Trading Metrics calculated at close of trading on 04-Sep-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-1997 |
04-Sep-1997 |
Change |
Change % |
Previous Week |
Open |
7,879.78 |
7,894.64 |
14.86 |
0.2% |
7,887.91 |
High |
7,972.22 |
7,936.45 |
-35.77 |
-0.4% |
7,974.08 |
Low |
7,828.45 |
7,788.50 |
-39.95 |
-0.5% |
7,580.85 |
Close |
7,894.64 |
7,867.24 |
-27.40 |
-0.3% |
7,622.42 |
Range |
143.77 |
147.95 |
4.18 |
2.9% |
393.23 |
ATR |
191.51 |
188.40 |
-3.11 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,307.91 |
8,235.53 |
7,948.61 |
|
R3 |
8,159.96 |
8,087.58 |
7,907.93 |
|
R2 |
8,012.01 |
8,012.01 |
7,894.36 |
|
R1 |
7,939.63 |
7,939.63 |
7,880.80 |
7,901.85 |
PP |
7,864.06 |
7,864.06 |
7,864.06 |
7,845.17 |
S1 |
7,791.68 |
7,791.68 |
7,853.68 |
7,753.90 |
S2 |
7,716.11 |
7,716.11 |
7,840.12 |
|
S3 |
7,568.16 |
7,643.73 |
7,826.55 |
|
S4 |
7,420.21 |
7,495.78 |
7,785.87 |
|
|
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 |
7,972.22 |
7,580.85 |
391.37 |
5.0% |
178.06 |
2.3% |
73% |
False |
False |
|
10 |
8,043.06 |
7,580.85 |
462.21 |
5.9% |
183.24 |
2.3% |
62% |
False |
False |
|
20 |
8,340.14 |
7,580.85 |
759.29 |
9.7% |
193.60 |
2.5% |
38% |
False |
False |
|
40 |
8,340.14 |
7,580.85 |
759.29 |
9.7% |
188.17 |
2.4% |
38% |
False |
False |
|
60 |
8,340.14 |
7,476.29 |
863.85 |
11.0% |
182.71 |
2.3% |
45% |
False |
False |
|
80 |
8,340.14 |
7,123.38 |
1,216.76 |
15.5% |
174.33 |
2.2% |
61% |
False |
False |
|
100 |
8,340.14 |
6,457.92 |
1,882.22 |
23.9% |
173.71 |
2.2% |
75% |
False |
False |
|
120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.7% |
172.38 |
2.2% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,565.24 |
2.618 |
8,323.78 |
1.618 |
8,175.83 |
1.000 |
8,084.40 |
0.618 |
8,027.88 |
HIGH |
7,936.45 |
0.618 |
7,879.93 |
0.500 |
7,862.48 |
0.382 |
7,845.02 |
LOW |
7,788.50 |
0.618 |
7,697.07 |
1.000 |
7,640.55 |
1.618 |
7,549.12 |
2.618 |
7,401.17 |
4.250 |
7,159.71 |
|
|
Fisher Pivots for day following 04-Sep-1997 |
Pivot |
1 day |
3 day |
R1 |
7,865.65 |
7,848.70 |
PP |
7,864.06 |
7,830.15 |
S1 |
7,862.48 |
7,811.61 |
|