Trading Metrics calculated at close of trading on 30-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-1997 |
30-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
1,046.91 |
1,000.70 |
-46.21 |
-4.4% |
1,075.12 |
High |
1,057.35 |
1,029.76 |
-27.59 |
-2.6% |
1,114.46 |
Low |
1,025.44 |
1,000.70 |
-24.74 |
-2.4% |
1,046.77 |
Close |
1,029.76 |
1,000.70 |
-29.06 |
-2.8% |
1,057.34 |
Range |
31.91 |
29.06 |
-2.85 |
-8.9% |
67.69 |
ATR |
33.39 |
33.08 |
-0.31 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,097.57 |
1,078.19 |
1,016.68 |
|
R3 |
1,068.51 |
1,049.13 |
1,008.69 |
|
R2 |
1,039.45 |
1,039.45 |
1,006.03 |
|
R1 |
1,020.07 |
1,020.07 |
1,003.36 |
1,015.23 |
PP |
1,010.39 |
1,010.39 |
1,010.39 |
1,007.97 |
S1 |
991.01 |
991.01 |
998.04 |
986.17 |
S2 |
981.33 |
981.33 |
995.37 |
|
S3 |
952.27 |
961.95 |
992.71 |
|
S4 |
923.21 |
932.89 |
984.72 |
|
|
Weekly Pivots for week ending 24-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,275.93 |
1,234.32 |
1,094.57 |
|
R3 |
1,208.24 |
1,166.63 |
1,075.95 |
|
R2 |
1,140.55 |
1,140.55 |
1,069.75 |
|
R1 |
1,098.94 |
1,098.94 |
1,063.54 |
1,085.90 |
PP |
1,072.86 |
1,072.86 |
1,072.86 |
1,066.34 |
S1 |
1,031.25 |
1,031.25 |
1,051.14 |
1,018.21 |
S2 |
1,005.17 |
1,005.17 |
1,044.93 |
|
S3 |
937.48 |
963.56 |
1,038.73 |
|
S4 |
869.79 |
895.87 |
1,020.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,090.18 |
926.97 |
163.21 |
16.3% |
60.94 |
6.1% |
45% |
False |
False |
|
10 |
1,114.46 |
926.97 |
187.49 |
18.7% |
43.54 |
4.4% |
39% |
False |
False |
|
20 |
1,153.89 |
926.97 |
226.92 |
22.7% |
30.96 |
3.1% |
32% |
False |
False |
|
40 |
1,153.89 |
926.97 |
226.92 |
22.7% |
24.54 |
2.5% |
32% |
False |
False |
|
60 |
1,153.89 |
926.97 |
226.92 |
22.7% |
24.27 |
2.4% |
32% |
False |
False |
|
80 |
1,153.89 |
926.97 |
226.92 |
22.7% |
23.70 |
2.4% |
32% |
False |
False |
|
100 |
1,153.89 |
926.97 |
226.92 |
22.7% |
22.32 |
2.2% |
32% |
False |
False |
|
120 |
1,153.89 |
900.24 |
253.65 |
25.3% |
21.81 |
2.2% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,153.27 |
2.618 |
1,105.84 |
1.618 |
1,076.78 |
1.000 |
1,058.82 |
0.618 |
1,047.72 |
HIGH |
1,029.76 |
0.618 |
1,018.66 |
0.500 |
1,015.23 |
0.382 |
1,011.80 |
LOW |
1,000.70 |
0.618 |
982.74 |
1.000 |
971.64 |
1.618 |
953.68 |
2.618 |
924.62 |
4.250 |
877.20 |
|
|
Fisher Pivots for day following 30-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
1,015.23 |
997.85 |
PP |
1,010.39 |
995.01 |
S1 |
1,005.54 |
992.16 |
|