Trading Metrics calculated at close of trading on 27-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-1997 |
27-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
7,847.77 |
7,715.41 |
-132.36 |
-1.7% |
7,847.03 |
High |
7,975.47 |
7,717.37 |
-258.10 |
-3.2% |
8,124.78 |
Low |
7,645.91 |
7,150.10 |
-495.81 |
-6.5% |
7,645.91 |
Close |
7,715.41 |
7,161.15 |
-554.26 |
-7.2% |
7,715.41 |
Range |
329.56 |
567.27 |
237.71 |
72.1% |
478.87 |
ATR |
194.09 |
220.74 |
26.66 |
13.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,044.68 |
8,670.19 |
7,473.15 |
|
R3 |
8,477.41 |
8,102.92 |
7,317.15 |
|
R2 |
7,910.14 |
7,910.14 |
7,265.15 |
|
R1 |
7,535.65 |
7,535.65 |
7,213.15 |
7,439.26 |
PP |
7,342.87 |
7,342.87 |
7,342.87 |
7,294.68 |
S1 |
6,968.38 |
6,968.38 |
7,109.15 |
6,871.99 |
S2 |
6,775.60 |
6,775.60 |
7,057.15 |
|
S3 |
6,208.33 |
6,401.11 |
7,005.15 |
|
S4 |
5,641.06 |
5,833.84 |
6,849.15 |
|
|
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 |
7,150.10 |
974.68 |
13.6% |
290.22 |
4.1% |
1% |
False |
True |
|
10 |
8,168.24 |
7,150.10 |
1,018.14 |
14.2% |
243.93 |
3.4% |
1% |
False |
True |
|
20 |
8,218.34 |
7,150.10 |
1,068.24 |
14.9% |
201.84 |
2.8% |
1% |
False |
True |
|
40 |
8,218.34 |
7,150.10 |
1,068.24 |
14.9% |
187.78 |
2.6% |
1% |
False |
True |
|
60 |
8,340.14 |
7,150.10 |
1,190.04 |
16.6% |
188.27 |
2.6% |
1% |
False |
True |
|
80 |
8,340.14 |
7,150.10 |
1,190.04 |
16.6% |
188.75 |
2.6% |
1% |
False |
True |
|
100 |
8,340.14 |
7,150.10 |
1,190.04 |
16.6% |
183.90 |
2.6% |
1% |
False |
True |
|
120 |
8,340.14 |
7,040.30 |
1,299.84 |
18.2% |
178.56 |
2.5% |
9% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,128.27 |
2.618 |
9,202.48 |
1.618 |
8,635.21 |
1.000 |
8,284.64 |
0.618 |
8,067.94 |
HIGH |
7,717.37 |
0.618 |
7,500.67 |
0.500 |
7,433.74 |
0.382 |
7,366.80 |
LOW |
7,150.10 |
0.618 |
6,799.53 |
1.000 |
6,582.83 |
1.618 |
6,232.26 |
2.618 |
5,664.99 |
4.250 |
4,739.20 |
|
|
Fisher Pivots for day following 27-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
7,433.74 |
7,562.79 |
PP |
7,342.87 |
7,428.91 |
S1 |
7,252.01 |
7,295.03 |
|