Trading Metrics calculated at close of trading on 22-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-1997 |
22-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
7,890.46 |
7,906.72 |
16.26 |
0.2% |
7,921.82 |
High |
7,981.51 |
8,093.93 |
112.42 |
1.4% |
8,136.67 |
Low |
7,783.85 |
7,870.72 |
86.87 |
1.1% |
7,829.61 |
Close |
7,906.72 |
8,061.65 |
154.93 |
2.0% |
7,890.46 |
Range |
197.66 |
223.21 |
25.55 |
12.9% |
307.06 |
ATR |
182.54 |
185.45 |
2.90 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,678.40 |
8,593.23 |
8,184.42 |
|
R3 |
8,455.19 |
8,370.02 |
8,123.03 |
|
R2 |
8,231.98 |
8,231.98 |
8,102.57 |
|
R1 |
8,146.81 |
8,146.81 |
8,082.11 |
8,189.40 |
PP |
8,008.77 |
8,008.77 |
8,008.77 |
8,030.06 |
S1 |
7,923.60 |
7,923.60 |
8,041.19 |
7,966.19 |
S2 |
7,785.56 |
7,785.56 |
8,020.73 |
|
S3 |
7,562.35 |
7,700.39 |
8,000.27 |
|
S4 |
7,339.14 |
7,477.18 |
7,938.88 |
|
|
Weekly Pivots for week ending 18-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,873.43 |
8,689.00 |
8,059.34 |
|
R3 |
8,566.37 |
8,381.94 |
7,974.90 |
|
R2 |
8,259.31 |
8,259.31 |
7,946.75 |
|
R1 |
8,074.88 |
8,074.88 |
7,918.61 |
8,013.57 |
PP |
7,952.25 |
7,952.25 |
7,952.25 |
7,921.59 |
S1 |
7,767.82 |
7,767.82 |
7,862.31 |
7,706.51 |
S2 |
7,645.19 |
7,645.19 |
7,834.17 |
|
S3 |
7,338.13 |
7,460.76 |
7,806.02 |
|
S4 |
7,031.07 |
7,153.70 |
7,721.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,136.67 |
7,783.85 |
352.82 |
4.4% |
212.57 |
2.6% |
79% |
False |
False |
|
10 |
8,136.67 |
7,775.48 |
361.19 |
4.5% |
200.18 |
2.5% |
79% |
False |
False |
|
20 |
8,136.67 |
7,579.60 |
557.07 |
6.9% |
189.36 |
2.3% |
87% |
False |
False |
|
40 |
8,136.67 |
7,203.99 |
932.68 |
11.6% |
170.34 |
2.1% |
92% |
False |
False |
|
60 |
8,136.67 |
6,667.03 |
1,469.64 |
18.2% |
167.56 |
2.1% |
95% |
False |
False |
|
80 |
8,136.67 |
6,315.84 |
1,820.83 |
22.6% |
167.35 |
2.1% |
96% |
False |
False |
|
100 |
8,136.67 |
6,315.84 |
1,820.83 |
22.6% |
164.68 |
2.0% |
96% |
False |
False |
|
120 |
8,136.67 |
6,315.84 |
1,820.83 |
22.6% |
161.61 |
2.0% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,042.57 |
2.618 |
8,678.29 |
1.618 |
8,455.08 |
1.000 |
8,317.14 |
0.618 |
8,231.87 |
HIGH |
8,093.93 |
0.618 |
8,008.66 |
0.500 |
7,982.33 |
0.382 |
7,955.99 |
LOW |
7,870.72 |
0.618 |
7,732.78 |
1.000 |
7,647.51 |
1.618 |
7,509.57 |
2.618 |
7,286.36 |
4.250 |
6,922.08 |
|
|
Fisher Pivots for day following 22-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
8,035.21 |
8,020.73 |
PP |
8,008.77 |
7,979.81 |
S1 |
7,982.33 |
7,938.89 |
|