Trading Metrics calculated at close of trading on 02-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-1997 |
02-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
7,945.26 |
8,015.50 |
70.24 |
0.9% |
7,917.27 |
High |
8,081.06 |
8,087.45 |
6.39 |
0.1% |
8,078.36 |
Low |
7,909.41 |
7,943.79 |
34.38 |
0.4% |
7,802.34 |
Close |
8,015.50 |
8,027.53 |
12.03 |
0.2% |
7,922.18 |
Range |
171.65 |
143.66 |
-27.99 |
-16.3% |
276.02 |
ATR |
173.70 |
171.56 |
-2.15 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,450.57 |
8,382.71 |
8,106.54 |
|
R3 |
8,306.91 |
8,239.05 |
8,067.04 |
|
R2 |
8,163.25 |
8,163.25 |
8,053.87 |
|
R1 |
8,095.39 |
8,095.39 |
8,040.70 |
8,129.32 |
PP |
8,019.59 |
8,019.59 |
8,019.59 |
8,036.56 |
S1 |
7,951.73 |
7,951.73 |
8,014.36 |
7,985.66 |
S2 |
7,875.93 |
7,875.93 |
8,001.19 |
|
S3 |
7,732.27 |
7,808.07 |
7,988.02 |
|
S4 |
7,588.61 |
7,664.41 |
7,948.52 |
|
|
Weekly Pivots for week ending 26-Sep-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,762.35 |
8,618.29 |
8,073.99 |
|
R3 |
8,486.33 |
8,342.27 |
7,998.09 |
|
R2 |
8,210.31 |
8,210.31 |
7,972.78 |
|
R1 |
8,066.25 |
8,066.25 |
7,947.48 |
8,138.28 |
PP |
7,934.29 |
7,934.29 |
7,934.29 |
7,970.31 |
S1 |
7,790.23 |
7,790.23 |
7,896.88 |
7,862.26 |
S2 |
7,658.27 |
7,658.27 |
7,871.58 |
|
S3 |
7,382.25 |
7,514.21 |
7,846.27 |
|
S4 |
7,106.23 |
7,238.19 |
7,770.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,087.45 |
7,853.66 |
233.79 |
2.9% |
149.11 |
1.9% |
74% |
True |
False |
|
10 |
8,087.45 |
7,802.34 |
285.11 |
3.6% |
160.97 |
2.0% |
79% |
True |
False |
|
20 |
8,087.45 |
7,556.23 |
531.22 |
6.6% |
169.56 |
2.1% |
89% |
True |
False |
|
40 |
8,340.14 |
7,556.23 |
783.91 |
9.8% |
181.58 |
2.3% |
60% |
False |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
9.8% |
181.96 |
2.3% |
60% |
False |
False |
|
80 |
8,340.14 |
7,476.29 |
863.85 |
10.8% |
179.42 |
2.2% |
64% |
False |
False |
|
100 |
8,340.14 |
7,123.38 |
1,216.76 |
15.2% |
173.38 |
2.2% |
74% |
False |
False |
|
120 |
8,340.14 |
6,457.92 |
1,882.22 |
23.4% |
173.02 |
2.2% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,698.01 |
2.618 |
8,463.55 |
1.618 |
8,319.89 |
1.000 |
8,231.11 |
0.618 |
8,176.23 |
HIGH |
8,087.45 |
0.618 |
8,032.57 |
0.500 |
8,015.62 |
0.382 |
7,998.67 |
LOW |
7,943.79 |
0.618 |
7,855.01 |
1.000 |
7,800.13 |
1.618 |
7,711.35 |
2.618 |
7,567.69 |
4.250 |
7,333.24 |
|
|
Fisher Pivots for day following 02-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
8,023.56 |
8,016.28 |
PP |
8,019.59 |
8,005.02 |
S1 |
8,015.62 |
7,993.77 |
|