Trading Metrics calculated at close of trading on 29-Jul-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-1997 |
29-Jul-1997 |
Change |
Change % |
Previous Week |
Open |
8,113.44 |
8,121.11 |
7.67 |
0.1% |
7,890.46 |
High |
8,221.68 |
8,232.36 |
10.68 |
0.1% |
8,201.01 |
Low |
8,051.89 |
8,049.34 |
-2.55 |
0.0% |
7,783.85 |
Close |
8,121.11 |
8,172.90 |
51.79 |
0.6% |
8,113.44 |
Range |
169.79 |
183.02 |
13.23 |
7.8% |
417.16 |
ATR |
183.53 |
183.49 |
-0.04 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,700.59 |
8,619.77 |
8,273.56 |
|
R3 |
8,517.57 |
8,436.75 |
8,223.23 |
|
R2 |
8,334.55 |
8,334.55 |
8,206.45 |
|
R1 |
8,253.73 |
8,253.73 |
8,189.68 |
8,294.14 |
PP |
8,151.53 |
8,151.53 |
8,151.53 |
8,171.74 |
S1 |
8,070.71 |
8,070.71 |
8,156.12 |
8,111.12 |
S2 |
7,968.51 |
7,968.51 |
8,139.35 |
|
S3 |
7,785.49 |
7,887.69 |
8,122.57 |
|
S4 |
7,602.47 |
7,704.67 |
8,072.24 |
|
|
Weekly Pivots for week ending 25-Jul-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,284.25 |
9,116.00 |
8,342.88 |
|
R3 |
8,867.09 |
8,698.84 |
8,228.16 |
|
R2 |
8,449.93 |
8,449.93 |
8,189.92 |
|
R1 |
8,281.68 |
8,281.68 |
8,151.68 |
8,365.81 |
PP |
8,032.77 |
8,032.77 |
8,032.77 |
8,074.83 |
S1 |
7,864.52 |
7,864.52 |
8,075.20 |
7,948.65 |
S2 |
7,615.61 |
7,615.61 |
8,036.96 |
|
S3 |
7,198.45 |
7,447.36 |
7,998.72 |
|
S4 |
6,781.29 |
7,030.20 |
7,884.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,232.36 |
7,968.51 |
263.85 |
3.2% |
179.45 |
2.2% |
77% |
True |
False |
|
10 |
8,232.36 |
7,783.85 |
448.51 |
5.5% |
196.01 |
2.4% |
87% |
True |
False |
|
20 |
8,232.36 |
7,613.53 |
618.83 |
7.6% |
187.68 |
2.3% |
90% |
True |
False |
|
40 |
8,232.36 |
7,214.29 |
1,018.07 |
12.5% |
174.25 |
2.1% |
94% |
True |
False |
|
60 |
8,232.36 |
7,029.46 |
1,202.90 |
14.7% |
168.76 |
2.1% |
95% |
True |
False |
|
80 |
8,232.36 |
6,315.84 |
1,916.52 |
23.4% |
167.29 |
2.0% |
97% |
True |
False |
|
100 |
8,232.36 |
6,315.84 |
1,916.52 |
23.4% |
166.30 |
2.0% |
97% |
True |
False |
|
120 |
8,232.36 |
6,315.84 |
1,916.52 |
23.4% |
163.07 |
2.0% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,010.20 |
2.618 |
8,711.51 |
1.618 |
8,528.49 |
1.000 |
8,415.38 |
0.618 |
8,345.47 |
HIGH |
8,232.36 |
0.618 |
8,162.45 |
0.500 |
8,140.85 |
0.382 |
8,119.25 |
LOW |
8,049.34 |
0.618 |
7,936.23 |
1.000 |
7,866.32 |
1.618 |
7,753.21 |
2.618 |
7,570.19 |
4.250 |
7,271.51 |
|
|
Fisher Pivots for day following 29-Jul-1997 |
Pivot |
1 day |
3 day |
R1 |
8,162.22 |
8,160.32 |
PP |
8,151.53 |
8,147.74 |
S1 |
8,140.85 |
8,135.16 |
|