Trading Metrics calculated at close of trading on 04-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-1997 |
04-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
7,442.08 |
7,674.39 |
232.31 |
3.1% |
7,715.41 |
High |
7,709.02 |
7,757.15 |
48.13 |
0.6% |
7,717.37 |
Low |
7,503.48 |
7,583.29 |
79.81 |
1.1% |
6,933.01 |
Close |
7,674.39 |
7,689.13 |
14.74 |
0.2% |
7,442.08 |
Range |
205.54 |
173.86 |
-31.68 |
-15.4% |
784.36 |
ATR |
247.33 |
242.08 |
-5.25 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,198.10 |
8,117.48 |
7,784.75 |
|
R3 |
8,024.24 |
7,943.62 |
7,736.94 |
|
R2 |
7,850.38 |
7,850.38 |
7,721.00 |
|
R1 |
7,769.76 |
7,769.76 |
7,705.07 |
7,810.07 |
PP |
7,676.52 |
7,676.52 |
7,676.52 |
7,696.68 |
S1 |
7,595.90 |
7,595.90 |
7,673.19 |
7,636.21 |
S2 |
7,502.66 |
7,502.66 |
7,657.26 |
|
S3 |
7,328.80 |
7,422.04 |
7,641.32 |
|
S4 |
7,154.94 |
7,248.18 |
7,593.51 |
|
|
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 |
7,757.15 |
7,329.61 |
427.54 |
5.6% |
215.56 |
2.8% |
84% |
True |
False |
|
10 |
8,124.78 |
6,933.01 |
1,191.77 |
15.5% |
296.85 |
3.9% |
63% |
False |
False |
|
20 |
8,208.52 |
6,933.01 |
1,275.51 |
16.6% |
236.33 |
3.1% |
59% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
204.97 |
2.7% |
59% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
199.11 |
2.6% |
59% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
196.23 |
2.6% |
54% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
191.36 |
2.5% |
54% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
184.93 |
2.4% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,496.06 |
2.618 |
8,212.32 |
1.618 |
8,038.46 |
1.000 |
7,931.01 |
0.618 |
7,864.60 |
HIGH |
7,757.15 |
0.618 |
7,690.74 |
0.500 |
7,670.22 |
0.382 |
7,649.70 |
LOW |
7,583.29 |
0.618 |
7,475.84 |
1.000 |
7,409.43 |
1.618 |
7,301.98 |
2.618 |
7,128.12 |
4.250 |
6,844.39 |
|
|
Fisher Pivots for day following 04-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
7,682.83 |
7,640.55 |
PP |
7,676.52 |
7,591.96 |
S1 |
7,670.22 |
7,543.38 |
|