Trading Metrics calculated at close of trading on 17-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-1997 |
17-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
984.38 |
997.31 |
12.93 |
1.3% |
1,070.27 |
High |
1,007.58 |
1,011.96 |
4.38 |
0.4% |
1,085.35 |
Low |
984.38 |
983.13 |
-1.25 |
-0.1% |
974.15 |
Close |
997.31 |
983.63 |
-13.68 |
-1.4% |
978.49 |
Range |
23.20 |
28.83 |
5.63 |
24.3% |
111.20 |
ATR |
25.73 |
25.95 |
0.22 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,079.40 |
1,060.34 |
999.49 |
|
R3 |
1,050.57 |
1,031.51 |
991.56 |
|
R2 |
1,021.74 |
1,021.74 |
988.92 |
|
R1 |
1,002.68 |
1,002.68 |
986.27 |
997.80 |
PP |
992.91 |
992.91 |
992.91 |
990.46 |
S1 |
973.85 |
973.85 |
980.99 |
968.97 |
S2 |
964.08 |
964.08 |
978.34 |
|
S3 |
935.25 |
945.02 |
975.70 |
|
S4 |
906.42 |
916.19 |
967.77 |
|
|
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 |
1,033.22 |
960.20 |
73.02 |
7.4% |
30.68 |
3.1% |
32% |
False |
False |
|
10 |
1,085.35 |
960.20 |
125.15 |
12.7% |
27.11 |
2.8% |
19% |
False |
False |
|
20 |
1,085.35 |
960.20 |
125.15 |
12.7% |
23.79 |
2.4% |
19% |
False |
False |
|
40 |
1,114.46 |
926.97 |
187.49 |
19.1% |
28.29 |
2.9% |
30% |
False |
False |
|
60 |
1,153.89 |
926.97 |
226.92 |
23.1% |
25.33 |
2.6% |
25% |
False |
False |
|
80 |
1,153.89 |
926.97 |
226.92 |
23.1% |
23.62 |
2.4% |
25% |
False |
False |
|
100 |
1,153.89 |
926.97 |
226.92 |
23.1% |
23.56 |
2.4% |
25% |
False |
False |
|
120 |
1,153.89 |
926.97 |
226.92 |
23.1% |
23.17 |
2.4% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,134.49 |
2.618 |
1,087.44 |
1.618 |
1,058.61 |
1.000 |
1,040.79 |
0.618 |
1,029.78 |
HIGH |
1,011.96 |
0.618 |
1,000.95 |
0.500 |
997.55 |
0.382 |
994.14 |
LOW |
983.13 |
0.618 |
965.31 |
1.000 |
954.30 |
1.618 |
936.48 |
2.618 |
907.65 |
4.250 |
860.60 |
|
|
Fisher Pivots for day following 17-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
997.55 |
986.08 |
PP |
992.91 |
985.26 |
S1 |
988.27 |
984.45 |
|