Trading Metrics calculated at close of trading on 07-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-1997 |
07-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
8,038.58 |
8,100.22 |
61.64 |
0.8% |
7,922.18 |
High |
8,160.63 |
8,218.34 |
57.71 |
0.7% |
8,183.22 |
Low |
8,017.71 |
8,058.96 |
41.25 |
0.5% |
7,862.99 |
Close |
8,100.22 |
8,178.31 |
78.09 |
1.0% |
8,038.58 |
Range |
142.92 |
159.38 |
16.46 |
11.5% |
320.23 |
ATR |
174.41 |
173.33 |
-1.07 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,630.01 |
8,563.54 |
8,265.97 |
|
R3 |
8,470.63 |
8,404.16 |
8,222.14 |
|
R2 |
8,311.25 |
8,311.25 |
8,207.53 |
|
R1 |
8,244.78 |
8,244.78 |
8,192.92 |
8,278.02 |
PP |
8,151.87 |
8,151.87 |
8,151.87 |
8,168.49 |
S1 |
8,085.40 |
8,085.40 |
8,163.70 |
8,118.64 |
S2 |
7,992.49 |
7,992.49 |
8,149.09 |
|
S3 |
7,833.11 |
7,926.02 |
8,134.48 |
|
S4 |
7,673.73 |
7,766.64 |
8,090.65 |
|
|
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 |
8,218.34 |
7,909.41 |
308.93 |
3.8% |
172.59 |
2.1% |
87% |
True |
False |
|
10 |
8,218.34 |
7,802.34 |
416.00 |
5.1% |
165.32 |
2.0% |
90% |
True |
False |
|
20 |
8,218.34 |
7,556.23 |
662.11 |
8.1% |
173.61 |
2.1% |
94% |
True |
False |
|
40 |
8,218.34 |
7,556.23 |
662.11 |
8.1% |
180.50 |
2.2% |
94% |
True |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
9.6% |
182.87 |
2.2% |
79% |
False |
False |
|
80 |
8,340.14 |
7,556.23 |
783.91 |
9.6% |
180.12 |
2.2% |
79% |
False |
False |
|
100 |
8,340.14 |
7,123.38 |
1,216.76 |
14.9% |
174.65 |
2.1% |
87% |
False |
False |
|
120 |
8,340.14 |
6,594.38 |
1,745.76 |
21.3% |
173.24 |
2.1% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,895.71 |
2.618 |
8,635.60 |
1.618 |
8,476.22 |
1.000 |
8,377.72 |
0.618 |
8,316.84 |
HIGH |
8,218.34 |
0.618 |
8,157.46 |
0.500 |
8,138.65 |
0.382 |
8,119.84 |
LOW |
8,058.96 |
0.618 |
7,960.46 |
1.000 |
7,899.58 |
1.618 |
7,801.08 |
2.618 |
7,641.70 |
4.250 |
7,381.60 |
|
|
Fisher Pivots for day following 07-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
8,165.09 |
8,144.91 |
PP |
8,151.87 |
8,111.51 |
S1 |
8,138.65 |
8,078.12 |
|