.61 |
4.6% |
174.57 |
2.2% |
76% |
False |
False |
|
20 |
8,078.36 |
7,556.23 |
522.13 |
6.5% |
173.73 |
2.2% |
83% |
False |
False |
|
40 |
8,340.14 |
7,556.23 |
783.91 |
9.8% |
181.48 |
2.3% |
56% |
False |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
9.8% |
184.39 |
2.3% |
56% |
False |
False |
|
80 |
8,340.14 |
7,290.26 |
1,049.88 |
13.1% |
179.42 |
2.2% |
67% |
False |
False |
|
100 |
8,340.14 |
7,040.30 |
1,299.84 |
16.3% |
173.91 |
2.2% |
73% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.3% |
173.12 |
2.2% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,742.31 |
2.618 |
8,468.97 |
1.618 |
8,301.48 |
1.000 |
8,197.97 |
0.618 |
8,133.99 |
HIGH |
8,030.48 |
0.618 |
7,966.50 |
0.500 |
7,946.74 |
0.382 |
7,926.97 |
LOW |
7,862.99 |
0.618 |
7,759.48 |
1.000 |
7,695.50 |
1.618 |
7,591.99 |
2.618 |
7,424.50 |
4.250 |
7,151.16 |
|
|
Fisher Pivots for day following 29-Sep-1997 |
Pivot |
1 day |
3 day |
R1 |
7,976.53 |
7,966.42 |
PP |
7,961.63 |
7,941.42 |
S1 |
7,946.74 |
7,916.41 |
|