Trading Metrics calculated at close of trading on 06-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-1997 |
06-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
7,689.13 |
7,692.57 |
3.44 |
0.0% |
7,715.41 |
High |
7,791.78 |
7,758.63 |
-33.15 |
-0.4% |
7,717.37 |
Low |
7,628.96 |
7,597.78 |
-31.18 |
-0.4% |
6,933.01 |
Close |
7,692.57 |
7,683.24 |
-9.33 |
-0.1% |
7,442.08 |
Range |
162.82 |
160.85 |
-1.97 |
-1.2% |
784.36 |
ATR |
236.42 |
231.02 |
-5.40 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,162.43 |
8,083.69 |
7,771.71 |
|
R3 |
8,001.58 |
7,922.84 |
7,727.47 |
|
R2 |
7,840.73 |
7,840.73 |
7,712.73 |
|
R1 |
7,761.99 |
7,761.99 |
7,697.98 |
7,720.94 |
PP |
7,679.88 |
7,679.88 |
7,679.88 |
7,659.36 |
S1 |
7,601.14 |
7,601.14 |
7,668.50 |
7,560.09 |
S2 |
7,519.03 |
7,519.03 |
7,653.75 |
|
S3 |
7,358.18 |
7,440.29 |
7,639.01 |
|
S4 |
7,197.33 |
7,279.44 |
7,594.77 |
|
|
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% |
183.54 |
2.4% |
77% |
False |
False |
|
10 |
7,975.47 |
6,933.01 |
1,042.46 |
13.6% |
291.89 |
3.8% |
72% |
False |
False |
|
20 |
8,168.24 |
6,933.01 |
1,235.23 |
16.1% |
235.74 |
3.1% |
61% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
203.79 |
2.7% |
58% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
197.28 |
2.6% |
58% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
195.51 |
2.5% |
53% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
191.88 |
2.5% |
53% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
185.17 |
2.4% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,442.24 |
2.618 |
8,179.74 |
1.618 |
8,018.89 |
1.000 |
7,919.48 |
0.618 |
7,858.04 |
HIGH |
7,758.63 |
0.618 |
7,697.19 |
0.500 |
7,678.21 |
0.382 |
7,659.22 |
LOW |
7,597.78 |
0.618 |
7,498.37 |
1.000 |
7,436.93 |
1.618 |
7,337.52 |
2.618 |
7,176.67 |
4.250 |
6,914.17 |
|
|
Fisher Pivots for day following 06-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
7,681.56 |
7,687.54 |
PP |
7,679.88 |
7,686.10 |
S1 |
7,678.21 |
7,684.67 |
|