Trading Metrics calculated at close of trading on 01-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-1997 |
01-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
8,254.89 |
8,222.61 |
-32.28 |
-0.4% |
8,113.44 |
High |
8,328.99 |
8,287.65 |
-41.34 |
-0.5% |
8,328.99 |
Low |
8,160.13 |
8,062.11 |
-98.02 |
-1.2% |
8,049.34 |
Close |
8,222.61 |
8,194.04 |
-28.57 |
-0.3% |
8,194.04 |
Range |
168.86 |
225.54 |
56.68 |
33.6% |
279.65 |
ATR |
180.64 |
183.85 |
3.21 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,857.89 |
8,751.50 |
8,318.09 |
|
R3 |
8,632.35 |
8,525.96 |
8,256.06 |
|
R2 |
8,406.81 |
8,406.81 |
8,235.39 |
|
R1 |
8,300.42 |
8,300.42 |
8,214.71 |
8,240.85 |
PP |
8,181.27 |
8,181.27 |
8,181.27 |
8,151.48 |
S1 |
8,074.88 |
8,074.88 |
8,173.37 |
8,015.31 |
S2 |
7,955.73 |
7,955.73 |
8,152.69 |
|
S3 |
7,730.19 |
7,849.34 |
8,132.02 |
|
S4 |
7,504.65 |
7,623.80 |
8,069.99 |
|
|
Weekly Pivots for week ending 01-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,029.74 |
8,891.54 |
8,347.85 |
|
R3 |
8,750.09 |
8,611.89 |
8,270.94 |
|
R2 |
8,470.44 |
8,470.44 |
8,245.31 |
|
R1 |
8,332.24 |
8,332.24 |
8,219.67 |
8,401.34 |
PP |
8,190.79 |
8,190.79 |
8,190.79 |
8,225.34 |
S1 |
8,052.59 |
8,052.59 |
8,168.41 |
8,121.69 |
S2 |
7,911.14 |
7,911.14 |
8,142.77 |
|
S3 |
7,631.49 |
7,772.94 |
8,117.14 |
|
S4 |
7,351.84 |
7,493.29 |
8,040.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,328.99 |
8,049.34 |
279.65 |
3.4% |
180.70 |
2.2% |
52% |
False |
False |
|
10 |
8,328.99 |
7,783.85 |
545.14 |
6.7% |
186.88 |
2.3% |
75% |
False |
False |
|
20 |
8,328.99 |
7,775.48 |
553.51 |
6.8% |
190.20 |
2.3% |
76% |
False |
False |
|
40 |
8,328.99 |
7,290.26 |
1,038.73 |
12.7% |
177.35 |
2.2% |
87% |
False |
False |
|
60 |
8,328.99 |
7,040.30 |
1,288.69 |
15.7% |
168.86 |
2.1% |
90% |
False |
False |
|
80 |
8,328.99 |
6,315.84 |
2,013.15 |
24.6% |
168.95 |
2.1% |
93% |
False |
False |
|
100 |
8,328.99 |
6,315.84 |
2,013.15 |
24.6% |
167.95 |
2.0% |
93% |
False |
False |
|
120 |
8,328.99 |
6,315.84 |
2,013.15 |
24.6% |
164.04 |
2.0% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,246.20 |
2.618 |
8,878.11 |
1.618 |
8,652.57 |
1.000 |
8,513.19 |
0.618 |
8,427.03 |
HIGH |
8,287.65 |
0.618 |
8,201.49 |
0.500 |
8,174.88 |
0.382 |
8,148.27 |
LOW |
8,062.11 |
0.618 |
7,922.73 |
1.000 |
7,836.57 |
1.618 |
7,697.19 |
2.618 |
7,471.65 |
4.250 |
7,103.57 |
|
|
Fisher Pivots for day following 01-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
8,187.65 |
8,195.55 |
PP |
8,181.27 |
8,195.05 |
S1 |
8,174.88 |
8,194.54 |
|