Trading Metrics calculated at close of trading on 07-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-1997 |
07-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
7,692.57 |
7,683.24 |
-9.33 |
-0.1% |
7,442.08 |
High |
7,758.63 |
7,646.89 |
-111.74 |
-1.4% |
7,791.78 |
Low |
7,597.78 |
7,460.99 |
-136.79 |
-1.8% |
7,460.99 |
Close |
7,683.24 |
7,581.32 |
-101.92 |
-1.3% |
7,581.32 |
Range |
160.85 |
185.90 |
25.05 |
15.6% |
330.79 |
ATR |
231.02 |
230.39 |
-0.63 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,120.77 |
8,036.94 |
7,683.57 |
|
R3 |
7,934.87 |
7,851.04 |
7,632.44 |
|
R2 |
7,748.97 |
7,748.97 |
7,615.40 |
|
R1 |
7,665.14 |
7,665.14 |
7,598.36 |
7,614.11 |
PP |
7,563.07 |
7,563.07 |
7,563.07 |
7,537.55 |
S1 |
7,479.24 |
7,479.24 |
7,564.28 |
7,428.21 |
S2 |
7,377.17 |
7,377.17 |
7,547.24 |
|
S3 |
7,191.27 |
7,293.34 |
7,530.20 |
|
S4 |
7,005.37 |
7,107.44 |
7,479.08 |
|
|
Weekly Pivots for week ending 07-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,603.73 |
8,423.32 |
7,763.25 |
|
R3 |
8,272.94 |
8,092.53 |
7,672.29 |
|
R2 |
7,942.15 |
7,942.15 |
7,641.96 |
|
R1 |
7,761.74 |
7,761.74 |
7,611.64 |
7,851.95 |
PP |
7,611.36 |
7,611.36 |
7,611.36 |
7,656.47 |
S1 |
7,430.95 |
7,430.95 |
7,551.00 |
7,521.16 |
S2 |
7,280.57 |
7,280.57 |
7,520.68 |
|
S3 |
6,949.78 |
7,100.16 |
7,490.35 |
|
S4 |
6,618.99 |
6,769.37 |
7,399.39 |
|
|
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 |
7,460.99 |
330.79 |
4.4% |
177.79 |
2.3% |
36% |
False |
True |
|
10 |
7,791.78 |
6,933.01 |
858.77 |
11.3% |
277.52 |
3.7% |
75% |
False |
False |
|
20 |
8,168.24 |
6,933.01 |
1,235.23 |
16.3% |
238.56 |
3.1% |
52% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
17.0% |
203.56 |
2.7% |
50% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
17.0% |
197.31 |
2.6% |
50% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.6% |
195.01 |
2.6% |
46% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.6% |
192.36 |
2.5% |
46% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.6% |
184.94 |
2.4% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,436.97 |
2.618 |
8,133.58 |
1.618 |
7,947.68 |
1.000 |
7,832.79 |
0.618 |
7,761.78 |
HIGH |
7,646.89 |
0.618 |
7,575.88 |
0.500 |
7,553.94 |
0.382 |
7,532.00 |
LOW |
7,460.99 |
0.618 |
7,346.10 |
1.000 |
7,275.09 |
1.618 |
7,160.20 |
2.618 |
6,974.30 |
4.250 |
6,670.92 |
|
|
Fisher Pivots for day following 07-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
7,572.19 |
7,626.39 |
PP |
7,563.07 |
7,611.36 |
S1 |
7,553.94 |
7,596.34 |
|