Trading Metrics calculated at close of trading on 20-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-1997 |
20-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
7,938.88 |
7,847.03 |
-91.85 |
-1.2% |
8,045.21 |
High |
7,953.61 |
7,966.63 |
13.02 |
0.2% |
8,168.24 |
Low |
7,731.12 |
7,774.83 |
43.71 |
0.6% |
7,731.12 |
Close |
7,847.03 |
7,921.44 |
74.41 |
0.9% |
7,847.03 |
Range |
222.49 |
191.80 |
-30.69 |
-13.8% |
437.12 |
ATR |
175.23 |
176.42 |
1.18 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,463.03 |
8,384.04 |
8,026.93 |
|
R3 |
8,271.23 |
8,192.24 |
7,974.19 |
|
R2 |
8,079.43 |
8,079.43 |
7,956.60 |
|
R1 |
8,000.44 |
8,000.44 |
7,939.02 |
8,039.94 |
PP |
7,887.63 |
7,887.63 |
7,887.63 |
7,907.38 |
S1 |
7,808.64 |
7,808.64 |
7,903.86 |
7,848.14 |
S2 |
7,695.83 |
7,695.83 |
7,886.28 |
|
S3 |
7,504.03 |
7,616.84 |
7,868.70 |
|
S4 |
7,312.23 |
7,425.04 |
7,815.95 |
|
|
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 |
5.5% |
197.64 |
2.5% |
44% |
False |
False |
|
10 |
8,218.34 |
7,731.12 |
487.22 |
6.2% |
173.65 |
2.2% |
39% |
False |
False |
|
20 |
8,218.34 |
7,731.12 |
487.22 |
6.2% |
169.66 |
2.1% |
39% |
False |
False |
|
40 |
8,218.34 |
7,556.23 |
662.11 |
8.4% |
173.24 |
2.2% |
55% |
False |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
9.9% |
179.14 |
2.3% |
47% |
False |
False |
|
80 |
8,340.14 |
7,556.23 |
783.91 |
9.9% |
181.33 |
2.3% |
47% |
False |
False |
|
100 |
8,340.14 |
7,203.99 |
1,136.15 |
14.3% |
176.87 |
2.2% |
63% |
False |
False |
|
120 |
8,340.14 |
6,891.39 |
1,448.75 |
18.3% |
173.68 |
2.2% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,781.78 |
2.618 |
8,468.76 |
1.618 |
8,276.96 |
1.000 |
8,158.43 |
0.618 |
8,085.16 |
HIGH |
7,966.63 |
0.618 |
7,893.36 |
0.500 |
7,870.73 |
0.382 |
7,848.10 |
LOW |
7,774.83 |
0.618 |
7,656.30 |
1.000 |
7,583.03 |
1.618 |
7,464.50 |
2.618 |
7,272.70 |
4.250 |
6,959.68 |
|
|
Fisher Pivots for day following 20-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
7,904.54 |
7,938.63 |
PP |
7,887.63 |
7,932.90 |
S1 |
7,870.73 |
7,927.17 |
|