Trading Metrics calculated at close of trading on 11-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-1997 |
11-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
7,581.32 |
7,552.59 |
-28.73 |
-0.4% |
7,442.08 |
High |
7,687.90 |
7,655.49 |
-32.41 |
-0.4% |
7,791.78 |
Low |
7,511.83 |
7,486.78 |
-25.05 |
-0.3% |
7,460.99 |
Close |
7,552.59 |
7,558.73 |
6.14 |
0.1% |
7,581.32 |
Range |
176.07 |
168.71 |
-7.36 |
-4.2% |
330.79 |
ATR |
226.51 |
222.38 |
-4.13 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,073.13 |
7,984.64 |
7,651.52 |
|
R3 |
7,904.42 |
7,815.93 |
7,605.13 |
|
R2 |
7,735.71 |
7,735.71 |
7,589.66 |
|
R1 |
7,647.22 |
7,647.22 |
7,574.20 |
7,691.47 |
PP |
7,567.00 |
7,567.00 |
7,567.00 |
7,589.12 |
S1 |
7,478.51 |
7,478.51 |
7,543.26 |
7,522.76 |
S2 |
7,398.29 |
7,398.29 |
7,527.80 |
|
S3 |
7,229.58 |
7,309.80 |
7,512.33 |
|
S4 |
7,060.87 |
7,141.09 |
7,465.94 |
|
|
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% |
170.87 |
2.3% |
30% |
False |
False |
|
10 |
7,791.78 |
7,329.61 |
462.17 |
6.1% |
193.22 |
2.6% |
50% |
False |
False |
|
20 |
8,146.14 |
6,933.01 |
1,213.13 |
16.0% |
240.70 |
3.2% |
52% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
17.0% |
202.34 |
2.7% |
49% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
17.0% |
194.83 |
2.6% |
49% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.6% |
194.00 |
2.6% |
44% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.6% |
193.09 |
2.6% |
44% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.6% |
185.27 |
2.5% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,372.51 |
2.618 |
8,097.17 |
1.618 |
7,928.46 |
1.000 |
7,824.20 |
0.618 |
7,759.75 |
HIGH |
7,655.49 |
0.618 |
7,591.04 |
0.500 |
7,571.14 |
0.382 |
7,551.23 |
LOW |
7,486.78 |
0.618 |
7,382.52 |
1.000 |
7,318.07 |
1.618 |
7,213.81 |
2.618 |
7,045.10 |
4.250 |
6,769.76 |
|
|
Fisher Pivots for day following 11-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
7,571.14 |
7,574.45 |
PP |
7,567.00 |
7,569.21 |
S1 |
7,562.87 |
7,563.97 |
|