| Trading Metrics calculated at close of trading on 27-Jan-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-1997 |
27-Jan-1997 |
Change |
Change % |
Previous Week |
| Open |
912.74 |
898.37 |
-14.37 |
-1.6% |
883.44 |
| High |
915.47 |
921.45 |
5.98 |
0.7% |
938.11 |
| Low |
896.06 |
888.74 |
-7.32 |
-0.8% |
878.40 |
| Close |
898.37 |
889.82 |
-8.55 |
-1.0% |
898.37 |
| Range |
19.41 |
32.71 |
13.30 |
68.5% |
59.71 |
| ATR |
19.55 |
20.49 |
0.94 |
4.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
998.13 |
976.69 |
907.81 |
|
| R3 |
965.42 |
943.98 |
898.82 |
|
| R2 |
932.71 |
932.71 |
895.82 |
|
| R1 |
911.27 |
911.27 |
892.82 |
905.64 |
| PP |
900.00 |
900.00 |
900.00 |
897.19 |
| S1 |
878.56 |
878.56 |
886.82 |
872.93 |
| S2 |
867.29 |
867.29 |
883.82 |
|
| S3 |
834.58 |
845.85 |
880.82 |
|
| S4 |
801.87 |
813.14 |
871.83 |
|
|
| Weekly Pivots for week ending 24-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,084.09 |
1,050.94 |
931.21 |
|
| R3 |
1,024.38 |
991.23 |
914.79 |
|
| R2 |
964.67 |
964.67 |
909.32 |
|
| R1 |
931.52 |
931.52 |
903.84 |
948.10 |
| PP |
904.96 |
904.96 |
904.96 |
913.25 |
| S1 |
871.81 |
871.81 |
892.90 |
888.39 |
| S2 |
845.25 |
845.25 |
887.42 |
|
| S3 |
785.54 |
812.10 |
881.95 |
|
| S4 |
725.83 |
752.39 |
865.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
938.11 |
878.40 |
59.71 |
6.7% |
28.84 |
3.2% |
19% |
False |
False |
|
| 10 |
938.11 |
864.02 |
74.09 |
8.3% |
23.64 |
2.7% |
35% |
False |
False |
|
| 20 |
938.11 |
806.17 |
131.94 |
14.8% |
19.79 |
2.2% |
63% |
False |
False |
|
| 40 |
938.11 |
798.13 |
139.98 |
15.7% |
18.95 |
2.1% |
66% |
False |
False |
|
| 60 |
938.11 |
736.36 |
201.75 |
22.7% |
17.28 |
1.9% |
76% |
False |
False |
|
| 80 |
938.11 |
730.45 |
207.66 |
23.3% |
16.30 |
1.8% |
77% |
False |
False |
|
| 100 |
938.11 |
652.29 |
285.82 |
32.1% |
15.61 |
1.8% |
83% |
False |
False |
|
| 120 |
938.11 |
650.48 |
287.63 |
32.3% |
14.57 |
1.6% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,060.47 |
|
2.618 |
1,007.08 |
|
1.618 |
974.37 |
|
1.000 |
954.16 |
|
0.618 |
941.66 |
|
HIGH |
921.45 |
|
0.618 |
908.95 |
|
0.500 |
905.10 |
|
0.382 |
901.24 |
|
LOW |
888.74 |
|
0.618 |
868.53 |
|
1.000 |
856.03 |
|
1.618 |
835.82 |
|
2.618 |
803.11 |
|
4.250 |
749.72 |
|
|
| Fisher Pivots for day following 27-Jan-1997 |
| Pivot |
1 day |
3 day |
| R1 |
905.10 |
913.43 |
| PP |
900.00 |
905.56 |
| S1 |
894.91 |
897.69 |
|