Trading Metrics calculated at close of trading on 31-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-1997 |
31-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
953.41 |
971.03 |
17.62 |
1.8% |
947.48 |
High |
970.84 |
975.02 |
4.18 |
0.4% |
956.73 |
Low |
953.35 |
967.41 |
14.06 |
1.5% |
932.70 |
Close |
970.84 |
970.43 |
-0.41 |
0.0% |
936.46 |
Range |
17.49 |
7.61 |
-9.88 |
-56.5% |
24.03 |
ATR |
14.16 |
13.70 |
-0.47 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
993.78 |
989.72 |
974.62 |
|
R3 |
986.17 |
982.11 |
972.52 |
|
R2 |
978.56 |
978.56 |
971.83 |
|
R1 |
974.50 |
974.50 |
971.13 |
972.73 |
PP |
970.95 |
970.95 |
970.95 |
970.07 |
S1 |
966.89 |
966.89 |
969.73 |
965.12 |
S2 |
963.34 |
963.34 |
969.03 |
|
S3 |
955.73 |
959.28 |
968.34 |
|
S4 |
948.12 |
951.67 |
966.24 |
|
|
Weekly Pivots for week ending 26-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,014.05 |
999.29 |
949.68 |
|
R3 |
990.02 |
975.26 |
943.07 |
|
R2 |
965.99 |
965.99 |
940.87 |
|
R1 |
951.23 |
951.23 |
938.66 |
946.60 |
PP |
941.96 |
941.96 |
941.96 |
939.65 |
S1 |
927.20 |
927.20 |
934.26 |
922.57 |
S2 |
917.93 |
917.93 |
932.05 |
|
S3 |
893.90 |
903.17 |
929.85 |
|
S4 |
869.87 |
879.14 |
923.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
975.02 |
932.70 |
42.32 |
4.4% |
12.01 |
1.2% |
89% |
True |
False |
|
10 |
975.02 |
924.92 |
50.10 |
5.2% |
14.16 |
1.5% |
91% |
True |
False |
|
20 |
986.25 |
924.92 |
61.33 |
6.3% |
13.38 |
1.4% |
74% |
False |
False |
|
40 |
986.25 |
900.61 |
85.64 |
8.8% |
13.25 |
1.4% |
82% |
False |
False |
|
60 |
986.25 |
855.27 |
130.98 |
13.5% |
15.73 |
1.6% |
88% |
False |
False |
|
80 |
986.25 |
855.27 |
130.98 |
13.5% |
14.91 |
1.5% |
88% |
False |
False |
|
100 |
986.25 |
855.27 |
130.98 |
13.5% |
14.98 |
1.5% |
88% |
False |
False |
|
120 |
986.25 |
855.27 |
130.98 |
13.5% |
14.53 |
1.5% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,007.36 |
2.618 |
994.94 |
1.618 |
987.33 |
1.000 |
982.63 |
0.618 |
979.72 |
HIGH |
975.02 |
0.618 |
972.11 |
0.500 |
971.22 |
0.382 |
970.32 |
LOW |
967.41 |
0.618 |
962.71 |
1.000 |
959.80 |
1.618 |
955.10 |
2.618 |
947.49 |
4.250 |
935.07 |
|
|
Fisher Pivots for day following 31-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
971.22 |
965.53 |
PP |
970.95 |
960.64 |
S1 |
970.69 |
955.74 |
|