Trading Metrics calculated at close of trading on 05-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-1997 |
05-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
7,674.39 |
7,689.13 |
14.74 |
0.2% |
7,715.41 |
High |
7,757.15 |
7,791.78 |
34.63 |
0.4% |
7,717.37 |
Low |
7,583.29 |
7,628.96 |
45.67 |
0.6% |
6,933.01 |
Close |
7,689.13 |
7,692.57 |
3.44 |
0.0% |
7,442.08 |
Range |
173.86 |
162.82 |
-11.04 |
-6.3% |
784.36 |
ATR |
242.08 |
236.42 |
-5.66 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,192.90 |
8,105.55 |
7,782.12 |
|
R3 |
8,030.08 |
7,942.73 |
7,737.35 |
|
R2 |
7,867.26 |
7,867.26 |
7,722.42 |
|
R1 |
7,779.91 |
7,779.91 |
7,707.50 |
7,823.59 |
PP |
7,704.44 |
7,704.44 |
7,704.44 |
7,726.27 |
S1 |
7,617.09 |
7,617.09 |
7,677.64 |
7,660.77 |
S2 |
7,541.62 |
7,541.62 |
7,662.72 |
|
S3 |
7,378.80 |
7,454.27 |
7,647.79 |
|
S4 |
7,215.98 |
7,291.45 |
7,603.02 |
|
|
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 |
7,791.78 |
7,329.61 |
462.17 |
6.0% |
197.24 |
2.6% |
79% |
True |
False |
|
10 |
7,975.47 |
6,933.01 |
1,042.46 |
13.6% |
294.78 |
3.8% |
73% |
False |
False |
|
20 |
8,168.24 |
6,933.01 |
1,235.23 |
16.1% |
235.04 |
3.1% |
61% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
204.49 |
2.7% |
59% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
198.39 |
2.6% |
59% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
195.85 |
2.5% |
54% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
191.81 |
2.5% |
54% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
184.94 |
2.4% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,483.77 |
2.618 |
8,218.04 |
1.618 |
8,055.22 |
1.000 |
7,954.60 |
0.618 |
7,892.40 |
HIGH |
7,791.78 |
0.618 |
7,729.58 |
0.500 |
7,710.37 |
0.382 |
7,691.16 |
LOW |
7,628.96 |
0.618 |
7,528.34 |
1.000 |
7,466.14 |
1.618 |
7,365.52 |
2.618 |
7,202.70 |
4.250 |
6,936.98 |
|
|
Fisher Pivots for day following 05-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
7,710.37 |
7,677.59 |
PP |
7,704.44 |
7,662.61 |
S1 |
7,698.50 |
7,647.63 |
|