| Trading Metrics calculated at close of trading on 19-Aug-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-1997 |
19-Aug-1997 |
Change |
Change % |
Previous Week |
| Open |
900.79 |
913.43 |
12.64 |
1.4% |
933.19 |
| High |
912.57 |
926.01 |
13.44 |
1.5% |
942.99 |
| Low |
893.34 |
912.49 |
19.15 |
2.1% |
900.81 |
| Close |
912.49 |
926.01 |
13.52 |
1.5% |
900.81 |
| Range |
19.23 |
13.52 |
-5.71 |
-29.7% |
42.18 |
| ATR |
14.46 |
14.40 |
-0.07 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
962.06 |
957.56 |
933.45 |
|
| R3 |
948.54 |
944.04 |
929.73 |
|
| R2 |
935.02 |
935.02 |
928.49 |
|
| R1 |
930.52 |
930.52 |
927.25 |
932.77 |
| PP |
921.50 |
921.50 |
921.50 |
922.63 |
| S1 |
917.00 |
917.00 |
924.77 |
919.25 |
| S2 |
907.98 |
907.98 |
923.53 |
|
| S3 |
894.46 |
903.48 |
922.29 |
|
| S4 |
880.94 |
889.96 |
918.57 |
|
|
| Weekly Pivots for week ending 15-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,041.41 |
1,013.29 |
924.01 |
|
| R3 |
999.23 |
971.11 |
912.41 |
|
| R2 |
957.05 |
957.05 |
908.54 |
|
| R1 |
928.93 |
928.93 |
904.68 |
921.90 |
| PP |
914.87 |
914.87 |
914.87 |
911.36 |
| S1 |
886.75 |
886.75 |
896.94 |
879.72 |
| S2 |
872.69 |
872.69 |
893.08 |
|
| S3 |
830.51 |
844.57 |
889.21 |
|
| S4 |
788.33 |
802.39 |
877.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
935.77 |
893.34 |
42.43 |
4.6% |
17.82 |
1.9% |
77% |
False |
False |
|
| 10 |
964.17 |
893.34 |
70.83 |
7.6% |
17.13 |
1.8% |
46% |
False |
False |
|
| 20 |
964.17 |
893.34 |
70.83 |
7.6% |
13.68 |
1.5% |
46% |
False |
False |
|
| 40 |
964.17 |
878.62 |
85.55 |
9.2% |
13.42 |
1.4% |
55% |
False |
False |
|
| 60 |
964.17 |
831.87 |
132.30 |
14.3% |
12.23 |
1.3% |
71% |
False |
False |
|
| 80 |
964.17 |
763.30 |
200.87 |
21.7% |
12.25 |
1.3% |
81% |
False |
False |
|
| 100 |
964.17 |
733.54 |
230.63 |
24.9% |
11.88 |
1.3% |
83% |
False |
False |
|
| 120 |
964.17 |
733.54 |
230.63 |
24.9% |
11.59 |
1.3% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
983.47 |
|
2.618 |
961.41 |
|
1.618 |
947.89 |
|
1.000 |
939.53 |
|
0.618 |
934.37 |
|
HIGH |
926.01 |
|
0.618 |
920.85 |
|
0.500 |
919.25 |
|
0.382 |
917.65 |
|
LOW |
912.49 |
|
0.618 |
904.13 |
|
1.000 |
898.97 |
|
1.618 |
890.61 |
|
2.618 |
877.09 |
|
4.250 |
855.03 |
|
|
| Fisher Pivots for day following 19-Aug-1997 |
| Pivot |
1 day |
3 day |
| R1 |
923.76 |
920.57 |
| PP |
921.50 |
915.12 |
| S1 |
919.25 |
909.68 |
|