Trading Metrics calculated at close of trading on 24-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-1997 |
24-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
8,034.65 |
7,847.77 |
-186.88 |
-2.3% |
7,847.03 |
High |
7,957.05 |
7,975.47 |
18.42 |
0.2% |
8,124.78 |
Low |
7,767.22 |
7,645.91 |
-121.31 |
-1.6% |
7,645.91 |
Close |
7,847.77 |
7,715.41 |
-132.36 |
-1.7% |
7,715.41 |
Range |
189.83 |
329.56 |
139.73 |
73.6% |
478.87 |
ATR |
183.67 |
194.09 |
10.42 |
5.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,767.61 |
8,571.07 |
7,896.67 |
|
R3 |
8,438.05 |
8,241.51 |
7,806.04 |
|
R2 |
8,108.49 |
8,108.49 |
7,775.83 |
|
R1 |
7,911.95 |
7,911.95 |
7,745.62 |
7,845.44 |
PP |
7,778.93 |
7,778.93 |
7,778.93 |
7,745.68 |
S1 |
7,582.39 |
7,582.39 |
7,685.20 |
7,515.88 |
S2 |
7,449.37 |
7,449.37 |
7,654.99 |
|
S3 |
7,119.81 |
7,252.83 |
7,624.78 |
|
S4 |
6,790.25 |
6,923.27 |
7,534.15 |
|
|
Weekly Pivots for week ending 24-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,265.31 |
8,969.23 |
7,978.79 |
|
R3 |
8,786.44 |
8,490.36 |
7,847.10 |
|
R2 |
8,307.57 |
8,307.57 |
7,803.20 |
|
R1 |
8,011.49 |
8,011.49 |
7,759.31 |
7,920.10 |
PP |
7,828.70 |
7,828.70 |
7,828.70 |
7,783.00 |
S1 |
7,532.62 |
7,532.62 |
7,671.51 |
7,441.23 |
S2 |
7,349.83 |
7,349.83 |
7,627.62 |
|
S3 |
6,870.96 |
7,053.75 |
7,583.72 |
|
S4 |
6,392.09 |
6,574.88 |
7,452.03 |
|
|
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 |
7,645.91 |
478.87 |
6.2% |
215.13 |
2.8% |
15% |
False |
True |
|
10 |
8,168.24 |
7,645.91 |
522.33 |
6.8% |
199.60 |
2.6% |
13% |
False |
True |
|
20 |
8,218.34 |
7,645.91 |
572.43 |
7.4% |
181.85 |
2.4% |
12% |
False |
True |
|
40 |
8,218.34 |
7,556.23 |
662.11 |
8.6% |
177.32 |
2.3% |
24% |
False |
False |
|
60 |
8,340.14 |
7,556.23 |
783.91 |
10.2% |
182.57 |
2.4% |
20% |
False |
False |
|
80 |
8,340.14 |
7,556.23 |
783.91 |
10.2% |
183.49 |
2.4% |
20% |
False |
False |
|
100 |
8,340.14 |
7,241.33 |
1,098.81 |
14.2% |
179.58 |
2.3% |
43% |
False |
False |
|
120 |
8,340.14 |
7,040.30 |
1,299.84 |
16.8% |
175.35 |
2.3% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,376.10 |
2.618 |
8,838.26 |
1.618 |
8,508.70 |
1.000 |
8,305.03 |
0.618 |
8,179.14 |
HIGH |
7,975.47 |
0.618 |
7,849.58 |
0.500 |
7,810.69 |
0.382 |
7,771.80 |
LOW |
7,645.91 |
0.618 |
7,442.24 |
1.000 |
7,316.35 |
1.618 |
7,112.68 |
2.618 |
6,783.12 |
4.250 |
6,245.28 |
|
|
Fisher Pivots for day following 24-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
7,810.69 |
7,885.35 |
PP |
7,778.93 |
7,828.70 |
S1 |
7,747.17 |
7,772.06 |
|