Trading Metrics calculated at close of trading on 23-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-1997 |
23-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
969.90 |
975.69 |
5.79 |
0.6% |
978.49 |
High |
990.81 |
979.12 |
-11.69 |
-1.2% |
1,011.96 |
Low |
969.49 |
949.21 |
-20.28 |
-2.1% |
937.69 |
Close |
975.69 |
949.57 |
-26.12 |
-2.7% |
969.90 |
Range |
21.32 |
29.91 |
8.59 |
40.3% |
74.27 |
ATR |
26.35 |
26.60 |
0.25 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,049.03 |
1,029.21 |
966.02 |
|
R3 |
1,019.12 |
999.30 |
957.80 |
|
R2 |
989.21 |
989.21 |
955.05 |
|
R1 |
969.39 |
969.39 |
952.31 |
964.35 |
PP |
959.30 |
959.30 |
959.30 |
956.78 |
S1 |
939.48 |
939.48 |
946.83 |
934.44 |
S2 |
929.39 |
929.39 |
944.09 |
|
S3 |
899.48 |
909.57 |
941.34 |
|
S4 |
869.57 |
879.66 |
933.12 |
|
|
Weekly Pivots for week ending 19-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,195.99 |
1,157.22 |
1,010.75 |
|
R3 |
1,121.72 |
1,082.95 |
990.32 |
|
R2 |
1,047.45 |
1,047.45 |
983.52 |
|
R1 |
1,008.68 |
1,008.68 |
976.71 |
990.93 |
PP |
973.18 |
973.18 |
973.18 |
964.31 |
S1 |
934.41 |
934.41 |
963.09 |
916.66 |
S2 |
898.91 |
898.91 |
956.28 |
|
S3 |
824.64 |
860.14 |
949.48 |
|
S4 |
750.37 |
785.87 |
929.05 |
|
|
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 |
937.69 |
74.27 |
7.8% |
28.62 |
3.0% |
16% |
False |
False |
|
10 |
1,050.67 |
937.69 |
112.98 |
11.9% |
29.78 |
3.1% |
11% |
False |
False |
|
20 |
1,085.35 |
937.69 |
147.66 |
15.6% |
25.24 |
2.7% |
8% |
False |
False |
|
40 |
1,085.35 |
926.97 |
158.38 |
16.7% |
26.83 |
2.8% |
14% |
False |
False |
|
60 |
1,153.89 |
926.97 |
226.92 |
23.9% |
26.09 |
2.7% |
10% |
False |
False |
|
80 |
1,153.89 |
926.97 |
226.92 |
23.9% |
24.12 |
2.5% |
10% |
False |
False |
|
100 |
1,153.89 |
926.97 |
226.92 |
23.9% |
23.98 |
2.5% |
10% |
False |
False |
|
120 |
1,153.89 |
926.97 |
226.92 |
23.9% |
23.59 |
2.5% |
10% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,106.24 |
2.618 |
1,057.42 |
1.618 |
1,027.51 |
1.000 |
1,009.03 |
0.618 |
997.60 |
HIGH |
979.12 |
0.618 |
967.69 |
0.500 |
964.17 |
0.382 |
960.64 |
LOW |
949.21 |
0.618 |
930.73 |
1.000 |
919.30 |
1.618 |
900.82 |
2.618 |
870.91 |
4.250 |
822.09 |
|
|
Fisher Pivots for day following 23-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
964.17 |
964.25 |
PP |
959.30 |
959.36 |
S1 |
954.44 |
954.46 |
|