| Trading Metrics calculated at close of trading on 03-Jan-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-1997 |
03-Jan-1997 |
Change |
Change % |
Previous Week |
| Open |
6,448.27 |
6,442.49 |
-5.78 |
-0.1% |
6,560.91 |
| High |
6,511.38 |
6,586.42 |
75.04 |
1.2% |
6,623.96 |
| Low |
6,318.96 |
6,437.10 |
118.14 |
1.9% |
6,318.96 |
| Close |
6,442.49 |
6,544.09 |
101.60 |
1.6% |
6,544.09 |
| Range |
192.42 |
149.32 |
-43.10 |
-22.4% |
305.00 |
| ATR |
129.81 |
131.21 |
1.39 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,970.50 |
6,906.61 |
6,626.22 |
|
| R3 |
6,821.18 |
6,757.29 |
6,585.15 |
|
| R2 |
6,671.86 |
6,671.86 |
6,571.47 |
|
| R1 |
6,607.97 |
6,607.97 |
6,557.78 |
6,639.92 |
| PP |
6,522.54 |
6,522.54 |
6,522.54 |
6,538.51 |
| S1 |
6,458.65 |
6,458.65 |
6,530.40 |
6,490.60 |
| S2 |
6,373.22 |
6,373.22 |
6,516.71 |
|
| S3 |
6,223.90 |
6,309.33 |
6,503.03 |
|
| S4 |
6,074.58 |
6,160.01 |
6,461.96 |
|
|
| Weekly Pivots for week ending 03-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,410.67 |
7,282.38 |
6,711.84 |
|
| R3 |
7,105.67 |
6,977.38 |
6,627.97 |
|
| R2 |
6,800.67 |
6,800.67 |
6,600.01 |
|
| R1 |
6,672.38 |
6,672.38 |
6,572.05 |
6,584.03 |
| PP |
6,495.67 |
6,495.67 |
6,495.67 |
6,451.49 |
| S1 |
6,367.38 |
6,367.38 |
6,516.13 |
6,279.03 |
| S2 |
6,190.67 |
6,190.67 |
6,488.17 |
|
| S3 |
5,885.67 |
6,062.38 |
6,460.22 |
|
| S4 |
5,580.67 |
5,757.38 |
6,376.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,623.96 |
6,318.96 |
305.00 |
4.7% |
140.70 |
2.2% |
74% |
False |
False |
|
| 10 |
6,623.96 |
6,318.96 |
305.00 |
4.7% |
129.29 |
2.0% |
74% |
False |
False |
|
| 20 |
6,623.96 |
6,206.83 |
417.13 |
6.4% |
136.64 |
2.1% |
81% |
False |
False |
|
| 40 |
6,623.96 |
6,060.69 |
563.27 |
8.6% |
125.02 |
1.9% |
86% |
False |
False |
|
| 60 |
6,623.96 |
5,876.58 |
747.38 |
11.4% |
118.61 |
1.8% |
89% |
False |
False |
|
| 80 |
6,623.96 |
5,696.85 |
927.11 |
14.2% |
111.80 |
1.7% |
91% |
False |
False |
|
| 100 |
6,623.96 |
5,550.37 |
1,073.59 |
16.4% |
106.36 |
1.6% |
93% |
False |
False |
|
| 120 |
6,623.96 |
5,170.11 |
1,453.85 |
22.2% |
107.84 |
1.6% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,221.03 |
|
2.618 |
6,977.34 |
|
1.618 |
6,828.02 |
|
1.000 |
6,735.74 |
|
0.618 |
6,678.70 |
|
HIGH |
6,586.42 |
|
0.618 |
6,529.38 |
|
0.500 |
6,511.76 |
|
0.382 |
6,494.14 |
|
LOW |
6,437.10 |
|
0.618 |
6,344.82 |
|
1.000 |
6,287.78 |
|
1.618 |
6,195.50 |
|
2.618 |
6,046.18 |
|
4.250 |
5,802.49 |
|
|
| Fisher Pivots for day following 03-Jan-1997 |
| Pivot |
1 day |
3 day |
| R1 |
6,533.31 |
6,513.62 |
| PP |
6,522.54 |
6,483.16 |
| S1 |
6,511.76 |
6,452.69 |
|