Trading Metrics calculated at close of trading on 17-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-1997 |
17-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
8,057.98 |
7,938.88 |
-119.10 |
-1.5% |
8,045.21 |
High |
8,146.14 |
7,953.61 |
-192.53 |
-2.4% |
8,168.24 |
Low |
7,880.18 |
7,731.12 |
-149.06 |
-1.9% |
7,731.12 |
Close |
7,938.88 |
7,847.03 |
-91.85 |
-1.2% |
7,847.03 |
Range |
265.96 |
222.49 |
-43.47 |
-16.3% |
437.12 |
ATR |
171.60 |
175.23 |
3.64 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,511.39 |
8,401.70 |
7,969.40 |
|
R3 |
8,288.90 |
8,179.21 |
7,908.21 |
|
R2 |
8,066.41 |
8,066.41 |
7,887.82 |
|
R1 |
7,956.72 |
7,956.72 |
7,867.42 |
7,900.32 |
PP |
7,843.92 |
7,843.92 |
7,843.92 |
7,815.72 |
S1 |
7,734.23 |
7,734.23 |
7,826.64 |
7,677.83 |
S2 |
7,621.43 |
7,621.43 |
7,806.24 |
|
S3 |
7,398.94 |
7,511.74 |
7,785.85 |
|
S4 |
7,176.45 |
7,289.25 |
7,724.66 |
|
|
Weekly Pivots for week ending 17-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,226.82 |
8,974.05 |
8,087.45 |
|
R3 |
8,789.70 |
8,536.93 |
7,967.24 |
|
R2 |
8,352.58 |
8,352.58 |
7,927.17 |
|
R1 |
8,099.81 |
8,099.81 |
7,887.10 |
8,007.64 |
PP |
7,915.46 |
7,915.46 |
7,915.46 |
7,869.38 |
S1 |
7,662.69 |
7,662.69 |
7,806.96 |
7,570.52 |
S2 |
7,478.34 |
7,478.34 |
7,766.89 |
|
S3 |
7,041.22 |
7,225.57 |
7,726.82 |
|
S4 |
6,604.10 |
6,788.45 |
7,606.61 |
|
|
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 |
7,731.12 |
437.12 |
5.6% |
184.08 |
2.3% |
27% |
False |
True |
|
10 |
8,218.34 |
7,731.12 |
487.22 |
6.2% |
168.76 |
2.2% |
24% |
False |
True |
|
20 |
8,218.34 |
7,731.12 |
487.22 |
6.2% |
169.52 |
2.2% |
24% |
False |
True |
|
40 |
8,218.34 |
7,556.23 |
662.11 |
8.4% |
173.69 |
2.2% |
44% |
False |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
10.0% |
178.65 |
2.3% |
37% |
False |
False |
|
80 |
8,340.14 |
7,556.23 |
783.91 |
10.0% |
181.09 |
2.3% |
37% |
False |
False |
|
100 |
8,340.14 |
7,203.99 |
1,136.15 |
14.5% |
176.27 |
2.2% |
57% |
False |
False |
|
120 |
8,340.14 |
6,891.39 |
1,448.75 |
18.5% |
173.49 |
2.2% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,899.19 |
2.618 |
8,536.09 |
1.618 |
8,313.60 |
1.000 |
8,176.10 |
0.618 |
8,091.11 |
HIGH |
7,953.61 |
0.618 |
7,868.62 |
0.500 |
7,842.37 |
0.382 |
7,816.11 |
LOW |
7,731.12 |
0.618 |
7,593.62 |
1.000 |
7,508.63 |
1.618 |
7,371.13 |
2.618 |
7,148.64 |
4.250 |
6,785.54 |
|
|
Fisher Pivots for day following 17-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
7,845.48 |
7,938.63 |
PP |
7,843.92 |
7,908.10 |
S1 |
7,842.37 |
7,877.56 |
|