| Trading Metrics calculated at close of trading on 24-Jul-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-1997 |
24-Jul-1997 |
Change |
Change % |
Previous Week |
| Open |
8,061.65 |
8,088.36 |
26.71 |
0.3% |
7,921.82 |
| High |
8,201.01 |
8,174.53 |
-26.48 |
-0.3% |
8,136.67 |
| Low |
8,024.95 |
7,968.51 |
-56.44 |
-0.7% |
7,829.61 |
| Close |
8,088.36 |
8,116.93 |
28.57 |
0.4% |
7,890.46 |
| Range |
176.06 |
206.02 |
29.96 |
17.0% |
307.06 |
| ATR |
184.78 |
186.30 |
1.52 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,704.72 |
8,616.84 |
8,230.24 |
|
| R3 |
8,498.70 |
8,410.82 |
8,173.59 |
|
| R2 |
8,292.68 |
8,292.68 |
8,154.70 |
|
| R1 |
8,204.80 |
8,204.80 |
8,135.82 |
8,248.74 |
| PP |
8,086.66 |
8,086.66 |
8,086.66 |
8,108.63 |
| S1 |
7,998.78 |
7,998.78 |
8,098.04 |
8,042.72 |
| S2 |
7,880.64 |
7,880.64 |
8,079.16 |
|
| S3 |
7,674.62 |
7,792.76 |
8,060.27 |
|
| S4 |
7,468.60 |
7,586.74 |
8,003.62 |
|
|
| Weekly Pivots for week ending 18-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,873.43 |
8,689.00 |
8,059.34 |
|
| R3 |
8,566.37 |
8,381.94 |
7,974.90 |
|
| R2 |
8,259.31 |
8,259.31 |
7,946.75 |
|
| R1 |
8,074.88 |
8,074.88 |
7,918.61 |
8,013.57 |
| PP |
7,952.25 |
7,952.25 |
7,952.25 |
7,921.59 |
| S1 |
7,767.82 |
7,767.82 |
7,862.31 |
7,706.51 |
| S2 |
7,645.19 |
7,645.19 |
7,834.17 |
|
| S3 |
7,338.13 |
7,460.76 |
7,806.02 |
|
| S4 |
7,031.07 |
7,153.70 |
7,721.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,201.01 |
7,783.85 |
417.16 |
5.1% |
206.11 |
2.5% |
80% |
False |
False |
|
| 10 |
8,201.01 |
7,783.85 |
417.16 |
5.1% |
195.48 |
2.4% |
80% |
False |
False |
|
| 20 |
8,201.01 |
7,579.60 |
621.41 |
7.7% |
188.42 |
2.3% |
86% |
False |
False |
|
| 40 |
8,201.01 |
7,203.99 |
997.02 |
12.3% |
172.70 |
2.1% |
92% |
False |
False |
|
| 60 |
8,201.01 |
6,891.39 |
1,309.62 |
16.1% |
168.32 |
2.1% |
94% |
False |
False |
|
| 80 |
8,201.01 |
6,315.84 |
1,885.17 |
23.2% |
167.18 |
2.1% |
96% |
False |
False |
|
| 100 |
8,201.01 |
6,315.84 |
1,885.17 |
23.2% |
165.34 |
2.0% |
96% |
False |
False |
|
| 120 |
8,201.01 |
6,315.84 |
1,885.17 |
23.2% |
162.57 |
2.0% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,050.12 |
|
2.618 |
8,713.89 |
|
1.618 |
8,507.87 |
|
1.000 |
8,380.55 |
|
0.618 |
8,301.85 |
|
HIGH |
8,174.53 |
|
0.618 |
8,095.83 |
|
0.500 |
8,071.52 |
|
0.382 |
8,047.21 |
|
LOW |
7,968.51 |
|
0.618 |
7,841.19 |
|
1.000 |
7,762.49 |
|
1.618 |
7,635.17 |
|
2.618 |
7,429.15 |
|
4.250 |
7,092.93 |
|
|
| Fisher Pivots for day following 24-Jul-1997 |
| Pivot |
1 day |
3 day |
| R1 |
8,101.79 |
8,089.91 |
| PP |
8,086.66 |
8,062.89 |
| S1 |
8,071.52 |
8,035.87 |
|