| Trading Metrics calculated at close of trading on 29-Aug-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-1997 |
29-Aug-1997 |
Change |
Change % |
Previous Week |
| Open |
913.01 |
903.52 |
-9.49 |
-1.0% |
923.77 |
| High |
915.90 |
907.28 |
-8.62 |
-0.9% |
930.93 |
| Low |
898.65 |
896.82 |
-1.83 |
-0.2% |
896.82 |
| Close |
903.67 |
899.47 |
-4.20 |
-0.5% |
899.47 |
| Range |
17.25 |
10.46 |
-6.79 |
-39.4% |
34.11 |
| ATR |
14.68 |
14.38 |
-0.30 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
932.57 |
926.48 |
905.22 |
|
| R3 |
922.11 |
916.02 |
902.35 |
|
| R2 |
911.65 |
911.65 |
901.39 |
|
| R1 |
905.56 |
905.56 |
900.43 |
903.38 |
| PP |
901.19 |
901.19 |
901.19 |
900.10 |
| S1 |
895.10 |
895.10 |
898.51 |
892.92 |
| S2 |
890.73 |
890.73 |
897.55 |
|
| S3 |
880.27 |
884.64 |
896.59 |
|
| S4 |
869.81 |
874.18 |
893.72 |
|
|
| Weekly Pivots for week ending 29-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,011.40 |
989.55 |
918.23 |
|
| R3 |
977.29 |
955.44 |
908.85 |
|
| R2 |
943.18 |
943.18 |
905.72 |
|
| R1 |
921.33 |
921.33 |
902.60 |
915.20 |
| PP |
909.07 |
909.07 |
909.07 |
906.01 |
| S1 |
887.22 |
887.22 |
896.34 |
881.09 |
| S2 |
874.96 |
874.96 |
893.22 |
|
| S3 |
840.85 |
853.11 |
890.09 |
|
| S4 |
806.74 |
819.00 |
880.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
930.93 |
896.82 |
34.11 |
3.8% |
12.90 |
1.4% |
8% |
False |
True |
|
| 10 |
939.47 |
893.34 |
46.13 |
5.1% |
14.98 |
1.7% |
13% |
False |
False |
|
| 20 |
964.17 |
893.34 |
70.83 |
7.9% |
15.16 |
1.7% |
9% |
False |
False |
|
| 40 |
964.17 |
893.34 |
70.83 |
7.9% |
13.55 |
1.5% |
9% |
False |
False |
|
| 60 |
964.17 |
843.36 |
120.81 |
13.4% |
12.92 |
1.4% |
46% |
False |
False |
|
| 80 |
964.17 |
811.84 |
152.33 |
16.9% |
12.35 |
1.4% |
58% |
False |
False |
|
| 100 |
964.17 |
733.54 |
230.63 |
25.6% |
12.19 |
1.4% |
72% |
False |
False |
|
| 120 |
964.17 |
733.54 |
230.63 |
25.6% |
12.00 |
1.3% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
951.74 |
|
2.618 |
934.66 |
|
1.618 |
924.20 |
|
1.000 |
917.74 |
|
0.618 |
913.74 |
|
HIGH |
907.28 |
|
0.618 |
903.28 |
|
0.500 |
902.05 |
|
0.382 |
900.82 |
|
LOW |
896.82 |
|
0.618 |
890.36 |
|
1.000 |
886.36 |
|
1.618 |
879.90 |
|
2.618 |
869.44 |
|
4.250 |
852.37 |
|
|
| Fisher Pivots for day following 29-Aug-1997 |
| Pivot |
1 day |
3 day |
| R1 |
902.05 |
906.53 |
| PP |
901.19 |
904.17 |
| S1 |
900.33 |
901.82 |
|