Trading Metrics calculated at close of trading on 02-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-1996 |
02-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,549.37 |
6,448.27 |
-101.10 |
-1.5% |
6,484.40 |
High |
6,580.90 |
6,511.38 |
-69.52 |
-1.1% |
6,607.81 |
Low |
6,421.74 |
6,318.96 |
-102.78 |
-1.6% |
6,428.27 |
Close |
6,448.27 |
6,442.49 |
-5.78 |
-0.1% |
6,560.91 |
Range |
159.16 |
192.42 |
33.26 |
20.9% |
179.54 |
ATR |
125.00 |
129.81 |
4.82 |
3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,001.54 |
6,914.43 |
6,548.32 |
|
R3 |
6,809.12 |
6,722.01 |
6,495.41 |
|
R2 |
6,616.70 |
6,616.70 |
6,477.77 |
|
R1 |
6,529.59 |
6,529.59 |
6,460.13 |
6,476.94 |
PP |
6,424.28 |
6,424.28 |
6,424.28 |
6,397.95 |
S1 |
6,337.17 |
6,337.17 |
6,424.85 |
6,284.52 |
S2 |
6,231.86 |
6,231.86 |
6,407.21 |
|
S3 |
6,039.44 |
6,144.75 |
6,389.57 |
|
S4 |
5,847.02 |
5,952.33 |
6,336.66 |
|
|
Weekly Pivots for week ending 27-Dec-1996 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,070.95 |
6,995.47 |
6,659.66 |
|
R3 |
6,891.41 |
6,815.93 |
6,610.28 |
|
R2 |
6,711.87 |
6,711.87 |
6,593.83 |
|
R1 |
6,636.39 |
6,636.39 |
6,577.37 |
6,674.13 |
PP |
6,532.33 |
6,532.33 |
6,532.33 |
6,551.20 |
S1 |
6,456.85 |
6,456.85 |
6,544.45 |
6,494.59 |
S2 |
6,352.79 |
6,352.79 |
6,527.99 |
|
S3 |
6,173.25 |
6,277.31 |
6,511.54 |
|
S4 |
5,993.71 |
6,097.77 |
6,462.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,623.96 |
6,318.96 |
305.00 |
4.7% |
130.60 |
2.0% |
41% |
False |
True |
|
10 |
6,623.96 |
6,272.96 |
351.00 |
5.4% |
126.97 |
2.0% |
48% |
False |
False |
|
20 |
6,623.96 |
6,206.83 |
417.13 |
6.5% |
136.31 |
2.1% |
56% |
False |
False |
|
40 |
6,623.96 |
6,029.01 |
594.95 |
9.2% |
123.70 |
1.9% |
69% |
False |
False |
|
60 |
6,623.96 |
5,876.58 |
747.38 |
11.6% |
117.82 |
1.8% |
76% |
False |
False |
|
80 |
6,623.96 |
5,681.68 |
942.28 |
14.6% |
111.01 |
1.7% |
81% |
False |
False |
|
100 |
6,623.96 |
5,550.37 |
1,073.59 |
16.7% |
105.83 |
1.6% |
83% |
False |
False |
|
120 |
6,623.96 |
5,170.11 |
1,453.85 |
22.6% |
108.27 |
1.7% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,329.17 |
2.618 |
7,015.14 |
1.618 |
6,822.72 |
1.000 |
6,703.80 |
0.618 |
6,630.30 |
HIGH |
6,511.38 |
0.618 |
6,437.88 |
0.500 |
6,415.17 |
0.382 |
6,392.46 |
LOW |
6,318.96 |
0.618 |
6,200.04 |
1.000 |
6,126.54 |
1.618 |
6,007.62 |
2.618 |
5,815.20 |
4.250 |
5,501.18 |
|
|
Fisher Pivots for day following 02-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,433.38 |
6,471.46 |
PP |
6,424.28 |
6,461.80 |
S1 |
6,415.17 |
6,452.15 |
|