Trading Metrics calculated at close of trading on 17-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-1997 |
17-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
7,487.76 |
7,572.48 |
84.72 |
1.1% |
7,581.32 |
High |
7,634.61 |
7,781.71 |
147.10 |
1.9% |
7,687.90 |
Low |
7,431.03 |
7,613.49 |
182.46 |
2.5% |
7,334.77 |
Close |
7,572.48 |
7,698.22 |
125.74 |
1.7% |
7,572.48 |
Range |
203.58 |
168.22 |
-35.36 |
-17.4% |
353.13 |
ATR |
219.81 |
219.05 |
-0.76 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,202.47 |
8,118.56 |
7,790.74 |
|
R3 |
8,034.25 |
7,950.34 |
7,744.48 |
|
R2 |
7,866.03 |
7,866.03 |
7,729.06 |
|
R1 |
7,782.12 |
7,782.12 |
7,713.64 |
7,824.08 |
PP |
7,697.81 |
7,697.81 |
7,697.81 |
7,718.78 |
S1 |
7,613.90 |
7,613.90 |
7,682.80 |
7,655.86 |
S2 |
7,529.59 |
7,529.59 |
7,667.38 |
|
S3 |
7,361.37 |
7,445.68 |
7,651.96 |
|
S4 |
7,193.15 |
7,277.46 |
7,605.70 |
|
|
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 |
7,781.71 |
7,334.77 |
446.94 |
5.8% |
193.22 |
2.5% |
81% |
True |
False |
|
10 |
7,791.78 |
7,334.77 |
457.01 |
5.9% |
182.56 |
2.4% |
80% |
False |
False |
|
20 |
8,124.78 |
6,933.01 |
1,191.77 |
15.5% |
240.06 |
3.1% |
64% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
204.86 |
2.7% |
60% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
195.52 |
2.5% |
60% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
194.37 |
2.5% |
54% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
193.08 |
2.5% |
54% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
187.40 |
2.4% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,496.65 |
2.618 |
8,222.11 |
1.618 |
8,053.89 |
1.000 |
7,949.93 |
0.618 |
7,885.67 |
HIGH |
7,781.71 |
0.618 |
7,717.45 |
0.500 |
7,697.60 |
0.382 |
7,677.75 |
LOW |
7,613.49 |
0.618 |
7,509.53 |
1.000 |
7,445.27 |
1.618 |
7,341.31 |
2.618 |
7,173.09 |
4.250 |
6,898.56 |
|
|
Fisher Pivots for day following 17-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
7,698.01 |
7,651.56 |
PP |
7,697.81 |
7,604.90 |
S1 |
7,697.60 |
7,558.24 |
|