Trading Metrics calculated at close of trading on 03-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-1997 |
03-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
7,381.67 |
7,442.08 |
60.41 |
0.8% |
7,715.41 |
High |
7,544.24 |
7,709.02 |
164.78 |
2.2% |
7,717.37 |
Low |
7,329.61 |
7,503.48 |
173.87 |
2.4% |
6,933.01 |
Close |
7,442.08 |
7,674.39 |
232.31 |
3.1% |
7,442.08 |
Range |
214.63 |
205.54 |
-9.09 |
-4.2% |
784.36 |
ATR |
245.82 |
247.33 |
1.51 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,245.58 |
8,165.53 |
7,787.44 |
|
R3 |
8,040.04 |
7,959.99 |
7,730.91 |
|
R2 |
7,834.50 |
7,834.50 |
7,712.07 |
|
R1 |
7,754.45 |
7,754.45 |
7,693.23 |
7,794.48 |
PP |
7,628.96 |
7,628.96 |
7,628.96 |
7,648.98 |
S1 |
7,548.91 |
7,548.91 |
7,655.55 |
7,588.94 |
S2 |
7,423.42 |
7,423.42 |
7,636.71 |
|
S3 |
7,217.88 |
7,343.37 |
7,617.87 |
|
S4 |
7,012.34 |
7,137.83 |
7,561.34 |
|
|
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 |
7,709.02 |
6,933.01 |
776.01 |
10.1% |
304.90 |
4.0% |
96% |
True |
False |
|
10 |
8,124.78 |
6,933.01 |
1,191.77 |
15.5% |
297.56 |
3.9% |
62% |
False |
False |
|
20 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
235.60 |
3.1% |
58% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
204.46 |
2.7% |
58% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
199.54 |
2.6% |
58% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
196.19 |
2.6% |
53% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
191.25 |
2.5% |
53% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
184.63 |
2.4% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,582.57 |
2.618 |
8,247.12 |
1.618 |
8,041.58 |
1.000 |
7,914.56 |
0.618 |
7,836.04 |
HIGH |
7,709.02 |
0.618 |
7,630.50 |
0.500 |
7,606.25 |
0.382 |
7,582.00 |
LOW |
7,503.48 |
0.618 |
7,376.46 |
1.000 |
7,297.94 |
1.618 |
7,170.92 |
2.618 |
6,965.38 |
4.250 |
6,629.94 |
|
|
Fisher Pivots for day following 03-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
7,651.68 |
7,622.70 |
PP |
7,628.96 |
7,571.01 |
S1 |
7,606.25 |
7,519.32 |
|