Trading Metrics calculated at close of trading on 22-Sep-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-1997 |
22-Sep-1997 |
Change |
Change % |
Previous Week |
Open |
7,922.72 |
7,917.27 |
-5.45 |
-0.1% |
7,742.97 |
High |
7,972.29 |
8,078.36 |
106.07 |
1.3% |
8,049.36 |
Low |
7,820.03 |
7,889.27 |
69.24 |
0.9% |
7,680.95 |
Close |
7,917.27 |
7,996.83 |
79.56 |
1.0% |
7,917.27 |
Range |
152.26 |
189.09 |
36.83 |
24.2% |
368.41 |
ATR |
181.98 |
182.49 |
0.51 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,555.42 |
8,465.22 |
8,100.83 |
|
R3 |
8,366.33 |
8,276.13 |
8,048.83 |
|
R2 |
8,177.24 |
8,177.24 |
8,031.50 |
|
R1 |
8,087.04 |
8,087.04 |
8,014.16 |
8,132.14 |
PP |
7,988.15 |
7,988.15 |
7,988.15 |
8,010.71 |
S1 |
7,897.95 |
7,897.95 |
7,979.50 |
7,943.05 |
S2 |
7,799.06 |
7,799.06 |
7,962.16 |
|
S3 |
7,609.97 |
7,708.86 |
7,944.83 |
|
S4 |
7,420.88 |
7,519.77 |
7,892.83 |
|
|
Weekly Pivots for week ending 19-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,987.76 |
8,820.92 |
8,119.90 |
|
R3 |
8,619.35 |
8,452.51 |
8,018.58 |
|
R2 |
8,250.94 |
8,250.94 |
7,984.81 |
|
R1 |
8,084.10 |
8,084.10 |
7,951.04 |
8,167.52 |
PP |
7,882.53 |
7,882.53 |
7,882.53 |
7,924.24 |
S1 |
7,715.69 |
7,715.69 |
7,883.50 |
7,799.11 |
S2 |
7,514.12 |
7,514.12 |
7,849.73 |
|
S3 |
7,145.71 |
7,347.28 |
7,815.96 |
|
S4 |
6,777.30 |
6,978.87 |
7,714.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,078.36 |
7,709.75 |
368.61 |
4.6% |
187.66 |
2.3% |
78% |
True |
False |
|
10 |
8,078.36 |
7,556.23 |
522.13 |
6.5% |
180.98 |
2.3% |
84% |
True |
False |
|
20 |
8,078.36 |
7,556.23 |
522.13 |
6.5% |
176.83 |
2.2% |
84% |
True |
False |
|
40 |
8,340.14 |
7,556.23 |
783.91 |
9.8% |
183.89 |
2.3% |
56% |
False |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
9.8% |
185.23 |
2.3% |
56% |
False |
False |
|
80 |
8,340.14 |
7,203.99 |
1,136.15 |
14.2% |
178.67 |
2.2% |
70% |
False |
False |
|
100 |
8,340.14 |
6,891.39 |
1,448.75 |
18.1% |
174.48 |
2.2% |
76% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.3% |
172.77 |
2.2% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,881.99 |
2.618 |
8,573.40 |
1.618 |
8,384.31 |
1.000 |
8,267.45 |
0.618 |
8,195.22 |
HIGH |
8,078.36 |
0.618 |
8,006.13 |
0.500 |
7,983.82 |
0.382 |
7,961.50 |
LOW |
7,889.27 |
0.618 |
7,772.41 |
1.000 |
7,700.18 |
1.618 |
7,583.32 |
2.618 |
7,394.23 |
4.250 |
7,085.64 |
|
|
Fisher Pivots for day following 22-Sep-1997 |
Pivot |
1 day |
3 day |
R1 |
7,992.49 |
7,980.95 |
PP |
7,988.15 |
7,965.07 |
S1 |
7,983.82 |
7,949.20 |
|