Trading Metrics calculated at close of trading on 19-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-1997 |
19-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
7,698.22 |
7,650.82 |
-47.40 |
-0.6% |
7,581.32 |
High |
7,772.62 |
7,779.75 |
7.13 |
0.1% |
7,687.90 |
Low |
7,607.11 |
7,599.50 |
-7.61 |
-0.1% |
7,334.77 |
Close |
7,650.82 |
7,724.74 |
73.92 |
1.0% |
7,572.48 |
Range |
165.51 |
180.25 |
14.74 |
8.9% |
353.13 |
ATR |
215.23 |
212.73 |
-2.50 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,242.08 |
8,163.66 |
7,823.88 |
|
R3 |
8,061.83 |
7,983.41 |
7,774.31 |
|
R2 |
7,881.58 |
7,881.58 |
7,757.79 |
|
R1 |
7,803.16 |
7,803.16 |
7,741.26 |
7,842.37 |
PP |
7,701.33 |
7,701.33 |
7,701.33 |
7,720.94 |
S1 |
7,622.91 |
7,622.91 |
7,708.22 |
7,662.12 |
S2 |
7,521.08 |
7,521.08 |
7,691.69 |
|
S3 |
7,340.83 |
7,442.66 |
7,675.17 |
|
S4 |
7,160.58 |
7,262.41 |
7,625.60 |
|
|
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% |
185.85 |
2.4% |
87% |
False |
False |
|
10 |
7,781.71 |
7,334.77 |
446.94 |
5.8% |
183.47 |
2.4% |
87% |
False |
False |
|
20 |
7,975.47 |
6,933.01 |
1,042.46 |
13.5% |
239.13 |
3.1% |
76% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
16.6% |
204.44 |
2.6% |
62% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.6% |
195.62 |
2.5% |
62% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.2% |
194.28 |
2.5% |
56% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.2% |
192.96 |
2.5% |
56% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.2% |
187.60 |
2.4% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,545.81 |
2.618 |
8,251.64 |
1.618 |
8,071.39 |
1.000 |
7,960.00 |
0.618 |
7,891.14 |
HIGH |
7,779.75 |
0.618 |
7,710.89 |
0.500 |
7,689.63 |
0.382 |
7,668.36 |
LOW |
7,599.50 |
0.618 |
7,488.11 |
1.000 |
7,419.25 |
1.618 |
7,307.86 |
2.618 |
7,127.61 |
4.250 |
6,833.44 |
|
|
Fisher Pivots for day following 19-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
7,713.04 |
7,713.36 |
PP |
7,701.33 |
7,701.98 |
S1 |
7,689.63 |
7,690.61 |
|