Trading Metrics calculated at close of trading on 07-Aug-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-1997 |
07-Aug-1997 |
Change |
Change % |
Previous Week |
Open |
8,187.54 |
8,259.31 |
71.77 |
0.9% |
8,113.44 |
High |
8,302.05 |
8,340.14 |
38.09 |
0.5% |
8,328.99 |
Low |
8,130.63 |
8,158.73 |
28.10 |
0.3% |
8,049.34 |
Close |
8,259.31 |
8,188.00 |
-71.31 |
-0.9% |
8,194.04 |
Range |
171.42 |
181.41 |
9.99 |
5.8% |
279.65 |
ATR |
177.62 |
177.89 |
0.27 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,773.19 |
8,662.00 |
8,287.78 |
|
R3 |
8,591.78 |
8,480.59 |
8,237.89 |
|
R2 |
8,410.37 |
8,410.37 |
8,221.26 |
|
R1 |
8,299.18 |
8,299.18 |
8,204.63 |
8,264.07 |
PP |
8,228.96 |
8,228.96 |
8,228.96 |
8,211.40 |
S1 |
8,117.77 |
8,117.77 |
8,171.37 |
8,082.66 |
S2 |
8,047.55 |
8,047.55 |
8,154.74 |
|
S3 |
7,866.14 |
7,936.36 |
8,138.11 |
|
S4 |
7,684.73 |
7,754.95 |
8,088.22 |
|
|
Weekly Pivots for week ending 01-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,029.74 |
8,891.54 |
8,347.85 |
|
R3 |
8,750.09 |
8,611.89 |
8,270.94 |
|
R2 |
8,470.44 |
8,470.44 |
8,245.31 |
|
R1 |
8,332.24 |
8,332.24 |
8,219.67 |
8,401.34 |
PP |
8,190.79 |
8,190.79 |
8,190.79 |
8,225.34 |
S1 |
8,052.59 |
8,052.59 |
8,168.41 |
8,121.69 |
S2 |
7,911.14 |
7,911.14 |
8,142.77 |
|
S3 |
7,631.49 |
7,772.94 |
8,117.14 |
|
S4 |
7,351.84 |
7,493.29 |
8,040.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,340.14 |
8,062.11 |
278.03 |
3.4% |
172.81 |
2.1% |
45% |
True |
False |
|
10 |
8,340.14 |
8,037.95 |
302.19 |
3.7% |
170.44 |
2.1% |
50% |
True |
False |
|
20 |
8,340.14 |
7,783.85 |
556.29 |
6.8% |
182.96 |
2.2% |
73% |
True |
False |
|
40 |
8,340.14 |
7,569.66 |
770.48 |
9.4% |
177.86 |
2.2% |
80% |
True |
False |
|
60 |
8,340.14 |
7,123.38 |
1,216.76 |
14.9% |
168.61 |
2.1% |
87% |
True |
False |
|
80 |
8,340.14 |
6,506.08 |
1,834.06 |
22.4% |
168.90 |
2.1% |
92% |
True |
False |
|
100 |
8,340.14 |
6,315.84 |
2,024.30 |
24.7% |
168.11 |
2.1% |
92% |
True |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
24.7% |
164.77 |
2.0% |
92% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,111.13 |
2.618 |
8,815.07 |
1.618 |
8,633.66 |
1.000 |
8,521.55 |
0.618 |
8,452.25 |
HIGH |
8,340.14 |
0.618 |
8,270.84 |
0.500 |
8,249.44 |
0.382 |
8,228.03 |
LOW |
8,158.73 |
0.618 |
8,046.62 |
1.000 |
7,977.32 |
1.618 |
7,865.21 |
2.618 |
7,683.80 |
4.250 |
7,387.74 |
|
|
Fisher Pivots for day following 07-Aug-1997 |
Pivot |
1 day |
3 day |
R1 |
8,249.44 |
8,235.04 |
PP |
8,228.96 |
8,219.36 |
S1 |
8,208.48 |
8,203.68 |
|