| Trading Metrics calculated at close of trading on 09-Jan-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-1997 |
09-Jan-1997 |
Change |
Change % |
Previous Week |
| Open |
864.55 |
853.09 |
-11.46 |
-1.3% |
826.49 |
| High |
867.37 |
860.19 |
-7.18 |
-0.8% |
848.18 |
| Low |
852.68 |
852.23 |
-0.45 |
-0.1% |
806.17 |
| Close |
853.09 |
856.95 |
3.86 |
0.5% |
848.08 |
| Range |
14.69 |
7.96 |
-6.73 |
-45.8% |
42.01 |
| ATR |
17.00 |
16.36 |
-0.65 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
880.34 |
876.60 |
861.33 |
|
| R3 |
872.38 |
868.64 |
859.14 |
|
| R2 |
864.42 |
864.42 |
858.41 |
|
| R1 |
860.68 |
860.68 |
857.68 |
862.55 |
| PP |
856.46 |
856.46 |
856.46 |
857.39 |
| S1 |
852.72 |
852.72 |
856.22 |
854.59 |
| S2 |
848.50 |
848.50 |
855.49 |
|
| S3 |
840.54 |
844.76 |
854.76 |
|
| S4 |
832.58 |
836.80 |
852.57 |
|
|
| Weekly Pivots for week ending 03-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
960.17 |
946.14 |
871.19 |
|
| R3 |
918.16 |
904.13 |
859.63 |
|
| R2 |
876.15 |
876.15 |
855.78 |
|
| R1 |
862.12 |
862.12 |
851.93 |
869.14 |
| PP |
834.14 |
834.14 |
834.14 |
837.65 |
| S1 |
820.11 |
820.11 |
844.23 |
827.13 |
| S2 |
792.13 |
792.13 |
840.38 |
|
| S3 |
750.12 |
778.10 |
836.53 |
|
| S4 |
708.11 |
736.09 |
824.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
867.37 |
815.60 |
51.77 |
6.0% |
17.21 |
2.0% |
80% |
False |
False |
|
| 10 |
867.37 |
806.17 |
61.20 |
7.1% |
14.95 |
1.7% |
83% |
False |
False |
|
| 20 |
873.00 |
798.13 |
74.87 |
8.7% |
17.40 |
2.0% |
79% |
False |
False |
|
| 40 |
873.00 |
787.71 |
85.29 |
10.0% |
16.65 |
1.9% |
81% |
False |
False |
|
| 60 |
873.00 |
730.45 |
142.55 |
16.6% |
15.71 |
1.8% |
89% |
False |
False |
|
| 80 |
873.00 |
709.22 |
163.78 |
19.1% |
14.91 |
1.7% |
90% |
False |
False |
|
| 100 |
873.00 |
650.48 |
222.52 |
26.0% |
14.04 |
1.6% |
93% |
False |
False |
|
| 120 |
873.00 |
577.81 |
295.19 |
34.4% |
14.10 |
1.6% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
894.02 |
|
2.618 |
881.03 |
|
1.618 |
873.07 |
|
1.000 |
868.15 |
|
0.618 |
865.11 |
|
HIGH |
860.19 |
|
0.618 |
857.15 |
|
0.500 |
856.21 |
|
0.382 |
855.27 |
|
LOW |
852.23 |
|
0.618 |
847.31 |
|
1.000 |
844.27 |
|
1.618 |
839.35 |
|
2.618 |
831.39 |
|
4.250 |
818.40 |
|
|
| Fisher Pivots for day following 09-Jan-1997 |
| Pivot |
1 day |
3 day |
| R1 |
856.70 |
857.43 |
| PP |
856.46 |
857.27 |
| S1 |
856.21 |
857.11 |
|