Trading Metrics calculated at close of trading on 18-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-1997 |
18-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
997.31 |
983.63 |
-13.68 |
-1.4% |
1,070.27 |
High |
1,011.96 |
984.77 |
-27.19 |
-2.7% |
1,085.35 |
Low |
983.13 |
956.98 |
-26.15 |
-2.7% |
974.15 |
Close |
983.63 |
966.77 |
-16.86 |
-1.7% |
978.49 |
Range |
28.83 |
27.79 |
-1.04 |
-3.6% |
111.20 |
ATR |
25.95 |
26.08 |
0.13 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,052.88 |
1,037.61 |
982.05 |
|
R3 |
1,025.09 |
1,009.82 |
974.41 |
|
R2 |
997.30 |
997.30 |
971.86 |
|
R1 |
982.03 |
982.03 |
969.32 |
975.77 |
PP |
969.51 |
969.51 |
969.51 |
966.38 |
S1 |
954.24 |
954.24 |
964.22 |
947.98 |
S2 |
941.72 |
941.72 |
961.68 |
|
S3 |
913.93 |
926.45 |
959.13 |
|
S4 |
886.14 |
898.66 |
951.49 |
|
|
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 |
1,011.96 |
956.98 |
54.98 |
5.7% |
28.72 |
3.0% |
18% |
False |
True |
|
10 |
1,085.35 |
956.98 |
128.37 |
13.3% |
28.09 |
2.9% |
8% |
False |
True |
|
20 |
1,085.35 |
956.98 |
128.37 |
13.3% |
24.62 |
2.5% |
8% |
False |
True |
|
40 |
1,098.71 |
926.97 |
171.74 |
17.8% |
28.58 |
3.0% |
23% |
False |
False |
|
60 |
1,153.89 |
926.97 |
226.92 |
23.5% |
25.36 |
2.6% |
18% |
False |
False |
|
80 |
1,153.89 |
926.97 |
226.92 |
23.5% |
23.78 |
2.5% |
18% |
False |
False |
|
100 |
1,153.89 |
926.97 |
226.92 |
23.5% |
23.65 |
2.4% |
18% |
False |
False |
|
120 |
1,153.89 |
926.97 |
226.92 |
23.5% |
23.29 |
2.4% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,102.88 |
2.618 |
1,057.52 |
1.618 |
1,029.73 |
1.000 |
1,012.56 |
0.618 |
1,001.94 |
HIGH |
984.77 |
0.618 |
974.15 |
0.500 |
970.88 |
0.382 |
967.60 |
LOW |
956.98 |
0.618 |
939.81 |
1.000 |
929.19 |
1.618 |
912.02 |
2.618 |
884.23 |
4.250 |
838.87 |
|
|
Fisher Pivots for day following 18-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
970.88 |
984.47 |
PP |
969.51 |
978.57 |
S1 |
968.14 |
972.67 |
|