Trading Metrics calculated at close of trading on 18-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-1997 |
18-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
7,572.48 |
7,698.22 |
125.74 |
1.7% |
7,581.32 |
High |
7,781.71 |
7,772.62 |
-9.09 |
-0.1% |
7,687.90 |
Low |
7,613.49 |
7,607.11 |
-6.38 |
-0.1% |
7,334.77 |
Close |
7,698.22 |
7,650.82 |
-47.40 |
-0.6% |
7,572.48 |
Range |
168.22 |
165.51 |
-2.71 |
-1.6% |
353.13 |
ATR |
219.05 |
215.23 |
-3.82 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,173.38 |
8,077.61 |
7,741.85 |
|
R3 |
8,007.87 |
7,912.10 |
7,696.34 |
|
R2 |
7,842.36 |
7,842.36 |
7,681.16 |
|
R1 |
7,746.59 |
7,746.59 |
7,665.99 |
7,711.72 |
PP |
7,676.85 |
7,676.85 |
7,676.85 |
7,659.42 |
S1 |
7,581.08 |
7,581.08 |
7,635.65 |
7,546.21 |
S2 |
7,511.34 |
7,511.34 |
7,620.48 |
|
S3 |
7,345.83 |
7,415.57 |
7,605.30 |
|
S4 |
7,180.32 |
7,250.06 |
7,559.79 |
|
|
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% |
192.58 |
2.5% |
71% |
False |
False |
|
10 |
7,791.78 |
7,334.77 |
457.01 |
6.0% |
181.72 |
2.4% |
69% |
False |
False |
|
20 |
8,124.78 |
6,933.01 |
1,191.77 |
15.6% |
239.29 |
3.1% |
60% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
16.8% |
204.92 |
2.7% |
56% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.8% |
195.24 |
2.6% |
56% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.4% |
194.32 |
2.5% |
51% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.4% |
193.04 |
2.5% |
51% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.4% |
187.26 |
2.4% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,476.04 |
2.618 |
8,205.93 |
1.618 |
8,040.42 |
1.000 |
7,938.13 |
0.618 |
7,874.91 |
HIGH |
7,772.62 |
0.618 |
7,709.40 |
0.500 |
7,689.87 |
0.382 |
7,670.33 |
LOW |
7,607.11 |
0.618 |
7,504.82 |
1.000 |
7,441.60 |
1.618 |
7,339.31 |
2.618 |
7,173.80 |
4.250 |
6,903.69 |
|
|
Fisher Pivots for day following 18-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
7,689.87 |
7,636.00 |
PP |
7,676.85 |
7,621.19 |
S1 |
7,663.84 |
7,606.37 |
|