Trading Metrics calculated at close of trading on 20-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-1997 |
20-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
7,650.82 |
7,724.74 |
73.92 |
1.0% |
7,581.32 |
High |
7,779.75 |
7,889.77 |
110.02 |
1.4% |
7,687.90 |
Low |
7,599.50 |
7,718.19 |
118.69 |
1.6% |
7,334.77 |
Close |
7,724.74 |
7,826.61 |
101.87 |
1.3% |
7,572.48 |
Range |
180.25 |
171.58 |
-8.67 |
-4.8% |
353.13 |
ATR |
212.73 |
209.79 |
-2.94 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,326.26 |
8,248.02 |
7,920.98 |
|
R3 |
8,154.68 |
8,076.44 |
7,873.79 |
|
R2 |
7,983.10 |
7,983.10 |
7,858.07 |
|
R1 |
7,904.86 |
7,904.86 |
7,842.34 |
7,943.98 |
PP |
7,811.52 |
7,811.52 |
7,811.52 |
7,831.09 |
S1 |
7,733.28 |
7,733.28 |
7,810.88 |
7,772.40 |
S2 |
7,639.94 |
7,639.94 |
7,795.15 |
|
S3 |
7,468.36 |
7,561.70 |
7,779.43 |
|
S4 |
7,296.78 |
7,390.12 |
7,732.24 |
|
|
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 |
7,889.77 |
7,431.03 |
458.74 |
5.9% |
177.83 |
2.3% |
86% |
True |
False |
|
10 |
7,889.77 |
7,334.77 |
555.00 |
7.1% |
184.54 |
2.4% |
89% |
True |
False |
|
20 |
7,975.47 |
6,933.01 |
1,042.46 |
13.3% |
238.21 |
3.0% |
86% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
16.4% |
204.72 |
2.6% |
70% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.4% |
195.41 |
2.5% |
70% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.0% |
194.47 |
2.5% |
64% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.0% |
192.80 |
2.5% |
64% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.0% |
187.74 |
2.4% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,618.99 |
2.618 |
8,338.97 |
1.618 |
8,167.39 |
1.000 |
8,061.35 |
0.618 |
7,995.81 |
HIGH |
7,889.77 |
0.618 |
7,824.23 |
0.500 |
7,803.98 |
0.382 |
7,783.73 |
LOW |
7,718.19 |
0.618 |
7,612.15 |
1.000 |
7,546.61 |
1.618 |
7,440.57 |
2.618 |
7,268.99 |
4.250 |
6,988.98 |
|
|
Fisher Pivots for day following 20-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
7,819.07 |
7,799.29 |
PP |
7,811.52 |
7,771.96 |
S1 |
7,803.98 |
7,744.64 |
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