Trading Metrics calculated at close of trading on 14-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-1997 |
14-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
7,401.32 |
7,487.76 |
86.44 |
1.2% |
7,581.32 |
High |
7,546.45 |
7,634.61 |
88.16 |
1.2% |
7,687.90 |
Low |
7,334.77 |
7,431.03 |
96.26 |
1.3% |
7,334.77 |
Close |
7,487.76 |
7,572.48 |
84.72 |
1.1% |
7,572.48 |
Range |
211.68 |
203.58 |
-8.10 |
-3.8% |
353.13 |
ATR |
221.06 |
219.81 |
-1.25 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,156.78 |
8,068.21 |
7,684.45 |
|
R3 |
7,953.20 |
7,864.63 |
7,628.46 |
|
R2 |
7,749.62 |
7,749.62 |
7,609.80 |
|
R1 |
7,661.05 |
7,661.05 |
7,591.14 |
7,705.34 |
PP |
7,546.04 |
7,546.04 |
7,546.04 |
7,568.18 |
S1 |
7,457.47 |
7,457.47 |
7,553.82 |
7,501.76 |
S2 |
7,342.46 |
7,342.46 |
7,535.16 |
|
S3 |
7,138.88 |
7,253.89 |
7,516.50 |
|
S4 |
6,935.30 |
7,050.31 |
7,460.51 |
|
|
Weekly Pivots for week ending 14-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,591.11 |
8,434.92 |
7,766.70 |
|
R3 |
8,237.98 |
8,081.79 |
7,669.59 |
|
R2 |
7,884.85 |
7,884.85 |
7,637.22 |
|
R1 |
7,728.66 |
7,728.66 |
7,604.85 |
7,630.19 |
PP |
7,531.72 |
7,531.72 |
7,531.72 |
7,482.48 |
S1 |
7,375.53 |
7,375.53 |
7,540.11 |
7,277.06 |
S2 |
7,178.59 |
7,178.59 |
7,507.74 |
|
S3 |
6,825.46 |
7,022.40 |
7,475.37 |
|
S4 |
6,472.33 |
6,669.27 |
7,378.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,687.90 |
7,334.77 |
353.13 |
4.7% |
194.79 |
2.6% |
67% |
False |
False |
|
10 |
7,791.78 |
7,334.77 |
457.01 |
6.0% |
186.29 |
2.5% |
52% |
False |
False |
|
20 |
8,124.78 |
6,933.01 |
1,191.77 |
15.7% |
241.24 |
3.2% |
54% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
17.0% |
205.38 |
2.7% |
50% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
17.0% |
196.20 |
2.6% |
50% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.6% |
194.30 |
2.6% |
45% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.6% |
193.12 |
2.6% |
45% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.6% |
187.10 |
2.5% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,499.83 |
2.618 |
8,167.58 |
1.618 |
7,964.00 |
1.000 |
7,838.19 |
0.618 |
7,760.42 |
HIGH |
7,634.61 |
0.618 |
7,556.84 |
0.500 |
7,532.82 |
0.382 |
7,508.80 |
LOW |
7,431.03 |
0.618 |
7,305.22 |
1.000 |
7,227.45 |
1.618 |
7,101.64 |
2.618 |
6,898.06 |
4.250 |
6,565.82 |
|
|
Fisher Pivots for day following 14-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
7,559.26 |
7,543.22 |
PP |
7,546.04 |
7,513.95 |
S1 |
7,532.82 |
7,484.69 |
|