Trading Metrics calculated at close of trading on 03-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-1997 |
03-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
8,015.50 |
8,027.53 |
12.03 |
0.2% |
7,922.18 |
High |
8,087.45 |
8,183.22 |
95.77 |
1.2% |
8,183.22 |
Low |
7,943.79 |
7,937.89 |
-5.90 |
-0.1% |
7,862.99 |
Close |
8,027.53 |
8,038.58 |
11.05 |
0.1% |
8,038.58 |
Range |
143.66 |
245.33 |
101.67 |
70.8% |
320.23 |
ATR |
171.56 |
176.83 |
5.27 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,789.22 |
8,659.23 |
8,173.51 |
|
R3 |
8,543.89 |
8,413.90 |
8,106.05 |
|
R2 |
8,298.56 |
8,298.56 |
8,083.56 |
|
R1 |
8,168.57 |
8,168.57 |
8,061.07 |
8,233.57 |
PP |
8,053.23 |
8,053.23 |
8,053.23 |
8,085.73 |
S1 |
7,923.24 |
7,923.24 |
8,016.09 |
7,988.24 |
S2 |
7,807.90 |
7,807.90 |
7,993.60 |
|
S3 |
7,562.57 |
7,677.91 |
7,971.11 |
|
S4 |
7,317.24 |
7,432.58 |
7,903.65 |
|
|
Weekly Pivots for week ending 03-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,988.95 |
8,834.00 |
8,214.71 |
|
R3 |
8,668.72 |
8,513.77 |
8,126.64 |
|
R2 |
8,348.49 |
8,348.49 |
8,097.29 |
|
R1 |
8,193.54 |
8,193.54 |
8,067.93 |
8,271.02 |
PP |
8,028.26 |
8,028.26 |
8,028.26 |
8,067.00 |
S1 |
7,873.31 |
7,873.31 |
8,009.23 |
7,950.79 |
S2 |
7,708.03 |
7,708.03 |
7,979.87 |
|
S3 |
7,387.80 |
7,553.08 |
7,950.52 |
|
S4 |
7,067.57 |
7,232.85 |
7,862.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,183.22 |
7,862.99 |
320.23 |
4.0% |
174.75 |
2.2% |
55% |
True |
False |
|
10 |
8,183.22 |
7,802.34 |
380.88 |
4.7% |
170.28 |
2.1% |
62% |
True |
False |
|
20 |
8,183.22 |
7,556.23 |
626.99 |
7.8% |
172.49 |
2.1% |
77% |
True |
False |
|
40 |
8,183.22 |
7,556.23 |
626.99 |
7.8% |
183.18 |
2.3% |
77% |
True |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
9.8% |
183.10 |
2.3% |
62% |
False |
False |
|
80 |
8,340.14 |
7,556.23 |
783.91 |
9.8% |
180.52 |
2.2% |
62% |
False |
False |
|
100 |
8,340.14 |
7,123.38 |
1,216.76 |
15.1% |
174.44 |
2.2% |
75% |
False |
False |
|
120 |
8,340.14 |
6,506.08 |
1,834.06 |
22.8% |
173.66 |
2.2% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,225.87 |
2.618 |
8,825.49 |
1.618 |
8,580.16 |
1.000 |
8,428.55 |
0.618 |
8,334.83 |
HIGH |
8,183.22 |
0.618 |
8,089.50 |
0.500 |
8,060.56 |
0.382 |
8,031.61 |
LOW |
7,937.89 |
0.618 |
7,786.28 |
1.000 |
7,692.56 |
1.618 |
7,540.95 |
2.618 |
7,295.62 |
4.250 |
6,895.24 |
|
|
Fisher Pivots for day following 03-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
8,060.56 |
8,046.32 |
PP |
8,053.23 |
8,043.74 |
S1 |
8,045.91 |
8,041.16 |
|