Trading Metrics calculated at close of trading on 23-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-1997 |
23-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
947.48 |
953.74 |
6.26 |
0.7% |
953.45 |
High |
956.73 |
954.45 |
-2.28 |
-0.2% |
974.30 |
Low |
946.25 |
938.77 |
-7.48 |
-0.8% |
924.92 |
Close |
953.70 |
939.08 |
-14.62 |
-1.5% |
946.78 |
Range |
10.48 |
15.68 |
5.20 |
49.6% |
49.38 |
ATR |
14.33 |
14.42 |
0.10 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
991.14 |
980.79 |
947.70 |
|
R3 |
975.46 |
965.11 |
943.39 |
|
R2 |
959.78 |
959.78 |
941.95 |
|
R1 |
949.43 |
949.43 |
940.52 |
946.77 |
PP |
944.10 |
944.10 |
944.10 |
942.77 |
S1 |
933.75 |
933.75 |
937.64 |
931.09 |
S2 |
928.42 |
928.42 |
936.21 |
|
S3 |
912.74 |
918.07 |
934.77 |
|
S4 |
897.06 |
902.39 |
930.46 |
|
|
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 |
5.3% |
16.32 |
1.7% |
29% |
False |
False |
|
10 |
975.78 |
924.92 |
50.86 |
5.4% |
14.91 |
1.6% |
28% |
False |
False |
|
20 |
986.25 |
924.92 |
61.33 |
6.5% |
12.81 |
1.4% |
23% |
False |
False |
|
40 |
986.25 |
855.27 |
130.98 |
13.9% |
15.48 |
1.6% |
64% |
False |
False |
|
60 |
986.25 |
855.27 |
130.98 |
13.9% |
15.64 |
1.7% |
64% |
False |
False |
|
80 |
986.25 |
855.27 |
130.98 |
13.9% |
15.01 |
1.6% |
64% |
False |
False |
|
100 |
986.25 |
855.27 |
130.98 |
13.9% |
15.04 |
1.6% |
64% |
False |
False |
|
120 |
986.25 |
855.27 |
130.98 |
13.9% |
14.53 |
1.5% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,021.09 |
2.618 |
995.50 |
1.618 |
979.82 |
1.000 |
970.13 |
0.618 |
964.14 |
HIGH |
954.45 |
0.618 |
948.46 |
0.500 |
946.61 |
0.382 |
944.76 |
LOW |
938.77 |
0.618 |
929.08 |
1.000 |
923.09 |
1.618 |
913.40 |
2.618 |
897.72 |
4.250 |
872.13 |
|
|
Fisher Pivots for day following 23-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
946.61 |
940.83 |
PP |
944.10 |
940.24 |
S1 |
941.59 |
939.66 |
|