Trading Metrics calculated at close of trading on 13-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-1997 |
13-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
8,061.42 |
8,045.21 |
-16.21 |
-0.2% |
8,038.58 |
High |
8,091.38 |
8,150.31 |
58.93 |
0.7% |
8,218.34 |
Low |
7,961.96 |
8,026.30 |
64.34 |
0.8% |
7,961.96 |
Close |
8,045.21 |
8,072.22 |
27.01 |
0.3% |
8,045.21 |
Range |
129.42 |
124.01 |
-5.41 |
-4.2% |
256.38 |
ATR |
169.38 |
166.14 |
-3.24 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,454.97 |
8,387.61 |
8,140.43 |
|
R3 |
8,330.96 |
8,263.60 |
8,106.32 |
|
R2 |
8,206.95 |
8,206.95 |
8,094.96 |
|
R1 |
8,139.59 |
8,139.59 |
8,083.59 |
8,173.27 |
PP |
8,082.94 |
8,082.94 |
8,082.94 |
8,099.79 |
S1 |
8,015.58 |
8,015.58 |
8,060.85 |
8,049.26 |
S2 |
7,958.93 |
7,958.93 |
8,049.48 |
|
S3 |
7,834.92 |
7,891.57 |
8,038.12 |
|
S4 |
7,710.91 |
7,767.56 |
8,004.01 |
|
|
Weekly Pivots for week ending 10-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,844.31 |
8,701.14 |
8,186.22 |
|
R3 |
8,587.93 |
8,444.76 |
8,115.71 |
|
R2 |
8,331.55 |
8,331.55 |
8,092.21 |
|
R1 |
8,188.38 |
8,188.38 |
8,068.71 |
8,259.97 |
PP |
8,075.17 |
8,075.17 |
8,075.17 |
8,110.96 |
S1 |
7,932.00 |
7,932.00 |
8,021.71 |
8,003.59 |
S2 |
7,818.79 |
7,818.79 |
7,998.21 |
|
S3 |
7,562.41 |
7,675.62 |
7,974.71 |
|
S4 |
7,306.03 |
7,419.24 |
7,904.20 |
|
|
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 |
7,961.96 |
256.38 |
3.2% |
149.65 |
1.9% |
43% |
False |
False |
|
10 |
8,218.34 |
7,900.08 |
318.26 |
3.9% |
159.74 |
2.0% |
54% |
False |
False |
|
20 |
8,218.34 |
7,709.75 |
508.59 |
6.3% |
167.16 |
2.1% |
71% |
False |
False |
|
40 |
8,218.34 |
7,556.23 |
662.11 |
8.2% |
173.93 |
2.2% |
78% |
False |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
9.7% |
178.76 |
2.2% |
66% |
False |
False |
|
80 |
8,340.14 |
7,556.23 |
783.91 |
9.7% |
180.65 |
2.2% |
66% |
False |
False |
|
100 |
8,340.14 |
7,203.99 |
1,136.15 |
14.1% |
173.79 |
2.2% |
76% |
False |
False |
|
120 |
8,340.14 |
6,667.03 |
1,673.11 |
20.7% |
172.38 |
2.1% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,677.35 |
2.618 |
8,474.97 |
1.618 |
8,350.96 |
1.000 |
8,274.32 |
0.618 |
8,226.95 |
HIGH |
8,150.31 |
0.618 |
8,102.94 |
0.500 |
8,088.31 |
0.382 |
8,073.67 |
LOW |
8,026.30 |
0.618 |
7,949.66 |
1.000 |
7,902.29 |
1.618 |
7,825.65 |
2.618 |
7,701.64 |
4.250 |
7,499.26 |
|
|
Fisher Pivots for day following 13-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
8,088.31 |
8,066.86 |
PP |
8,082.94 |
8,061.50 |
S1 |
8,077.58 |
8,056.14 |
|