Trading Metrics calculated at close of trading on 12-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-1997 |
12-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
1,011.54 |
1,010.96 |
-0.58 |
-0.1% |
1,019.62 |
High |
1,019.62 |
1,010.96 |
-8.66 |
-0.8% |
1,057.90 |
Low |
1,006.83 |
978.84 |
-27.99 |
-2.8% |
1,010.32 |
Close |
1,010.96 |
980.14 |
-30.82 |
-3.0% |
1,028.32 |
Range |
12.79 |
32.12 |
19.33 |
151.1% |
47.58 |
ATR |
27.41 |
27.75 |
0.34 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,086.34 |
1,065.36 |
997.81 |
|
R3 |
1,054.22 |
1,033.24 |
988.97 |
|
R2 |
1,022.10 |
1,022.10 |
986.03 |
|
R1 |
1,001.12 |
1,001.12 |
983.08 |
995.55 |
PP |
989.98 |
989.98 |
989.98 |
987.20 |
S1 |
969.00 |
969.00 |
977.20 |
963.43 |
S2 |
957.86 |
957.86 |
974.25 |
|
S3 |
925.74 |
936.88 |
971.31 |
|
S4 |
893.62 |
904.76 |
962.47 |
|
|
Weekly Pivots for week ending 07-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,174.92 |
1,149.20 |
1,054.49 |
|
R3 |
1,127.34 |
1,101.62 |
1,041.40 |
|
R2 |
1,079.76 |
1,079.76 |
1,037.04 |
|
R1 |
1,054.04 |
1,054.04 |
1,032.68 |
1,066.90 |
PP |
1,032.18 |
1,032.18 |
1,032.18 |
1,038.61 |
S1 |
1,006.46 |
1,006.46 |
1,023.96 |
1,019.32 |
S2 |
984.60 |
984.60 |
1,019.60 |
|
S3 |
937.02 |
958.88 |
1,015.24 |
|
S4 |
889.44 |
911.30 |
1,002.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,048.34 |
978.84 |
69.50 |
7.1% |
22.86 |
2.3% |
2% |
False |
True |
|
10 |
1,057.90 |
978.84 |
79.06 |
8.1% |
22.69 |
2.3% |
2% |
False |
True |
|
20 |
1,127.35 |
926.97 |
200.38 |
20.4% |
33.53 |
3.4% |
27% |
False |
False |
|
40 |
1,153.89 |
926.97 |
226.92 |
23.2% |
24.88 |
2.5% |
23% |
False |
False |
|
60 |
1,153.89 |
926.97 |
226.92 |
23.2% |
23.66 |
2.4% |
23% |
False |
False |
|
80 |
1,153.89 |
926.97 |
226.92 |
23.2% |
23.17 |
2.4% |
23% |
False |
False |
|
100 |
1,153.89 |
926.97 |
226.92 |
23.2% |
22.71 |
2.3% |
23% |
False |
False |
|
120 |
1,153.89 |
917.34 |
236.55 |
24.1% |
22.08 |
2.3% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,147.47 |
2.618 |
1,095.05 |
1.618 |
1,062.93 |
1.000 |
1,043.08 |
0.618 |
1,030.81 |
HIGH |
1,010.96 |
0.618 |
998.69 |
0.500 |
994.90 |
0.382 |
991.11 |
LOW |
978.84 |
0.618 |
958.99 |
1.000 |
946.72 |
1.618 |
926.87 |
2.618 |
894.75 |
4.250 |
842.33 |
|
|
Fisher Pivots for day following 12-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
994.90 |
1,009.45 |
PP |
989.98 |
999.68 |
S1 |
985.06 |
989.91 |
|