| Trading Metrics calculated at close of trading on 17-Sep-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-1997 |
17-Sep-1997 |
Change |
Change % |
Previous Week |
| Open |
7,721.14 |
7,895.92 |
174.78 |
2.3% |
7,822.41 |
| High |
7,951.18 |
7,981.54 |
30.36 |
0.4% |
7,922.05 |
| Low |
7,709.75 |
7,816.47 |
106.72 |
1.4% |
7,556.23 |
| Close |
7,895.92 |
7,886.44 |
-9.48 |
-0.1% |
7,742.97 |
| Range |
241.43 |
165.07 |
-76.36 |
-31.6% |
365.82 |
| ATR |
185.24 |
183.80 |
-1.44 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,390.03 |
8,303.30 |
7,977.23 |
|
| R3 |
8,224.96 |
8,138.23 |
7,931.83 |
|
| R2 |
8,059.89 |
8,059.89 |
7,916.70 |
|
| R1 |
7,973.16 |
7,973.16 |
7,901.57 |
7,933.99 |
| PP |
7,894.82 |
7,894.82 |
7,894.82 |
7,875.23 |
| S1 |
7,808.09 |
7,808.09 |
7,871.31 |
7,768.92 |
| S2 |
7,729.75 |
7,729.75 |
7,856.18 |
|
| S3 |
7,564.68 |
7,643.02 |
7,841.05 |
|
| S4 |
7,399.61 |
7,477.95 |
7,795.65 |
|
|
| Weekly Pivots for week ending 12-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,837.88 |
8,656.24 |
7,944.17 |
|
| R3 |
8,472.06 |
8,290.42 |
7,843.57 |
|
| R2 |
8,106.24 |
8,106.24 |
7,810.04 |
|
| R1 |
7,924.60 |
7,924.60 |
7,776.50 |
7,832.51 |
| PP |
7,740.42 |
7,740.42 |
7,740.42 |
7,694.37 |
| S1 |
7,558.78 |
7,558.78 |
7,709.44 |
7,466.69 |
| S2 |
7,374.60 |
7,374.60 |
7,675.90 |
|
| S3 |
7,008.78 |
7,192.96 |
7,642.37 |
|
| S4 |
6,642.96 |
6,827.14 |
7,541.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,981.54 |
7,556.23 |
425.31 |
5.4% |
188.52 |
2.4% |
78% |
True |
False |
|
| 10 |
7,981.54 |
7,556.23 |
425.31 |
5.4% |
173.90 |
2.2% |
78% |
True |
False |
|
| 20 |
8,043.06 |
7,556.23 |
486.83 |
6.2% |
179.53 |
2.3% |
68% |
False |
False |
|
| 40 |
8,340.14 |
7,556.23 |
783.91 |
9.9% |
184.20 |
2.3% |
42% |
False |
False |
|
| 60 |
8,340.14 |
7,556.23 |
783.91 |
9.9% |
185.92 |
2.4% |
42% |
False |
False |
|
| 80 |
8,340.14 |
7,203.99 |
1,136.15 |
14.4% |
177.27 |
2.2% |
60% |
False |
False |
|
| 100 |
8,340.14 |
6,667.03 |
1,673.11 |
21.2% |
174.22 |
2.2% |
73% |
False |
False |
|
| 120 |
8,340.14 |
6,315.84 |
2,024.30 |
25.7% |
172.97 |
2.2% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,683.09 |
|
2.618 |
8,413.69 |
|
1.618 |
8,248.62 |
|
1.000 |
8,146.61 |
|
0.618 |
8,083.55 |
|
HIGH |
7,981.54 |
|
0.618 |
7,918.48 |
|
0.500 |
7,899.01 |
|
0.382 |
7,879.53 |
|
LOW |
7,816.47 |
|
0.618 |
7,714.46 |
|
1.000 |
7,651.40 |
|
1.618 |
7,549.39 |
|
2.618 |
7,384.32 |
|
4.250 |
7,114.92 |
|
|
| Fisher Pivots for day following 17-Sep-1997 |
| Pivot |
1 day |
3 day |
| R1 |
7,899.01 |
7,868.04 |
| PP |
7,894.82 |
7,849.64 |
| S1 |
7,890.63 |
7,831.25 |
|