Trading Metrics calculated at close of trading on 10-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-1997 |
10-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
980.67 |
974.99 |
-5.68 |
-0.6% |
955.90 |
High |
982.37 |
975.78 |
-6.59 |
-0.7% |
986.25 |
Low |
973.81 |
962.68 |
-11.13 |
-1.1% |
955.40 |
Close |
975.78 |
969.79 |
-5.99 |
-0.6% |
983.79 |
Range |
8.56 |
13.10 |
4.54 |
53.0% |
30.85 |
ATR |
13.64 |
13.60 |
-0.04 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,008.72 |
1,002.35 |
977.00 |
|
R3 |
995.62 |
989.25 |
973.39 |
|
R2 |
982.52 |
982.52 |
972.19 |
|
R1 |
976.15 |
976.15 |
970.99 |
972.79 |
PP |
969.42 |
969.42 |
969.42 |
967.73 |
S1 |
963.05 |
963.05 |
968.59 |
959.69 |
S2 |
956.32 |
956.32 |
967.39 |
|
S3 |
943.22 |
949.95 |
966.19 |
|
S4 |
930.12 |
936.85 |
962.59 |
|
|
Weekly Pivots for week ending 05-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,067.70 |
1,056.59 |
1,000.76 |
|
R3 |
1,036.85 |
1,025.74 |
992.27 |
|
R2 |
1,006.00 |
1,006.00 |
989.45 |
|
R1 |
994.89 |
994.89 |
986.62 |
1,000.45 |
PP |
975.15 |
975.15 |
975.15 |
977.92 |
S1 |
964.04 |
964.04 |
980.96 |
969.60 |
S2 |
944.30 |
944.30 |
978.13 |
|
S3 |
913.45 |
933.19 |
975.31 |
|
S4 |
882.60 |
902.34 |
966.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
986.25 |
962.68 |
23.57 |
2.4% |
11.38 |
1.2% |
30% |
False |
True |
|
10 |
986.25 |
950.82 |
35.43 |
3.7% |
11.05 |
1.1% |
54% |
False |
False |
|
20 |
986.25 |
900.61 |
85.64 |
8.8% |
13.00 |
1.3% |
81% |
False |
False |
|
40 |
986.25 |
855.27 |
130.98 |
13.5% |
17.15 |
1.8% |
87% |
False |
False |
|
60 |
986.25 |
855.27 |
130.98 |
13.5% |
14.96 |
1.5% |
87% |
False |
False |
|
80 |
986.25 |
855.27 |
130.98 |
13.5% |
14.95 |
1.5% |
87% |
False |
False |
|
100 |
986.25 |
855.27 |
130.98 |
13.5% |
14.77 |
1.5% |
87% |
False |
False |
|
120 |
986.25 |
855.27 |
130.98 |
13.5% |
14.49 |
1.5% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,031.46 |
2.618 |
1,010.08 |
1.618 |
996.98 |
1.000 |
988.88 |
0.618 |
983.88 |
HIGH |
975.78 |
0.618 |
970.78 |
0.500 |
969.23 |
0.382 |
967.68 |
LOW |
962.68 |
0.618 |
954.58 |
1.000 |
949.58 |
1.618 |
941.48 |
2.618 |
928.38 |
4.250 |
907.01 |
|
|
Fisher Pivots for day following 10-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
969.60 |
974.18 |
PP |
969.42 |
972.71 |
S1 |
969.23 |
971.25 |
|