Trading Metrics calculated at close of trading on 06-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-1997 |
06-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
8,027.53 |
8,038.58 |
11.05 |
0.1% |
7,922.18 |
High |
8,183.22 |
8,160.63 |
-22.59 |
-0.3% |
8,183.22 |
Low |
7,937.89 |
8,017.71 |
79.82 |
1.0% |
7,862.99 |
Close |
8,038.58 |
8,100.22 |
61.64 |
0.8% |
8,038.58 |
Range |
245.33 |
142.92 |
-102.41 |
-41.7% |
320.23 |
ATR |
176.83 |
174.41 |
-2.42 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,521.61 |
8,453.84 |
8,178.83 |
|
R3 |
8,378.69 |
8,310.92 |
8,139.52 |
|
R2 |
8,235.77 |
8,235.77 |
8,126.42 |
|
R1 |
8,168.00 |
8,168.00 |
8,113.32 |
8,201.89 |
PP |
8,092.85 |
8,092.85 |
8,092.85 |
8,109.80 |
S1 |
8,025.08 |
8,025.08 |
8,087.12 |
8,058.97 |
S2 |
7,949.93 |
7,949.93 |
8,074.02 |
|
S3 |
7,807.01 |
7,882.16 |
8,060.92 |
|
S4 |
7,664.09 |
7,739.24 |
8,021.61 |
|
|
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 |
7,900.08 |
283.14 |
3.5% |
169.84 |
2.1% |
71% |
False |
False |
|
10 |
8,183.22 |
7,802.34 |
380.88 |
4.7% |
165.66 |
2.0% |
78% |
False |
False |
|
20 |
8,183.22 |
7,556.23 |
626.99 |
7.7% |
173.32 |
2.1% |
87% |
False |
False |
|
40 |
8,183.22 |
7,556.23 |
626.99 |
7.7% |
181.51 |
2.2% |
87% |
False |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
9.7% |
183.05 |
2.3% |
69% |
False |
False |
|
80 |
8,340.14 |
7,556.23 |
783.91 |
9.7% |
180.16 |
2.2% |
69% |
False |
False |
|
100 |
8,340.14 |
7,123.38 |
1,216.76 |
15.0% |
174.43 |
2.2% |
80% |
False |
False |
|
120 |
8,340.14 |
6,594.38 |
1,745.76 |
21.6% |
173.16 |
2.1% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,768.04 |
2.618 |
8,534.79 |
1.618 |
8,391.87 |
1.000 |
8,303.55 |
0.618 |
8,248.95 |
HIGH |
8,160.63 |
0.618 |
8,106.03 |
0.500 |
8,089.17 |
0.382 |
8,072.31 |
LOW |
8,017.71 |
0.618 |
7,929.39 |
1.000 |
7,874.79 |
1.618 |
7,786.47 |
2.618 |
7,643.55 |
4.250 |
7,410.30 |
|
|
Fisher Pivots for day following 06-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
8,096.54 |
8,087.00 |
PP |
8,092.85 |
8,073.78 |
S1 |
8,089.17 |
8,060.56 |
|