Trading Metrics calculated at close of trading on 10-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-1997 |
10-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
7,683.24 |
7,581.32 |
-101.92 |
-1.3% |
7,442.08 |
High |
7,646.89 |
7,687.90 |
41.01 |
0.5% |
7,791.78 |
Low |
7,460.99 |
7,511.83 |
50.84 |
0.7% |
7,460.99 |
Close |
7,581.32 |
7,552.59 |
-28.73 |
-0.4% |
7,581.32 |
Range |
185.90 |
176.07 |
-9.83 |
-5.3% |
330.79 |
ATR |
230.39 |
226.51 |
-3.88 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,112.32 |
8,008.52 |
7,649.43 |
|
R3 |
7,936.25 |
7,832.45 |
7,601.01 |
|
R2 |
7,760.18 |
7,760.18 |
7,584.87 |
|
R1 |
7,656.38 |
7,656.38 |
7,568.73 |
7,620.25 |
PP |
7,584.11 |
7,584.11 |
7,584.11 |
7,566.04 |
S1 |
7,480.31 |
7,480.31 |
7,536.45 |
7,444.18 |
S2 |
7,408.04 |
7,408.04 |
7,520.31 |
|
S3 |
7,231.97 |
7,304.24 |
7,504.17 |
|
S4 |
7,055.90 |
7,128.17 |
7,455.75 |
|
|
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% |
171.90 |
2.3% |
28% |
False |
False |
|
10 |
7,791.78 |
6,933.01 |
858.77 |
11.4% |
238.40 |
3.2% |
72% |
False |
False |
|
20 |
8,168.24 |
6,933.01 |
1,235.23 |
16.4% |
241.17 |
3.2% |
50% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
17.0% |
204.16 |
2.7% |
48% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
17.0% |
196.34 |
2.6% |
48% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.6% |
194.36 |
2.6% |
44% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.6% |
192.75 |
2.6% |
44% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.6% |
185.02 |
2.4% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,436.20 |
2.618 |
8,148.85 |
1.618 |
7,972.78 |
1.000 |
7,863.97 |
0.618 |
7,796.71 |
HIGH |
7,687.90 |
0.618 |
7,620.64 |
0.500 |
7,599.87 |
0.382 |
7,579.09 |
LOW |
7,511.83 |
0.618 |
7,403.02 |
1.000 |
7,335.76 |
1.618 |
7,226.95 |
2.618 |
7,050.88 |
4.250 |
6,763.53 |
|
|
Fisher Pivots for day following 10-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
7,599.87 |
7,609.81 |
PP |
7,584.11 |
7,590.74 |
S1 |
7,568.35 |
7,571.66 |
|