Trading Metrics calculated at close of trading on 18-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-1997 |
18-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
969.22 |
963.01 |
-6.21 |
-0.6% |
984.10 |
High |
974.30 |
965.54 |
-8.76 |
-0.9% |
985.67 |
Low |
964.25 |
950.55 |
-13.70 |
-1.4% |
947.00 |
Close |
965.54 |
955.30 |
-10.24 |
-1.1% |
953.39 |
Range |
10.05 |
14.99 |
4.94 |
49.2% |
38.67 |
ATR |
13.29 |
13.41 |
0.12 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,002.10 |
993.69 |
963.54 |
|
R3 |
987.11 |
978.70 |
959.42 |
|
R2 |
972.12 |
972.12 |
958.05 |
|
R1 |
963.71 |
963.71 |
956.67 |
960.42 |
PP |
957.13 |
957.13 |
957.13 |
955.49 |
S1 |
948.72 |
948.72 |
953.93 |
945.43 |
S2 |
942.14 |
942.14 |
952.55 |
|
S3 |
927.15 |
933.73 |
951.18 |
|
S4 |
912.16 |
918.74 |
947.06 |
|
|
Weekly Pivots for week ending 12-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,078.03 |
1,054.38 |
974.66 |
|
R3 |
1,039.36 |
1,015.71 |
964.02 |
|
R2 |
1,000.69 |
1,000.69 |
960.48 |
|
R1 |
977.04 |
977.04 |
956.93 |
969.53 |
PP |
962.02 |
962.02 |
962.02 |
958.27 |
S1 |
938.37 |
938.37 |
949.85 |
930.86 |
S2 |
923.35 |
923.35 |
946.30 |
|
S3 |
884.68 |
899.70 |
942.76 |
|
S4 |
846.01 |
861.03 |
932.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
974.30 |
947.00 |
27.30 |
2.9% |
12.31 |
1.3% |
30% |
False |
False |
|
10 |
986.25 |
947.00 |
39.25 |
4.1% |
12.44 |
1.3% |
21% |
False |
False |
|
20 |
986.25 |
944.59 |
41.66 |
4.4% |
12.24 |
1.3% |
26% |
False |
False |
|
40 |
986.25 |
855.27 |
130.98 |
13.7% |
16.84 |
1.8% |
76% |
False |
False |
|
60 |
986.25 |
855.27 |
130.98 |
13.7% |
15.20 |
1.6% |
76% |
False |
False |
|
80 |
986.25 |
855.27 |
130.98 |
13.7% |
14.81 |
1.6% |
76% |
False |
False |
|
100 |
986.25 |
855.27 |
130.98 |
13.7% |
14.85 |
1.6% |
76% |
False |
False |
|
120 |
986.25 |
855.27 |
130.98 |
13.7% |
14.36 |
1.5% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,029.25 |
2.618 |
1,004.78 |
1.618 |
989.79 |
1.000 |
980.53 |
0.618 |
974.80 |
HIGH |
965.54 |
0.618 |
959.81 |
0.500 |
958.05 |
0.382 |
956.28 |
LOW |
950.55 |
0.618 |
941.29 |
1.000 |
935.56 |
1.618 |
926.30 |
2.618 |
911.31 |
4.250 |
886.84 |
|
|
Fisher Pivots for day following 18-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
958.05 |
962.43 |
PP |
957.13 |
960.05 |
S1 |
956.22 |
957.68 |
|