Trading Metrics calculated at close of trading on 12-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-1997 |
12-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
7,552.59 |
7,558.73 |
6.14 |
0.1% |
7,442.08 |
High |
7,655.49 |
7,573.22 |
-82.27 |
-1.1% |
7,791.78 |
Low |
7,486.78 |
7,359.32 |
-127.46 |
-1.7% |
7,460.99 |
Close |
7,558.73 |
7,401.32 |
-157.41 |
-2.1% |
7,581.32 |
Range |
168.71 |
213.90 |
45.19 |
26.8% |
330.79 |
ATR |
222.38 |
221.78 |
-0.61 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,086.32 |
7,957.72 |
7,518.97 |
|
R3 |
7,872.42 |
7,743.82 |
7,460.14 |
|
R2 |
7,658.52 |
7,658.52 |
7,440.54 |
|
R1 |
7,529.92 |
7,529.92 |
7,420.93 |
7,487.27 |
PP |
7,444.62 |
7,444.62 |
7,444.62 |
7,423.30 |
S1 |
7,316.02 |
7,316.02 |
7,381.71 |
7,273.37 |
S2 |
7,230.72 |
7,230.72 |
7,362.11 |
|
S3 |
7,016.82 |
7,102.12 |
7,342.50 |
|
S4 |
6,802.92 |
6,888.22 |
7,283.68 |
|
|
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 |
7,758.63 |
7,359.32 |
399.31 |
5.4% |
181.09 |
2.4% |
11% |
False |
True |
|
10 |
7,791.78 |
7,329.61 |
462.17 |
6.2% |
189.16 |
2.6% |
16% |
False |
False |
|
20 |
8,146.14 |
6,933.01 |
1,213.13 |
16.4% |
244.90 |
3.3% |
39% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
17.4% |
203.56 |
2.8% |
36% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
17.4% |
195.55 |
2.6% |
36% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
19.0% |
193.88 |
2.6% |
33% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
19.0% |
192.98 |
2.6% |
33% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
19.0% |
186.03 |
2.5% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,482.30 |
2.618 |
8,133.21 |
1.618 |
7,919.31 |
1.000 |
7,787.12 |
0.618 |
7,705.41 |
HIGH |
7,573.22 |
0.618 |
7,491.51 |
0.500 |
7,466.27 |
0.382 |
7,441.03 |
LOW |
7,359.32 |
0.618 |
7,227.13 |
1.000 |
7,145.42 |
1.618 |
7,013.23 |
2.618 |
6,799.33 |
4.250 |
6,450.25 |
|
|
Fisher Pivots for day following 12-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
7,466.27 |
7,523.61 |
PP |
7,444.62 |
7,482.85 |
S1 |
7,422.97 |
7,442.08 |
|