Trading Metrics calculated at close of trading on 31-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-1997 |
31-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
7,506.67 |
7,381.67 |
-125.00 |
-1.7% |
7,715.41 |
High |
7,569.78 |
7,544.24 |
-25.54 |
-0.3% |
7,717.37 |
Low |
7,340.42 |
7,329.61 |
-10.81 |
-0.1% |
6,933.01 |
Close |
7,381.67 |
7,442.08 |
60.41 |
0.8% |
7,442.08 |
Range |
229.36 |
214.63 |
-14.73 |
-6.4% |
784.36 |
ATR |
248.22 |
245.82 |
-2.40 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,082.53 |
7,976.94 |
7,560.13 |
|
R3 |
7,867.90 |
7,762.31 |
7,501.10 |
|
R2 |
7,653.27 |
7,653.27 |
7,481.43 |
|
R1 |
7,547.68 |
7,547.68 |
7,461.75 |
7,600.48 |
PP |
7,438.64 |
7,438.64 |
7,438.64 |
7,465.04 |
S1 |
7,333.05 |
7,333.05 |
7,422.41 |
7,385.85 |
S2 |
7,224.01 |
7,224.01 |
7,402.73 |
|
S3 |
7,009.38 |
7,118.42 |
7,383.06 |
|
S4 |
6,794.75 |
6,903.79 |
7,324.03 |
|
|
Weekly Pivots for week ending 31-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,717.23 |
9,364.02 |
7,873.48 |
|
R3 |
8,932.87 |
8,579.66 |
7,657.78 |
|
R2 |
8,148.51 |
8,148.51 |
7,585.88 |
|
R1 |
7,795.30 |
7,795.30 |
7,513.98 |
7,579.73 |
PP |
7,364.15 |
7,364.15 |
7,364.15 |
7,256.37 |
S1 |
7,010.94 |
7,010.94 |
7,370.18 |
6,795.37 |
S2 |
6,579.79 |
6,579.79 |
7,298.28 |
|
S3 |
5,795.43 |
6,226.58 |
7,226.38 |
|
S4 |
5,011.07 |
5,442.22 |
7,010.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,717.37 |
6,933.01 |
784.36 |
10.5% |
377.25 |
5.1% |
65% |
False |
False |
|
10 |
8,124.78 |
6,933.01 |
1,191.77 |
16.0% |
296.19 |
4.0% |
43% |
False |
False |
|
20 |
8,218.34 |
6,933.01 |
1,285.33 |
17.3% |
232.47 |
3.1% |
40% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
17.3% |
202.48 |
2.7% |
40% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
17.3% |
199.61 |
2.7% |
40% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.9% |
195.45 |
2.6% |
36% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.9% |
190.91 |
2.6% |
36% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.9% |
184.11 |
2.5% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,456.42 |
2.618 |
8,106.14 |
1.618 |
7,891.51 |
1.000 |
7,758.87 |
0.618 |
7,676.88 |
HIGH |
7,544.24 |
0.618 |
7,462.25 |
0.500 |
7,436.93 |
0.382 |
7,411.60 |
LOW |
7,329.61 |
0.618 |
7,196.97 |
1.000 |
7,114.98 |
1.618 |
6,982.34 |
2.618 |
6,767.71 |
4.250 |
6,417.43 |
|
|
Fisher Pivots for day following 31-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
7,440.36 |
7,496.85 |
PP |
7,438.64 |
7,478.59 |
S1 |
7,436.93 |
7,460.34 |
|