Trading Metrics calculated at close of trading on 05-Feb-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-1997 |
05-Feb-1997 |
Change |
Change % |
Previous Week |
Open |
6,806.16 |
6,833.48 |
27.32 |
0.4% |
6,696.48 |
High |
6,859.65 |
6,913.14 |
53.49 |
0.8% |
6,912.37 |
Low |
6,738.43 |
6,704.56 |
-33.87 |
-0.5% |
6,598.73 |
Close |
6,833.48 |
6,746.90 |
-86.58 |
-1.3% |
6,813.09 |
Range |
121.22 |
208.58 |
87.36 |
72.1% |
313.64 |
ATR |
144.57 |
149.14 |
4.57 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Feb-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,413.94 |
7,289.00 |
6,861.62 |
|
R3 |
7,205.36 |
7,080.42 |
6,804.26 |
|
R2 |
6,996.78 |
6,996.78 |
6,785.14 |
|
R1 |
6,871.84 |
6,871.84 |
6,766.02 |
6,830.02 |
PP |
6,788.20 |
6,788.20 |
6,788.20 |
6,767.29 |
S1 |
6,663.26 |
6,663.26 |
6,727.78 |
6,621.44 |
S2 |
6,579.62 |
6,579.62 |
6,708.66 |
|
S3 |
6,371.04 |
6,454.68 |
6,689.54 |
|
S4 |
6,162.46 |
6,246.10 |
6,632.18 |
|
|
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 |
6,913.14 |
6,704.56 |
208.58 |
3.1% |
144.46 |
2.1% |
20% |
True |
True |
|
10 |
6,953.55 |
6,598.73 |
354.82 |
5.3% |
162.05 |
2.4% |
42% |
False |
False |
|
20 |
6,953.55 |
6,520.23 |
433.32 |
6.4% |
152.61 |
2.3% |
52% |
False |
False |
|
40 |
6,953.55 |
6,206.83 |
746.72 |
11.1% |
144.72 |
2.1% |
72% |
False |
False |
|
60 |
6,953.55 |
6,198.58 |
754.97 |
11.2% |
135.47 |
2.0% |
73% |
False |
False |
|
80 |
6,953.55 |
5,938.82 |
1,014.73 |
15.0% |
129.10 |
1.9% |
80% |
False |
False |
|
100 |
6,953.55 |
5,818.17 |
1,135.38 |
16.8% |
121.74 |
1.8% |
82% |
False |
False |
|
120 |
6,953.55 |
5,550.37 |
1,403.18 |
20.8% |
115.52 |
1.7% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,799.61 |
2.618 |
7,459.20 |
1.618 |
7,250.62 |
1.000 |
7,121.72 |
0.618 |
7,042.04 |
HIGH |
6,913.14 |
0.618 |
6,833.46 |
0.500 |
6,808.85 |
0.382 |
6,784.24 |
LOW |
6,704.56 |
0.618 |
6,575.66 |
1.000 |
6,495.98 |
1.618 |
6,367.08 |
2.618 |
6,158.50 |
4.250 |
5,818.10 |
|
|
Fisher Pivots for day following 05-Feb-1997 |
Pivot |
1 day |
3 day |
R1 |
6,808.85 |
6,808.85 |
PP |
6,788.20 |
6,788.20 |
S1 |
6,767.55 |
6,767.55 |
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