Trading Metrics calculated at close of trading on 21-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-1997 |
21-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
7,847.03 |
7,921.44 |
74.41 |
0.9% |
8,045.21 |
High |
7,966.63 |
8,090.40 |
123.77 |
1.6% |
8,168.24 |
Low |
7,774.83 |
7,909.41 |
134.58 |
1.7% |
7,731.12 |
Close |
7,921.44 |
8,060.44 |
139.00 |
1.8% |
7,847.03 |
Range |
191.80 |
180.99 |
-10.81 |
-5.6% |
437.12 |
ATR |
176.42 |
176.74 |
0.33 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,563.05 |
8,492.74 |
8,159.98 |
|
R3 |
8,382.06 |
8,311.75 |
8,110.21 |
|
R2 |
8,201.07 |
8,201.07 |
8,093.62 |
|
R1 |
8,130.76 |
8,130.76 |
8,077.03 |
8,165.92 |
PP |
8,020.08 |
8,020.08 |
8,020.08 |
8,037.66 |
S1 |
7,949.77 |
7,949.77 |
8,043.85 |
7,984.93 |
S2 |
7,839.09 |
7,839.09 |
8,027.26 |
|
S3 |
7,658.10 |
7,768.78 |
8,010.67 |
|
S4 |
7,477.11 |
7,587.79 |
7,960.90 |
|
|
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 |
8,146.14 |
7,731.12 |
415.02 |
5.1% |
198.23 |
2.5% |
79% |
False |
False |
|
10 |
8,208.52 |
7,731.12 |
477.40 |
5.9% |
175.81 |
2.2% |
69% |
False |
False |
|
20 |
8,218.34 |
7,731.12 |
487.22 |
6.0% |
170.56 |
2.1% |
68% |
False |
False |
|
40 |
8,218.34 |
7,556.23 |
662.11 |
8.2% |
173.21 |
2.1% |
76% |
False |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
9.7% |
179.33 |
2.2% |
64% |
False |
False |
|
80 |
8,340.14 |
7,556.23 |
783.91 |
9.7% |
181.48 |
2.3% |
64% |
False |
False |
|
100 |
8,340.14 |
7,214.29 |
1,125.85 |
14.0% |
176.86 |
2.2% |
75% |
False |
False |
|
120 |
8,340.14 |
6,935.54 |
1,404.60 |
17.4% |
173.93 |
2.2% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,859.61 |
2.618 |
8,564.23 |
1.618 |
8,383.24 |
1.000 |
8,271.39 |
0.618 |
8,202.25 |
HIGH |
8,090.40 |
0.618 |
8,021.26 |
0.500 |
7,999.91 |
0.382 |
7,978.55 |
LOW |
7,909.41 |
0.618 |
7,797.56 |
1.000 |
7,728.42 |
1.618 |
7,616.57 |
2.618 |
7,435.58 |
4.250 |
7,140.20 |
|
|
Fisher Pivots for day following 21-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
8,040.26 |
8,010.55 |
PP |
8,020.08 |
7,960.65 |
S1 |
7,999.91 |
7,910.76 |
|