Trading Metrics calculated at close of trading on 16-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-1997 |
16-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,762.29 |
6,726.88 |
-35.41 |
-0.5% |
6,544.09 |
High |
6,800.77 |
6,818.47 |
17.70 |
0.3% |
6,725.35 |
Low |
6,669.93 |
6,688.40 |
18.47 |
0.3% |
6,481.75 |
Close |
6,726.88 |
6,765.37 |
38.49 |
0.6% |
6,703.79 |
Range |
130.84 |
130.07 |
-0.77 |
-0.6% |
243.60 |
ATR |
136.69 |
136.22 |
-0.47 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,147.62 |
7,086.57 |
6,836.91 |
|
R3 |
7,017.55 |
6,956.50 |
6,801.14 |
|
R2 |
6,887.48 |
6,887.48 |
6,789.22 |
|
R1 |
6,826.43 |
6,826.43 |
6,777.29 |
6,856.96 |
PP |
6,757.41 |
6,757.41 |
6,757.41 |
6,772.68 |
S1 |
6,696.36 |
6,696.36 |
6,753.45 |
6,726.89 |
S2 |
6,627.34 |
6,627.34 |
6,741.52 |
|
S3 |
6,497.27 |
6,566.29 |
6,729.60 |
|
S4 |
6,367.20 |
6,436.22 |
6,693.83 |
|
|
Weekly Pivots for week ending 10-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,367.76 |
7,279.38 |
6,837.77 |
|
R3 |
7,124.16 |
7,035.78 |
6,770.78 |
|
R2 |
6,880.56 |
6,880.56 |
6,748.45 |
|
R1 |
6,792.18 |
6,792.18 |
6,726.12 |
6,836.37 |
PP |
6,636.96 |
6,636.96 |
6,636.96 |
6,659.06 |
S1 |
6,548.58 |
6,548.58 |
6,681.46 |
6,592.77 |
S2 |
6,393.36 |
6,393.36 |
6,659.13 |
|
S3 |
6,149.76 |
6,304.98 |
6,636.80 |
|
S4 |
5,906.16 |
6,061.38 |
6,569.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,818.47 |
6,530.62 |
287.85 |
4.3% |
141.47 |
2.1% |
82% |
True |
False |
|
10 |
6,818.47 |
6,437.10 |
381.37 |
5.6% |
143.31 |
2.1% |
86% |
True |
False |
|
20 |
6,818.47 |
6,272.96 |
545.51 |
8.1% |
135.14 |
2.0% |
90% |
True |
False |
|
40 |
6,818.47 |
6,206.83 |
611.64 |
9.0% |
131.38 |
1.9% |
91% |
True |
False |
|
60 |
6,818.47 |
5,938.82 |
879.65 |
13.0% |
124.33 |
1.8% |
94% |
True |
False |
|
80 |
6,818.47 |
5,819.65 |
998.82 |
14.8% |
118.00 |
1.7% |
95% |
True |
False |
|
100 |
6,818.47 |
5,550.37 |
1,268.10 |
18.7% |
111.88 |
1.7% |
96% |
True |
False |
|
120 |
6,818.47 |
5,403.52 |
1,414.95 |
20.9% |
108.00 |
1.6% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,371.27 |
2.618 |
7,158.99 |
1.618 |
7,028.92 |
1.000 |
6,948.54 |
0.618 |
6,898.85 |
HIGH |
6,818.47 |
0.618 |
6,768.78 |
0.500 |
6,753.44 |
0.382 |
6,738.09 |
LOW |
6,688.40 |
0.618 |
6,608.02 |
1.000 |
6,558.33 |
1.618 |
6,477.95 |
2.618 |
6,347.88 |
4.250 |
6,135.60 |
|
|
Fisher Pivots for day following 16-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,761.39 |
6,758.31 |
PP |
6,757.41 |
6,751.26 |
S1 |
6,753.44 |
6,744.20 |
|