Trading Metrics calculated at close of trading on 15-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-1997 |
15-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
1,001.88 |
978.49 |
-23.39 |
-2.3% |
1,070.27 |
High |
1,006.82 |
991.29 |
-15.53 |
-1.5% |
1,085.35 |
Low |
974.15 |
960.20 |
-13.95 |
-1.4% |
974.15 |
Close |
978.49 |
984.38 |
5.89 |
0.6% |
978.49 |
Range |
32.67 |
31.09 |
-1.58 |
-4.8% |
111.20 |
ATR |
25.53 |
25.92 |
0.40 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,071.89 |
1,059.23 |
1,001.48 |
|
R3 |
1,040.80 |
1,028.14 |
992.93 |
|
R2 |
1,009.71 |
1,009.71 |
990.08 |
|
R1 |
997.05 |
997.05 |
987.23 |
1,003.38 |
PP |
978.62 |
978.62 |
978.62 |
981.79 |
S1 |
965.96 |
965.96 |
981.53 |
972.29 |
S2 |
947.53 |
947.53 |
978.68 |
|
S3 |
916.44 |
934.87 |
975.83 |
|
S4 |
885.35 |
903.78 |
967.28 |
|
|
Weekly Pivots for week ending 12-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.26 |
1,273.58 |
1,039.65 |
|
R3 |
1,235.06 |
1,162.38 |
1,009.07 |
|
R2 |
1,123.86 |
1,123.86 |
998.88 |
|
R1 |
1,051.18 |
1,051.18 |
988.68 |
1,031.92 |
PP |
1,012.66 |
1,012.66 |
1,012.66 |
1,003.04 |
S1 |
939.98 |
939.98 |
968.30 |
920.72 |
S2 |
901.46 |
901.46 |
958.10 |
|
S3 |
790.26 |
828.78 |
947.91 |
|
S4 |
679.06 |
717.58 |
917.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,082.92 |
960.20 |
122.72 |
12.5% |
33.08 |
3.4% |
20% |
False |
True |
|
10 |
1,085.35 |
960.20 |
125.15 |
12.7% |
27.35 |
2.8% |
19% |
False |
True |
|
20 |
1,085.35 |
960.20 |
125.15 |
12.7% |
23.34 |
2.4% |
19% |
False |
True |
|
40 |
1,114.46 |
926.97 |
187.49 |
19.0% |
28.02 |
2.8% |
31% |
False |
False |
|
60 |
1,153.89 |
926.97 |
226.92 |
23.1% |
24.95 |
2.5% |
25% |
False |
False |
|
80 |
1,153.89 |
926.97 |
226.92 |
23.1% |
23.63 |
2.4% |
25% |
False |
False |
|
100 |
1,153.89 |
926.97 |
226.92 |
23.1% |
23.41 |
2.4% |
25% |
False |
False |
|
120 |
1,153.89 |
926.97 |
226.92 |
23.1% |
22.99 |
2.3% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,123.42 |
2.618 |
1,072.68 |
1.618 |
1,041.59 |
1.000 |
1,022.38 |
0.618 |
1,010.50 |
HIGH |
991.29 |
0.618 |
979.41 |
0.500 |
975.75 |
0.382 |
972.08 |
LOW |
960.20 |
0.618 |
940.99 |
1.000 |
929.11 |
1.618 |
909.90 |
2.618 |
878.81 |
4.250 |
828.07 |
|
|
Fisher Pivots for day following 15-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
981.50 |
996.71 |
PP |
978.62 |
992.60 |
S1 |
975.75 |
988.49 |
|