Trading Metrics calculated at close of trading on 14-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-1997 |
14-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
8,045.21 |
8,072.22 |
27.01 |
0.3% |
8,038.58 |
High |
8,150.31 |
8,168.24 |
17.93 |
0.2% |
8,218.34 |
Low |
8,026.30 |
7,990.20 |
-36.10 |
-0.4% |
7,961.96 |
Close |
8,072.22 |
8,096.29 |
24.07 |
0.3% |
8,045.21 |
Range |
124.01 |
178.04 |
54.03 |
43.6% |
256.38 |
ATR |
166.14 |
166.99 |
0.85 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,619.03 |
8,535.70 |
8,194.21 |
|
R3 |
8,440.99 |
8,357.66 |
8,145.25 |
|
R2 |
8,262.95 |
8,262.95 |
8,128.93 |
|
R1 |
8,179.62 |
8,179.62 |
8,112.61 |
8,221.29 |
PP |
8,084.91 |
8,084.91 |
8,084.91 |
8,105.74 |
S1 |
8,001.58 |
8,001.58 |
8,079.97 |
8,043.25 |
S2 |
7,906.87 |
7,906.87 |
8,063.65 |
|
S3 |
7,728.83 |
7,823.54 |
8,047.33 |
|
S4 |
7,550.79 |
7,645.50 |
7,998.37 |
|
|
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 |
8,208.52 |
7,961.96 |
246.56 |
3.0% |
153.38 |
1.9% |
54% |
False |
False |
|
10 |
8,218.34 |
7,909.41 |
308.93 |
3.8% |
162.99 |
2.0% |
60% |
False |
False |
|
20 |
8,218.34 |
7,802.34 |
416.00 |
5.1% |
163.99 |
2.0% |
71% |
False |
False |
|
40 |
8,218.34 |
7,556.23 |
662.11 |
8.2% |
171.90 |
2.1% |
82% |
False |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
9.7% |
178.43 |
2.2% |
69% |
False |
False |
|
80 |
8,340.14 |
7,556.23 |
783.91 |
9.7% |
181.19 |
2.2% |
69% |
False |
False |
|
100 |
8,340.14 |
7,203.99 |
1,136.15 |
14.0% |
174.18 |
2.2% |
79% |
False |
False |
|
120 |
8,340.14 |
6,667.03 |
1,673.11 |
20.7% |
172.35 |
2.1% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,924.91 |
2.618 |
8,634.35 |
1.618 |
8,456.31 |
1.000 |
8,346.28 |
0.618 |
8,278.27 |
HIGH |
8,168.24 |
0.618 |
8,100.23 |
0.500 |
8,079.22 |
0.382 |
8,058.21 |
LOW |
7,990.20 |
0.618 |
7,880.17 |
1.000 |
7,812.16 |
1.618 |
7,702.13 |
2.618 |
7,524.09 |
4.250 |
7,233.53 |
|
|
Fisher Pivots for day following 14-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
8,090.60 |
8,085.89 |
PP |
8,084.91 |
8,075.50 |
S1 |
8,079.22 |
8,065.10 |
|