Trading Metrics calculated at close of trading on 30-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-1997 |
30-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
7,498.32 |
7,506.67 |
8.35 |
0.1% |
7,847.03 |
High |
7,664.08 |
7,569.78 |
-94.30 |
-1.2% |
8,124.78 |
Low |
7,409.67 |
7,340.42 |
-69.25 |
-0.9% |
7,645.91 |
Close |
7,506.67 |
7,381.67 |
-125.00 |
-1.7% |
7,715.41 |
Range |
254.41 |
229.36 |
-25.05 |
-9.8% |
478.87 |
ATR |
249.67 |
248.22 |
-1.45 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,118.70 |
7,979.55 |
7,507.82 |
|
R3 |
7,889.34 |
7,750.19 |
7,444.74 |
|
R2 |
7,659.98 |
7,659.98 |
7,423.72 |
|
R1 |
7,520.83 |
7,520.83 |
7,402.69 |
7,475.73 |
PP |
7,430.62 |
7,430.62 |
7,430.62 |
7,408.07 |
S1 |
7,291.47 |
7,291.47 |
7,360.65 |
7,246.37 |
S2 |
7,201.26 |
7,201.26 |
7,339.62 |
|
S3 |
6,971.90 |
7,062.11 |
7,318.60 |
|
S4 |
6,742.54 |
6,832.75 |
7,255.52 |
|
|
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 |
14.1% |
400.23 |
5.4% |
43% |
False |
False |
|
10 |
8,124.78 |
6,933.01 |
1,191.77 |
16.1% |
296.97 |
4.0% |
38% |
False |
False |
|
20 |
8,218.34 |
6,933.01 |
1,285.33 |
17.4% |
234.01 |
3.2% |
35% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
17.4% |
201.78 |
2.7% |
35% |
False |
False |
|
60 |
8,340.14 |
6,933.01 |
1,407.13 |
19.1% |
199.06 |
2.7% |
32% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
19.1% |
194.97 |
2.6% |
32% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
19.1% |
190.34 |
2.6% |
32% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
19.1% |
183.48 |
2.5% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,544.56 |
2.618 |
8,170.24 |
1.618 |
7,940.88 |
1.000 |
7,799.14 |
0.618 |
7,711.52 |
HIGH |
7,569.78 |
0.618 |
7,482.16 |
0.500 |
7,455.10 |
0.382 |
7,428.04 |
LOW |
7,340.42 |
0.618 |
7,198.68 |
1.000 |
7,111.06 |
1.618 |
6,969.32 |
2.618 |
6,739.96 |
4.250 |
6,365.64 |
|
|
Fisher Pivots for day following 30-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
7,455.10 |
7,353.96 |
PP |
7,430.62 |
7,326.25 |
S1 |
7,406.15 |
7,298.55 |
|