Trading Metrics calculated at close of trading on 17-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-1997 |
17-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
7,975.71 |
8,038.88 |
63.17 |
0.8% |
7,895.81 |
High |
8,108.10 |
8,136.67 |
28.57 |
0.4% |
8,027.67 |
Low |
7,919.73 |
7,910.67 |
-9.06 |
-0.1% |
7,775.48 |
Close |
8,038.88 |
8,020.77 |
-18.11 |
-0.2% |
7,921.82 |
Range |
188.37 |
226.00 |
37.63 |
20.0% |
252.19 |
ATR |
174.12 |
177.82 |
3.71 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,700.70 |
8,586.74 |
8,145.07 |
|
R3 |
8,474.70 |
8,360.74 |
8,082.92 |
|
R2 |
8,248.70 |
8,248.70 |
8,062.20 |
|
R1 |
8,134.74 |
8,134.74 |
8,041.49 |
8,078.72 |
PP |
8,022.70 |
8,022.70 |
8,022.70 |
7,994.70 |
S1 |
7,908.74 |
7,908.74 |
8,000.05 |
7,852.72 |
S2 |
7,796.70 |
7,796.70 |
7,979.34 |
|
S3 |
7,570.70 |
7,682.74 |
7,958.62 |
|
S4 |
7,344.70 |
7,456.74 |
7,896.47 |
|
|
Weekly Pivots for week ending 11-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,664.89 |
8,545.55 |
8,060.52 |
|
R3 |
8,412.70 |
8,293.36 |
7,991.17 |
|
R2 |
8,160.51 |
8,160.51 |
7,968.05 |
|
R1 |
8,041.17 |
8,041.17 |
7,944.94 |
8,100.84 |
PP |
7,908.32 |
7,908.32 |
7,908.32 |
7,938.16 |
S1 |
7,788.98 |
7,788.98 |
7,898.70 |
7,848.65 |
S2 |
7,656.13 |
7,656.13 |
7,875.59 |
|
S3 |
7,403.94 |
7,536.79 |
7,852.47 |
|
S4 |
7,151.75 |
7,284.60 |
7,783.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,136.67 |
7,831.00 |
305.67 |
3.8% |
184.84 |
2.3% |
62% |
True |
False |
|
10 |
8,136.67 |
7,775.48 |
361.19 |
4.5% |
185.41 |
2.3% |
68% |
True |
False |
|
20 |
8,136.67 |
7,579.60 |
557.07 |
6.9% |
181.77 |
2.3% |
79% |
True |
False |
|
40 |
8,136.67 |
7,203.99 |
932.68 |
11.6% |
164.81 |
2.1% |
88% |
True |
False |
|
60 |
8,136.67 |
6,667.03 |
1,469.64 |
18.3% |
164.80 |
2.1% |
92% |
True |
False |
|
80 |
8,136.67 |
6,315.84 |
1,820.83 |
22.7% |
166.24 |
2.1% |
94% |
True |
False |
|
100 |
8,136.67 |
6,315.84 |
1,820.83 |
22.7% |
163.25 |
2.0% |
94% |
True |
False |
|
120 |
8,136.67 |
6,315.84 |
1,820.83 |
22.7% |
160.38 |
2.0% |
94% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,097.17 |
2.618 |
8,728.34 |
1.618 |
8,502.34 |
1.000 |
8,362.67 |
0.618 |
8,276.34 |
HIGH |
8,136.67 |
0.618 |
8,050.34 |
0.500 |
8,023.67 |
0.382 |
7,997.00 |
LOW |
7,910.67 |
0.618 |
7,771.00 |
1.000 |
7,684.67 |
1.618 |
7,545.00 |
2.618 |
7,319.00 |
4.250 |
6,950.17 |
|
|
Fisher Pivots for day following 17-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
8,023.67 |
8,010.59 |
PP |
8,022.70 |
8,000.41 |
S1 |
8,021.74 |
7,990.23 |
|