Trading Metrics calculated at close of trading on 31-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-1997 |
31-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,740.74 |
6,823.86 |
83.12 |
1.2% |
6,696.48 |
High |
6,845.03 |
6,912.37 |
67.34 |
1.0% |
6,912.37 |
Low |
6,719.96 |
6,769.99 |
50.03 |
0.7% |
6,598.73 |
Close |
6,823.86 |
6,813.09 |
-10.77 |
-0.2% |
6,813.09 |
Range |
125.07 |
142.38 |
17.31 |
13.8% |
313.64 |
ATR |
148.43 |
148.00 |
-0.43 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,258.96 |
7,178.40 |
6,891.40 |
|
R3 |
7,116.58 |
7,036.02 |
6,852.24 |
|
R2 |
6,974.20 |
6,974.20 |
6,839.19 |
|
R1 |
6,893.64 |
6,893.64 |
6,826.14 |
6,862.73 |
PP |
6,831.82 |
6,831.82 |
6,831.82 |
6,816.36 |
S1 |
6,751.26 |
6,751.26 |
6,800.04 |
6,720.35 |
S2 |
6,689.44 |
6,689.44 |
6,786.99 |
|
S3 |
6,547.06 |
6,608.88 |
6,773.94 |
|
S4 |
6,404.68 |
6,466.50 |
6,734.78 |
|
|
Weekly Pivots for week ending 31-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,715.65 |
7,578.01 |
6,985.59 |
|
R3 |
7,402.01 |
7,264.37 |
6,899.34 |
|
R2 |
7,088.37 |
7,088.37 |
6,870.59 |
|
R1 |
6,950.73 |
6,950.73 |
6,841.84 |
7,019.55 |
PP |
6,774.73 |
6,774.73 |
6,774.73 |
6,809.14 |
S1 |
6,637.09 |
6,637.09 |
6,784.34 |
6,705.91 |
S2 |
6,461.09 |
6,461.09 |
6,755.59 |
|
S3 |
6,147.45 |
6,323.45 |
6,726.84 |
|
S4 |
5,833.81 |
6,009.81 |
6,640.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,912.37 |
6,598.73 |
313.64 |
4.6% |
153.55 |
2.3% |
68% |
True |
False |
|
10 |
6,953.55 |
6,598.73 |
354.82 |
5.2% |
160.17 |
2.4% |
60% |
False |
False |
|
20 |
6,953.55 |
6,481.75 |
471.80 |
6.9% |
150.83 |
2.2% |
70% |
False |
False |
|
40 |
6,953.55 |
6,206.83 |
746.72 |
11.0% |
143.73 |
2.1% |
81% |
False |
False |
|
60 |
6,953.55 |
6,060.69 |
892.86 |
13.1% |
133.63 |
2.0% |
84% |
False |
False |
|
80 |
6,953.55 |
5,876.58 |
1,076.97 |
15.8% |
126.67 |
1.9% |
87% |
False |
False |
|
100 |
6,953.55 |
5,696.85 |
1,256.70 |
18.4% |
119.61 |
1.8% |
89% |
False |
False |
|
120 |
6,953.55 |
5,550.37 |
1,403.18 |
20.6% |
113.77 |
1.7% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,517.49 |
2.618 |
7,285.12 |
1.618 |
7,142.74 |
1.000 |
7,054.75 |
0.618 |
7,000.36 |
HIGH |
6,912.37 |
0.618 |
6,857.98 |
0.500 |
6,841.18 |
0.382 |
6,824.38 |
LOW |
6,769.99 |
0.618 |
6,682.00 |
1.000 |
6,627.61 |
1.618 |
6,539.62 |
2.618 |
6,397.24 |
4.250 |
6,164.88 |
|
|
Fisher Pivots for day following 31-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,841.18 |
6,798.79 |
PP |
6,831.82 |
6,784.48 |
S1 |
6,822.45 |
6,770.18 |
|