Trading Metrics calculated at close of trading on 29-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-1997 |
29-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
7,161.15 |
7,498.32 |
337.17 |
4.7% |
7,847.03 |
High |
7,553.57 |
7,664.08 |
110.51 |
1.5% |
8,124.78 |
Low |
6,933.01 |
7,409.67 |
476.66 |
6.9% |
7,645.91 |
Close |
7,498.32 |
7,506.67 |
8.35 |
0.1% |
7,715.41 |
Range |
620.56 |
254.41 |
-366.15 |
-59.0% |
478.87 |
ATR |
249.30 |
249.67 |
0.36 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,290.04 |
8,152.76 |
7,646.60 |
|
R3 |
8,035.63 |
7,898.35 |
7,576.63 |
|
R2 |
7,781.22 |
7,781.22 |
7,553.31 |
|
R1 |
7,643.94 |
7,643.94 |
7,529.99 |
7,712.58 |
PP |
7,526.81 |
7,526.81 |
7,526.81 |
7,561.13 |
S1 |
7,389.53 |
7,389.53 |
7,483.35 |
7,458.17 |
S2 |
7,272.40 |
7,272.40 |
7,460.03 |
|
S3 |
7,017.99 |
7,135.12 |
7,436.71 |
|
S4 |
6,763.58 |
6,880.71 |
7,366.74 |
|
|
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 |
7,975.47 |
6,933.01 |
1,042.46 |
13.9% |
392.33 |
5.2% |
55% |
False |
False |
|
10 |
8,146.14 |
6,933.01 |
1,213.13 |
16.2% |
300.63 |
4.0% |
47% |
False |
False |
|
20 |
8,218.34 |
6,933.01 |
1,285.33 |
17.1% |
229.72 |
3.1% |
45% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
17.1% |
199.75 |
2.7% |
45% |
False |
False |
|
60 |
8,340.14 |
6,933.01 |
1,407.13 |
18.7% |
198.09 |
2.6% |
41% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.7% |
195.26 |
2.6% |
41% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.7% |
189.45 |
2.5% |
41% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.7% |
182.91 |
2.4% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,745.32 |
2.618 |
8,330.13 |
1.618 |
8,075.72 |
1.000 |
7,918.49 |
0.618 |
7,821.31 |
HIGH |
7,664.08 |
0.618 |
7,566.90 |
0.500 |
7,536.88 |
0.382 |
7,506.85 |
LOW |
7,409.67 |
0.618 |
7,252.44 |
1.000 |
7,155.26 |
1.618 |
6,998.03 |
2.618 |
6,743.62 |
4.250 |
6,328.43 |
|
|
Fisher Pivots for day following 29-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
7,536.88 |
7,446.18 |
PP |
7,526.81 |
7,385.68 |
S1 |
7,516.74 |
7,325.19 |
|