Trading Metrics calculated at close of trading on 17-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-1997 |
17-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,726.88 |
6,765.37 |
38.49 |
0.6% |
6,703.79 |
High |
6,818.47 |
6,863.88 |
45.41 |
0.7% |
6,863.88 |
Low |
6,688.40 |
6,732.66 |
44.26 |
0.7% |
6,647.99 |
Close |
6,765.37 |
6,833.10 |
67.73 |
1.0% |
6,833.10 |
Range |
130.07 |
131.22 |
1.15 |
0.9% |
215.89 |
ATR |
136.22 |
135.86 |
-0.36 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,203.54 |
7,149.54 |
6,905.27 |
|
R3 |
7,072.32 |
7,018.32 |
6,869.19 |
|
R2 |
6,941.10 |
6,941.10 |
6,857.16 |
|
R1 |
6,887.10 |
6,887.10 |
6,845.13 |
6,914.10 |
PP |
6,809.88 |
6,809.88 |
6,809.88 |
6,823.38 |
S1 |
6,755.88 |
6,755.88 |
6,821.07 |
6,782.88 |
S2 |
6,678.66 |
6,678.66 |
6,809.04 |
|
S3 |
6,547.44 |
6,624.66 |
6,797.01 |
|
S4 |
6,416.22 |
6,493.44 |
6,760.93 |
|
|
Weekly Pivots for week ending 17-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,429.33 |
7,347.10 |
6,951.84 |
|
R3 |
7,213.44 |
7,131.21 |
6,892.47 |
|
R2 |
6,997.55 |
6,997.55 |
6,872.68 |
|
R1 |
6,915.32 |
6,915.32 |
6,852.89 |
6,956.44 |
PP |
6,781.66 |
6,781.66 |
6,781.66 |
6,802.21 |
S1 |
6,699.43 |
6,699.43 |
6,813.31 |
6,740.55 |
S2 |
6,565.77 |
6,565.77 |
6,793.52 |
|
S3 |
6,349.88 |
6,483.54 |
6,773.73 |
|
S4 |
6,133.99 |
6,267.65 |
6,714.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,863.88 |
6,647.99 |
215.89 |
3.2% |
128.76 |
1.9% |
86% |
True |
False |
|
10 |
6,863.88 |
6,481.75 |
382.13 |
5.6% |
141.50 |
2.1% |
92% |
True |
False |
|
20 |
6,863.88 |
6,318.96 |
544.92 |
8.0% |
135.39 |
2.0% |
94% |
True |
False |
|
40 |
6,863.88 |
6,206.83 |
657.05 |
9.6% |
132.05 |
1.9% |
95% |
True |
False |
|
60 |
6,863.88 |
5,938.82 |
925.06 |
13.5% |
124.86 |
1.8% |
97% |
True |
False |
|
80 |
6,863.88 |
5,819.65 |
1,044.23 |
15.3% |
118.31 |
1.7% |
97% |
True |
False |
|
100 |
6,863.88 |
5,550.37 |
1,313.51 |
19.2% |
112.42 |
1.6% |
98% |
True |
False |
|
120 |
6,863.88 |
5,403.52 |
1,460.36 |
21.4% |
108.40 |
1.6% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,421.57 |
2.618 |
7,207.41 |
1.618 |
7,076.19 |
1.000 |
6,995.10 |
0.618 |
6,944.97 |
HIGH |
6,863.88 |
0.618 |
6,813.75 |
0.500 |
6,798.27 |
0.382 |
6,782.79 |
LOW |
6,732.66 |
0.618 |
6,651.57 |
1.000 |
6,601.44 |
1.618 |
6,520.35 |
2.618 |
6,389.13 |
4.250 |
6,174.98 |
|
|
Fisher Pivots for day following 17-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,821.49 |
6,811.04 |
PP |
6,809.88 |
6,788.97 |
S1 |
6,798.27 |
6,766.91 |
|