| Trading Metrics calculated at close of trading on 08-Aug-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-1997 |
08-Aug-1997 |
Change |
Change % |
Previous Week |
| Open |
961.05 |
950.39 |
-10.66 |
-1.1% |
946.97 |
| High |
964.17 |
951.19 |
-12.98 |
-1.3% |
964.17 |
| Low |
950.87 |
925.74 |
-25.13 |
-2.6% |
925.74 |
| Close |
951.19 |
933.54 |
-17.65 |
-1.9% |
933.54 |
| Range |
13.30 |
25.45 |
12.15 |
91.4% |
38.43 |
| ATR |
11.52 |
12.52 |
0.99 |
8.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,013.17 |
998.81 |
947.54 |
|
| R3 |
987.72 |
973.36 |
940.54 |
|
| R2 |
962.27 |
962.27 |
938.21 |
|
| R1 |
947.91 |
947.91 |
935.87 |
942.37 |
| PP |
936.82 |
936.82 |
936.82 |
934.05 |
| S1 |
922.46 |
922.46 |
931.21 |
916.92 |
| S2 |
911.37 |
911.37 |
928.87 |
|
| S3 |
885.92 |
897.01 |
926.54 |
|
| S4 |
860.47 |
871.56 |
919.54 |
|
|
| Weekly Pivots for week ending 08-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,056.44 |
1,033.42 |
954.68 |
|
| R3 |
1,018.01 |
994.99 |
944.11 |
|
| R2 |
979.58 |
979.58 |
940.59 |
|
| R1 |
956.56 |
956.56 |
937.06 |
948.86 |
| PP |
941.15 |
941.15 |
941.15 |
937.30 |
| S1 |
918.13 |
918.13 |
930.02 |
910.43 |
| S2 |
902.72 |
902.72 |
926.49 |
|
| S3 |
864.29 |
879.70 |
922.97 |
|
| S4 |
825.86 |
841.27 |
912.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
964.17 |
925.74 |
38.43 |
4.1% |
13.32 |
1.4% |
20% |
False |
True |
|
| 10 |
964.17 |
925.74 |
38.43 |
4.1% |
12.20 |
1.3% |
20% |
False |
True |
|
| 20 |
964.17 |
907.12 |
57.05 |
6.1% |
12.32 |
1.3% |
46% |
False |
False |
|
| 40 |
964.17 |
878.43 |
85.74 |
9.2% |
12.17 |
1.3% |
64% |
False |
False |
|
| 60 |
964.17 |
826.42 |
137.75 |
14.8% |
11.52 |
1.2% |
78% |
False |
False |
|
| 80 |
964.17 |
756.38 |
207.79 |
22.3% |
11.54 |
1.2% |
85% |
False |
False |
|
| 100 |
964.17 |
733.54 |
230.63 |
24.7% |
11.45 |
1.2% |
87% |
False |
False |
|
| 120 |
964.17 |
733.54 |
230.63 |
24.7% |
11.15 |
1.2% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,059.35 |
|
2.618 |
1,017.82 |
|
1.618 |
992.37 |
|
1.000 |
976.64 |
|
0.618 |
966.92 |
|
HIGH |
951.19 |
|
0.618 |
941.47 |
|
0.500 |
938.47 |
|
0.382 |
935.46 |
|
LOW |
925.74 |
|
0.618 |
910.01 |
|
1.000 |
900.29 |
|
1.618 |
884.56 |
|
2.618 |
859.11 |
|
4.250 |
817.58 |
|
|
| Fisher Pivots for day following 08-Aug-1997 |
| Pivot |
1 day |
3 day |
| R1 |
938.47 |
944.96 |
| PP |
936.82 |
941.15 |
| S1 |
935.18 |
937.35 |
|