Trading Metrics calculated at close of trading on 24-Jan-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-1997 |
24-Jan-1997 |
Change |
Change % |
Previous Week |
Open |
6,850.03 |
6,755.75 |
-94.28 |
-1.4% |
6,833.10 |
High |
6,953.55 |
6,798.08 |
-155.47 |
-2.2% |
6,953.55 |
Low |
6,723.81 |
6,629.91 |
-93.90 |
-1.4% |
6,629.91 |
Close |
6,755.75 |
6,696.48 |
-59.27 |
-0.9% |
6,696.48 |
Range |
229.74 |
168.17 |
-61.57 |
-26.8% |
323.64 |
ATR |
144.50 |
146.19 |
1.69 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,212.67 |
7,122.74 |
6,788.97 |
|
R3 |
7,044.50 |
6,954.57 |
6,742.73 |
|
R2 |
6,876.33 |
6,876.33 |
6,727.31 |
|
R1 |
6,786.40 |
6,786.40 |
6,711.90 |
6,747.28 |
PP |
6,708.16 |
6,708.16 |
6,708.16 |
6,688.60 |
S1 |
6,618.23 |
6,618.23 |
6,681.06 |
6,579.11 |
S2 |
6,539.99 |
6,539.99 |
6,665.65 |
|
S3 |
6,371.82 |
6,450.06 |
6,650.23 |
|
S4 |
6,203.65 |
6,281.89 |
6,603.99 |
|
|
Weekly Pivots for week ending 24-Jan-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,730.90 |
7,537.33 |
6,874.48 |
|
R3 |
7,407.26 |
7,213.69 |
6,785.48 |
|
R2 |
7,083.62 |
7,083.62 |
6,755.81 |
|
R1 |
6,890.05 |
6,890.05 |
6,726.15 |
6,825.02 |
PP |
6,759.98 |
6,759.98 |
6,759.98 |
6,727.46 |
S1 |
6,566.41 |
6,566.41 |
6,666.81 |
6,501.38 |
S2 |
6,436.34 |
6,436.34 |
6,637.15 |
|
S3 |
6,112.70 |
6,242.77 |
6,607.48 |
|
S4 |
5,789.06 |
5,919.13 |
6,518.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,953.55 |
6,629.91 |
323.64 |
4.8% |
166.78 |
2.5% |
21% |
False |
True |
|
10 |
6,953.55 |
6,629.91 |
323.64 |
4.8% |
147.77 |
2.2% |
21% |
False |
True |
|
20 |
6,953.55 |
6,318.96 |
634.59 |
9.5% |
147.62 |
2.2% |
59% |
False |
False |
|
40 |
6,953.55 |
6,206.83 |
746.72 |
11.2% |
139.04 |
2.1% |
66% |
False |
False |
|
60 |
6,953.55 |
5,955.59 |
997.96 |
14.9% |
129.38 |
1.9% |
74% |
False |
False |
|
80 |
6,953.55 |
5,876.58 |
1,076.97 |
16.1% |
122.70 |
1.8% |
76% |
False |
False |
|
100 |
6,953.55 |
5,585.51 |
1,368.04 |
20.4% |
116.35 |
1.7% |
81% |
False |
False |
|
120 |
6,953.55 |
5,550.37 |
1,403.18 |
21.0% |
111.17 |
1.7% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,512.80 |
2.618 |
7,238.35 |
1.618 |
7,070.18 |
1.000 |
6,966.25 |
0.618 |
6,902.01 |
HIGH |
6,798.08 |
0.618 |
6,733.84 |
0.500 |
6,714.00 |
0.382 |
6,694.15 |
LOW |
6,629.91 |
0.618 |
6,525.98 |
1.000 |
6,461.74 |
1.618 |
6,357.81 |
2.618 |
6,189.64 |
4.250 |
5,915.19 |
|
|
Fisher Pivots for day following 24-Jan-1997 |
Pivot |
1 day |
3 day |
R1 |
6,714.00 |
6,791.73 |
PP |
6,708.16 |
6,759.98 |
S1 |
6,702.32 |
6,728.23 |
|