Trading Metrics calculated at close of trading on 11-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-1997 |
11-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
1,050.67 |
1,033.21 |
-17.46 |
-1.7% |
1,050.51 |
High |
1,050.67 |
1,033.22 |
-17.45 |
-1.7% |
1,079.39 |
Low |
1,020.54 |
995.59 |
-24.95 |
-2.4% |
1,036.73 |
Close |
1,033.21 |
1,001.88 |
-31.33 |
-3.0% |
1,070.27 |
Range |
30.13 |
37.63 |
7.50 |
24.9% |
42.66 |
ATR |
24.00 |
24.98 |
0.97 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,123.12 |
1,100.13 |
1,022.58 |
|
R3 |
1,085.49 |
1,062.50 |
1,012.23 |
|
R2 |
1,047.86 |
1,047.86 |
1,008.78 |
|
R1 |
1,024.87 |
1,024.87 |
1,005.33 |
1,017.55 |
PP |
1,010.23 |
1,010.23 |
1,010.23 |
1,006.57 |
S1 |
987.24 |
987.24 |
998.43 |
979.92 |
S2 |
972.60 |
972.60 |
994.98 |
|
S3 |
934.97 |
949.61 |
991.53 |
|
S4 |
897.34 |
911.98 |
981.18 |
|
|
Weekly Pivots for week ending 05-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,190.11 |
1,172.85 |
1,093.73 |
|
R3 |
1,147.45 |
1,130.19 |
1,082.00 |
|
R2 |
1,104.79 |
1,104.79 |
1,078.09 |
|
R1 |
1,087.53 |
1,087.53 |
1,074.18 |
1,096.16 |
PP |
1,062.13 |
1,062.13 |
1,062.13 |
1,066.45 |
S1 |
1,044.87 |
1,044.87 |
1,066.36 |
1,053.50 |
S2 |
1,019.47 |
1,019.47 |
1,062.45 |
|
S3 |
976.81 |
1,002.21 |
1,058.54 |
|
S4 |
934.15 |
959.55 |
1,046.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,085.35 |
995.59 |
89.76 |
9.0% |
27.47 |
2.7% |
7% |
False |
True |
|
10 |
1,085.35 |
995.59 |
89.76 |
9.0% |
25.05 |
2.5% |
7% |
False |
True |
|
20 |
1,085.35 |
971.61 |
113.74 |
11.4% |
23.21 |
2.3% |
27% |
False |
False |
|
40 |
1,127.35 |
926.97 |
200.38 |
20.0% |
28.37 |
2.8% |
37% |
False |
False |
|
60 |
1,153.89 |
926.97 |
226.92 |
22.6% |
24.32 |
2.4% |
33% |
False |
False |
|
80 |
1,153.89 |
926.97 |
226.92 |
22.6% |
23.55 |
2.4% |
33% |
False |
False |
|
100 |
1,153.89 |
926.97 |
226.92 |
22.6% |
23.18 |
2.3% |
33% |
False |
False |
|
120 |
1,153.89 |
926.97 |
226.92 |
22.6% |
22.79 |
2.3% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,193.15 |
2.618 |
1,131.74 |
1.618 |
1,094.11 |
1.000 |
1,070.85 |
0.618 |
1,056.48 |
HIGH |
1,033.22 |
0.618 |
1,018.85 |
0.500 |
1,014.41 |
0.382 |
1,009.96 |
LOW |
995.59 |
0.618 |
972.33 |
1.000 |
957.96 |
1.618 |
934.70 |
2.618 |
897.07 |
4.250 |
835.66 |
|
|
Fisher Pivots for day following 11-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
1,014.41 |
1,039.26 |
PP |
1,010.23 |
1,026.80 |
S1 |
1,006.06 |
1,014.34 |
|