Trading Metrics calculated at close of trading on 26-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-1997 |
26-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
947.21 |
950.98 |
3.77 |
0.4% |
929.73 |
High |
954.47 |
956.47 |
2.00 |
0.2% |
964.55 |
Low |
944.71 |
950.82 |
6.11 |
0.6% |
928.35 |
Close |
950.82 |
951.64 |
0.82 |
0.1% |
963.09 |
Range |
9.76 |
5.65 |
-4.11 |
-42.1% |
36.20 |
ATR |
16.29 |
15.53 |
-0.76 |
-4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
969.93 |
966.43 |
954.75 |
|
R3 |
964.28 |
960.78 |
953.19 |
|
R2 |
958.63 |
958.63 |
952.68 |
|
R1 |
955.13 |
955.13 |
952.16 |
956.88 |
PP |
952.98 |
952.98 |
952.98 |
953.85 |
S1 |
949.48 |
949.48 |
951.12 |
951.23 |
S2 |
947.33 |
947.33 |
950.60 |
|
S3 |
941.68 |
943.83 |
950.09 |
|
S4 |
936.03 |
938.18 |
948.53 |
|
|
Weekly Pivots for week ending 21-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,060.60 |
1,048.04 |
983.00 |
|
R3 |
1,024.40 |
1,011.84 |
973.05 |
|
R2 |
988.20 |
988.20 |
969.73 |
|
R1 |
975.64 |
975.64 |
966.41 |
981.92 |
PP |
952.00 |
952.00 |
952.00 |
955.14 |
S1 |
939.44 |
939.44 |
959.77 |
945.72 |
S2 |
915.80 |
915.80 |
956.45 |
|
S3 |
879.60 |
903.24 |
953.14 |
|
S4 |
843.40 |
867.04 |
943.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
964.55 |
944.59 |
19.96 |
2.1% |
12.09 |
1.3% |
35% |
False |
False |
|
10 |
964.55 |
900.61 |
63.94 |
6.7% |
13.67 |
1.4% |
80% |
False |
False |
|
20 |
964.55 |
900.61 |
63.94 |
6.7% |
14.46 |
1.5% |
80% |
False |
False |
|
40 |
983.12 |
855.27 |
127.85 |
13.4% |
17.00 |
1.8% |
75% |
False |
False |
|
60 |
983.12 |
855.27 |
127.85 |
13.4% |
15.39 |
1.6% |
75% |
False |
False |
|
80 |
983.12 |
855.27 |
127.85 |
13.4% |
15.61 |
1.6% |
75% |
False |
False |
|
100 |
983.12 |
855.27 |
127.85 |
13.4% |
14.82 |
1.6% |
75% |
False |
False |
|
120 |
983.12 |
855.27 |
127.85 |
13.4% |
14.27 |
1.5% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
980.48 |
2.618 |
971.26 |
1.618 |
965.61 |
1.000 |
962.12 |
0.618 |
959.96 |
HIGH |
956.47 |
0.618 |
954.31 |
0.500 |
953.65 |
0.382 |
952.98 |
LOW |
950.82 |
0.618 |
947.33 |
1.000 |
945.17 |
1.618 |
941.68 |
2.618 |
936.03 |
4.250 |
926.81 |
|
|
Fisher Pivots for day following 26-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
953.65 |
953.90 |
PP |
952.98 |
953.15 |
S1 |
952.31 |
952.39 |
|