Trading Metrics calculated at close of trading on 16-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-1997 |
16-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
8,096.29 |
8,057.98 |
-38.31 |
-0.5% |
8,038.58 |
High |
8,127.48 |
8,146.14 |
18.66 |
0.2% |
8,218.34 |
Low |
7,997.57 |
7,880.18 |
-117.39 |
-1.5% |
7,961.96 |
Close |
8,057.98 |
7,938.88 |
-119.10 |
-1.5% |
8,045.21 |
Range |
129.91 |
265.96 |
136.05 |
104.7% |
256.38 |
ATR |
164.34 |
171.60 |
7.26 |
4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,786.28 |
8,628.54 |
8,085.16 |
|
R3 |
8,520.32 |
8,362.58 |
8,012.02 |
|
R2 |
8,254.36 |
8,254.36 |
7,987.64 |
|
R1 |
8,096.62 |
8,096.62 |
7,963.26 |
8,042.51 |
PP |
7,988.40 |
7,988.40 |
7,988.40 |
7,961.35 |
S1 |
7,830.66 |
7,830.66 |
7,914.50 |
7,776.55 |
S2 |
7,722.44 |
7,722.44 |
7,890.12 |
|
S3 |
7,456.48 |
7,564.70 |
7,865.74 |
|
S4 |
7,190.52 |
7,298.74 |
7,792.60 |
|
|
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 |
8,168.24 |
7,880.18 |
288.06 |
3.6% |
165.47 |
2.1% |
20% |
False |
True |
|
10 |
8,218.34 |
7,880.18 |
338.16 |
4.3% |
171.04 |
2.2% |
17% |
False |
True |
|
20 |
8,218.34 |
7,802.34 |
416.00 |
5.2% |
166.01 |
2.1% |
33% |
False |
False |
|
40 |
8,218.34 |
7,556.23 |
662.11 |
8.3% |
173.35 |
2.2% |
58% |
False |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
9.9% |
178.38 |
2.2% |
49% |
False |
False |
|
80 |
8,340.14 |
7,556.23 |
783.91 |
9.9% |
181.02 |
2.3% |
49% |
False |
False |
|
100 |
8,340.14 |
7,203.99 |
1,136.15 |
14.3% |
175.47 |
2.2% |
65% |
False |
False |
|
120 |
8,340.14 |
6,820.75 |
1,519.39 |
19.1% |
173.11 |
2.2% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,276.47 |
2.618 |
8,842.42 |
1.618 |
8,576.46 |
1.000 |
8,412.10 |
0.618 |
8,310.50 |
HIGH |
8,146.14 |
0.618 |
8,044.54 |
0.500 |
8,013.16 |
0.382 |
7,981.78 |
LOW |
7,880.18 |
0.618 |
7,715.82 |
1.000 |
7,614.22 |
1.618 |
7,449.86 |
2.618 |
7,183.90 |
4.250 |
6,749.85 |
|
|
Fisher Pivots for day following 16-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
8,013.16 |
8,024.21 |
PP |
7,988.40 |
7,995.77 |
S1 |
7,963.64 |
7,967.32 |
|