Trading Metrics calculated at close of trading on 22-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-1997 |
22-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,843.87 |
6,883.90 |
40.03 |
0.6% |
6,703.79 |
High |
6,934.69 |
6,913.14 |
-21.55 |
-0.3% |
6,863.88 |
Low |
6,771.14 |
6,756.90 |
-14.24 |
-0.2% |
6,647.99 |
Close |
6,883.90 |
6,850.03 |
-33.87 |
-0.5% |
6,833.10 |
Range |
163.55 |
156.24 |
-7.31 |
-4.5% |
215.89 |
ATR |
136.53 |
137.94 |
1.41 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,308.74 |
7,235.63 |
6,935.96 |
|
R3 |
7,152.50 |
7,079.39 |
6,893.00 |
|
R2 |
6,996.26 |
6,996.26 |
6,878.67 |
|
R1 |
6,923.15 |
6,923.15 |
6,864.35 |
6,881.59 |
PP |
6,840.02 |
6,840.02 |
6,840.02 |
6,819.24 |
S1 |
6,766.91 |
6,766.91 |
6,835.71 |
6,725.35 |
S2 |
6,683.78 |
6,683.78 |
6,821.39 |
|
S3 |
6,527.54 |
6,610.67 |
6,807.06 |
|
S4 |
6,371.30 |
6,454.43 |
6,764.10 |
|
|
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 |
6,934.69 |
6,688.40 |
246.29 |
3.6% |
139.46 |
2.0% |
66% |
False |
False |
|
10 |
6,934.69 |
6,520.23 |
414.46 |
6.1% |
143.16 |
2.1% |
80% |
False |
False |
|
20 |
6,934.69 |
6,318.96 |
615.73 |
9.0% |
136.65 |
2.0% |
86% |
False |
False |
|
40 |
6,934.69 |
6,206.83 |
727.86 |
10.6% |
135.42 |
2.0% |
88% |
False |
False |
|
60 |
6,934.69 |
5,938.82 |
995.87 |
14.5% |
126.53 |
1.8% |
91% |
False |
False |
|
80 |
6,934.69 |
5,833.72 |
1,100.97 |
16.1% |
120.20 |
1.8% |
92% |
False |
False |
|
100 |
6,934.69 |
5,550.37 |
1,384.32 |
20.2% |
114.43 |
1.7% |
94% |
False |
False |
|
120 |
6,934.69 |
5,550.37 |
1,384.32 |
20.2% |
109.38 |
1.6% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,577.16 |
2.618 |
7,322.18 |
1.618 |
7,165.94 |
1.000 |
7,069.38 |
0.618 |
7,009.70 |
HIGH |
6,913.14 |
0.618 |
6,853.46 |
0.500 |
6,835.02 |
0.382 |
6,816.58 |
LOW |
6,756.90 |
0.618 |
6,660.34 |
1.000 |
6,600.66 |
1.618 |
6,504.10 |
2.618 |
6,347.86 |
4.250 |
6,092.88 |
|
|
Fisher Pivots for day following 22-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,845.03 |
6,848.62 |
PP |
6,840.02 |
6,847.21 |
S1 |
6,835.02 |
6,845.80 |
|