Trading Metrics calculated at close of trading on 19-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-1997 |
19-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
963.01 |
954.23 |
-8.78 |
-0.9% |
953.45 |
High |
965.54 |
955.30 |
-10.24 |
-1.1% |
974.30 |
Low |
950.55 |
924.92 |
-25.63 |
-2.7% |
924.92 |
Close |
955.30 |
946.78 |
-8.52 |
-0.9% |
946.78 |
Range |
14.99 |
30.38 |
15.39 |
102.7% |
49.38 |
ATR |
13.41 |
14.62 |
1.21 |
9.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,033.47 |
1,020.51 |
963.49 |
|
R3 |
1,003.09 |
990.13 |
955.13 |
|
R2 |
972.71 |
972.71 |
952.35 |
|
R1 |
959.75 |
959.75 |
949.56 |
951.04 |
PP |
942.33 |
942.33 |
942.33 |
937.98 |
S1 |
929.37 |
929.37 |
944.00 |
920.66 |
S2 |
911.95 |
911.95 |
941.21 |
|
S3 |
881.57 |
898.99 |
938.43 |
|
S4 |
851.19 |
868.61 |
930.07 |
|
|
Weekly Pivots for week ending 19-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,096.81 |
1,071.17 |
973.94 |
|
R3 |
1,047.43 |
1,021.79 |
960.36 |
|
R2 |
998.05 |
998.05 |
955.83 |
|
R1 |
972.41 |
972.41 |
951.31 |
960.54 |
PP |
948.67 |
948.67 |
948.67 |
942.73 |
S1 |
923.03 |
923.03 |
942.25 |
911.16 |
S2 |
899.29 |
899.29 |
937.73 |
|
S3 |
849.91 |
873.65 |
933.20 |
|
S4 |
800.53 |
824.27 |
919.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
974.30 |
924.92 |
49.38 |
5.2% |
15.52 |
1.6% |
44% |
False |
True |
|
10 |
985.67 |
924.92 |
60.75 |
6.4% |
13.76 |
1.5% |
36% |
False |
True |
|
20 |
986.25 |
924.92 |
61.33 |
6.5% |
12.89 |
1.4% |
36% |
False |
True |
|
40 |
986.25 |
855.27 |
130.98 |
13.8% |
16.99 |
1.8% |
70% |
False |
False |
|
60 |
986.25 |
855.27 |
130.98 |
13.8% |
15.54 |
1.6% |
70% |
False |
False |
|
80 |
986.25 |
855.27 |
130.98 |
13.8% |
15.03 |
1.6% |
70% |
False |
False |
|
100 |
986.25 |
855.27 |
130.98 |
13.8% |
15.03 |
1.6% |
70% |
False |
False |
|
120 |
986.25 |
855.27 |
130.98 |
13.8% |
14.53 |
1.5% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,084.42 |
2.618 |
1,034.83 |
1.618 |
1,004.45 |
1.000 |
985.68 |
0.618 |
974.07 |
HIGH |
955.30 |
0.618 |
943.69 |
0.500 |
940.11 |
0.382 |
936.53 |
LOW |
924.92 |
0.618 |
906.15 |
1.000 |
894.54 |
1.618 |
875.77 |
2.618 |
845.39 |
4.250 |
795.81 |
|
|
Fisher Pivots for day following 19-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
944.56 |
949.61 |
PP |
942.33 |
948.67 |
S1 |
940.11 |
947.72 |
|