Trading Metrics calculated at close of trading on 23-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-1997 |
23-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
8,060.44 |
8,034.65 |
-25.79 |
-0.3% |
8,045.21 |
High |
8,124.78 |
7,957.05 |
-167.73 |
-2.1% |
8,168.24 |
Low |
7,941.33 |
7,767.22 |
-174.11 |
-2.2% |
7,731.12 |
Close |
8,034.65 |
7,847.77 |
-186.88 |
-2.3% |
7,847.03 |
Range |
183.45 |
189.83 |
6.38 |
3.5% |
437.12 |
ATR |
177.22 |
183.67 |
6.44 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,426.84 |
8,327.13 |
7,952.18 |
|
R3 |
8,237.01 |
8,137.30 |
7,899.97 |
|
R2 |
8,047.18 |
8,047.18 |
7,882.57 |
|
R1 |
7,947.47 |
7,947.47 |
7,865.17 |
7,902.41 |
PP |
7,857.35 |
7,857.35 |
7,857.35 |
7,834.82 |
S1 |
7,757.64 |
7,757.64 |
7,830.37 |
7,712.58 |
S2 |
7,667.52 |
7,667.52 |
7,812.97 |
|
S3 |
7,477.69 |
7,567.81 |
7,795.57 |
|
S4 |
7,287.86 |
7,377.98 |
7,743.36 |
|
|
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 |
8,124.78 |
7,731.12 |
393.66 |
5.0% |
193.71 |
2.5% |
30% |
False |
False |
|
10 |
8,168.24 |
7,731.12 |
437.12 |
5.6% |
179.59 |
2.3% |
27% |
False |
False |
|
20 |
8,218.34 |
7,731.12 |
487.22 |
6.2% |
171.23 |
2.2% |
24% |
False |
False |
|
40 |
8,218.34 |
7,556.23 |
662.11 |
8.4% |
174.01 |
2.2% |
44% |
False |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
10.0% |
179.89 |
2.3% |
37% |
False |
False |
|
80 |
8,340.14 |
7,556.23 |
783.91 |
10.0% |
181.45 |
2.3% |
37% |
False |
False |
|
100 |
8,340.14 |
7,214.29 |
1,125.85 |
14.3% |
177.65 |
2.3% |
56% |
False |
False |
|
120 |
8,340.14 |
7,040.30 |
1,299.84 |
16.6% |
173.94 |
2.2% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,763.83 |
2.618 |
8,454.02 |
1.618 |
8,264.19 |
1.000 |
8,146.88 |
0.618 |
8,074.36 |
HIGH |
7,957.05 |
0.618 |
7,884.53 |
0.500 |
7,862.14 |
0.382 |
7,839.74 |
LOW |
7,767.22 |
0.618 |
7,649.91 |
1.000 |
7,577.39 |
1.618 |
7,460.08 |
2.618 |
7,270.25 |
4.250 |
6,960.44 |
|
|
Fisher Pivots for day following 23-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
7,862.14 |
7,946.00 |
PP |
7,857.35 |
7,913.26 |
S1 |
7,852.56 |
7,880.51 |
|