Trading Metrics calculated at close of trading on 10-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-1997 |
10-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
973.42 |
970.13 |
-3.29 |
-0.3% |
965.33 |
High |
974.72 |
970.62 |
-4.10 |
-0.4% |
983.12 |
Low |
963.34 |
963.42 |
0.08 |
0.0% |
963.34 |
Close |
970.62 |
966.98 |
-3.64 |
-0.4% |
966.98 |
Range |
11.38 |
7.20 |
-4.18 |
-36.7% |
19.78 |
ATR |
12.33 |
11.97 |
-0.37 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
988.61 |
984.99 |
970.94 |
|
R3 |
981.41 |
977.79 |
968.96 |
|
R2 |
974.21 |
974.21 |
968.30 |
|
R1 |
970.59 |
970.59 |
967.64 |
968.80 |
PP |
967.01 |
967.01 |
967.01 |
966.11 |
S1 |
963.39 |
963.39 |
966.32 |
961.60 |
S2 |
959.81 |
959.81 |
965.66 |
|
S3 |
952.61 |
956.19 |
965.00 |
|
S4 |
945.41 |
948.99 |
963.02 |
|
|
Weekly Pivots for week ending 10-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,030.49 |
1,018.51 |
977.86 |
|
R3 |
1,010.71 |
998.73 |
972.42 |
|
R2 |
990.93 |
990.93 |
970.61 |
|
R1 |
978.95 |
978.95 |
968.79 |
984.94 |
PP |
971.15 |
971.15 |
971.15 |
974.14 |
S1 |
959.17 |
959.17 |
965.17 |
965.16 |
S2 |
951.37 |
951.37 |
963.35 |
|
S3 |
931.59 |
939.39 |
961.54 |
|
S4 |
911.81 |
919.61 |
956.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
983.12 |
963.34 |
19.78 |
2.0% |
10.67 |
1.1% |
18% |
False |
False |
|
10 |
983.12 |
941.94 |
41.18 |
4.3% |
11.06 |
1.1% |
61% |
False |
False |
|
20 |
983.12 |
919.41 |
63.71 |
6.6% |
11.58 |
1.2% |
75% |
False |
False |
|
40 |
983.12 |
893.34 |
89.78 |
9.3% |
13.38 |
1.4% |
82% |
False |
False |
|
60 |
983.12 |
893.34 |
89.78 |
9.3% |
13.34 |
1.4% |
82% |
False |
False |
|
80 |
983.12 |
878.43 |
104.69 |
10.8% |
13.14 |
1.4% |
85% |
False |
False |
|
100 |
983.12 |
831.87 |
151.25 |
15.6% |
12.45 |
1.3% |
89% |
False |
False |
|
120 |
983.12 |
763.30 |
219.82 |
22.7% |
12.34 |
1.3% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,001.22 |
2.618 |
989.47 |
1.618 |
982.27 |
1.000 |
977.82 |
0.618 |
975.07 |
HIGH |
970.62 |
0.618 |
967.87 |
0.500 |
967.02 |
0.382 |
966.17 |
LOW |
963.42 |
0.618 |
958.97 |
1.000 |
956.22 |
1.618 |
951.77 |
2.618 |
944.57 |
4.250 |
932.82 |
|
|
Fisher Pivots for day following 10-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
967.02 |
973.23 |
PP |
967.01 |
971.15 |
S1 |
966.99 |
969.06 |
|