| Trading Metrics calculated at close of trading on 02-Sep-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-1997 |
02-Sep-1997 |
Change |
Change % |
Previous Week |
| Open |
7,694.43 |
7,622.42 |
-72.01 |
-0.9% |
7,887.91 |
| High |
7,729.73 |
7,903.47 |
173.74 |
2.2% |
7,974.08 |
| Low |
7,580.85 |
7,650.99 |
70.14 |
0.9% |
7,580.85 |
| Close |
7,622.42 |
7,879.78 |
257.36 |
3.4% |
7,622.42 |
| Range |
148.88 |
252.48 |
103.60 |
69.6% |
393.23 |
| ATR |
188.57 |
195.18 |
6.61 |
3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,568.85 |
8,476.80 |
8,018.64 |
|
| R3 |
8,316.37 |
8,224.32 |
7,949.21 |
|
| R2 |
8,063.89 |
8,063.89 |
7,926.07 |
|
| R1 |
7,971.84 |
7,971.84 |
7,902.92 |
8,017.87 |
| PP |
7,811.41 |
7,811.41 |
7,811.41 |
7,834.43 |
| S1 |
7,719.36 |
7,719.36 |
7,856.64 |
7,765.39 |
| S2 |
7,558.93 |
7,558.93 |
7,833.49 |
|
| S3 |
7,306.45 |
7,466.88 |
7,810.35 |
|
| S4 |
7,053.97 |
7,214.40 |
7,740.92 |
|
|
| Weekly Pivots for week ending 29-Aug-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,905.47 |
8,657.18 |
7,838.70 |
|
| R3 |
8,512.24 |
8,263.95 |
7,730.56 |
|
| R2 |
8,119.01 |
8,119.01 |
7,694.51 |
|
| R1 |
7,870.72 |
7,870.72 |
7,658.47 |
7,798.25 |
| PP |
7,725.78 |
7,725.78 |
7,725.78 |
7,689.55 |
| S1 |
7,477.49 |
7,477.49 |
7,586.37 |
7,405.02 |
| S2 |
7,332.55 |
7,332.55 |
7,550.33 |
|
| S3 |
6,939.32 |
7,084.26 |
7,514.28 |
|
| S4 |
6,546.09 |
6,691.03 |
7,406.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,903.47 |
7,580.85 |
322.62 |
4.1% |
187.95 |
2.4% |
93% |
True |
False |
|
| 10 |
8,043.06 |
7,580.85 |
462.21 |
5.9% |
187.86 |
2.4% |
65% |
False |
False |
|
| 20 |
8,340.14 |
7,580.85 |
759.29 |
9.6% |
193.68 |
2.5% |
39% |
False |
False |
|
| 40 |
8,340.14 |
7,580.85 |
759.29 |
9.6% |
191.57 |
2.4% |
39% |
False |
False |
|
| 60 |
8,340.14 |
7,412.44 |
927.70 |
11.8% |
182.46 |
2.3% |
50% |
False |
False |
|
| 80 |
8,340.14 |
7,079.63 |
1,260.51 |
16.0% |
174.65 |
2.2% |
63% |
False |
False |
|
| 100 |
8,340.14 |
6,315.84 |
2,024.30 |
25.7% |
174.22 |
2.2% |
77% |
False |
False |
|
| 120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.7% |
172.58 |
2.2% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,976.51 |
|
2.618 |
8,564.46 |
|
1.618 |
8,311.98 |
|
1.000 |
8,155.95 |
|
0.618 |
8,059.50 |
|
HIGH |
7,903.47 |
|
0.618 |
7,807.02 |
|
0.500 |
7,777.23 |
|
0.382 |
7,747.44 |
|
LOW |
7,650.99 |
|
0.618 |
7,494.96 |
|
1.000 |
7,398.51 |
|
1.618 |
7,242.48 |
|
2.618 |
6,990.00 |
|
4.250 |
6,577.95 |
|
|
| Fisher Pivots for day following 02-Sep-1997 |
| Pivot |
1 day |
3 day |
| R1 |
7,845.60 |
7,833.91 |
| PP |
7,811.41 |
7,788.03 |
| S1 |
7,777.23 |
7,742.16 |
|