Trading Metrics calculated at close of trading on 24-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-1997 |
24-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
7,826.61 |
7,881.07 |
54.46 |
0.7% |
7,572.48 |
High |
7,934.53 |
7,887.28 |
-47.25 |
-0.6% |
7,934.53 |
Low |
7,758.47 |
7,723.41 |
-35.06 |
-0.5% |
7,599.50 |
Close |
7,881.07 |
7,767.92 |
-113.15 |
-1.4% |
7,881.07 |
Range |
176.06 |
163.87 |
-12.19 |
-6.9% |
335.03 |
ATR |
207.38 |
204.27 |
-3.11 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,284.48 |
8,190.07 |
7,858.05 |
|
R3 |
8,120.61 |
8,026.20 |
7,812.98 |
|
R2 |
7,956.74 |
7,956.74 |
7,797.96 |
|
R1 |
7,862.33 |
7,862.33 |
7,782.94 |
7,827.60 |
PP |
7,792.87 |
7,792.87 |
7,792.87 |
7,775.51 |
S1 |
7,698.46 |
7,698.46 |
7,752.90 |
7,663.73 |
S2 |
7,629.00 |
7,629.00 |
7,737.88 |
|
S3 |
7,465.13 |
7,534.59 |
7,722.86 |
|
S4 |
7,301.26 |
7,370.72 |
7,677.79 |
|
|
Weekly Pivots for week ending 21-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,810.12 |
8,680.63 |
8,065.34 |
|
R3 |
8,475.09 |
8,345.60 |
7,973.20 |
|
R2 |
8,140.06 |
8,140.06 |
7,942.49 |
|
R1 |
8,010.57 |
8,010.57 |
7,911.78 |
8,075.32 |
PP |
7,805.03 |
7,805.03 |
7,805.03 |
7,837.41 |
S1 |
7,675.54 |
7,675.54 |
7,850.36 |
7,740.29 |
S2 |
7,470.00 |
7,470.00 |
7,819.65 |
|
S3 |
7,134.97 |
7,340.51 |
7,788.94 |
|
S4 |
6,799.94 |
7,005.48 |
7,696.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,934.53 |
7,599.50 |
335.03 |
4.3% |
171.45 |
2.2% |
50% |
False |
False |
|
10 |
7,934.53 |
7,334.77 |
599.76 |
7.7% |
182.34 |
2.3% |
72% |
False |
False |
|
20 |
7,934.53 |
6,933.01 |
1,001.52 |
12.9% |
210.37 |
2.7% |
83% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
16.5% |
206.10 |
2.7% |
65% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.5% |
195.31 |
2.5% |
65% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.1% |
193.79 |
2.5% |
59% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.1% |
193.07 |
2.5% |
59% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.1% |
188.31 |
2.4% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,583.73 |
2.618 |
8,316.29 |
1.618 |
8,152.42 |
1.000 |
8,051.15 |
0.618 |
7,988.55 |
HIGH |
7,887.28 |
0.618 |
7,824.68 |
0.500 |
7,805.35 |
0.382 |
7,786.01 |
LOW |
7,723.41 |
0.618 |
7,622.14 |
1.000 |
7,559.54 |
1.618 |
7,458.27 |
2.618 |
7,294.40 |
4.250 |
7,026.96 |
|
|
Fisher Pivots for day following 24-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
7,805.35 |
7,826.36 |
PP |
7,792.87 |
7,806.88 |
S1 |
7,780.40 |
7,787.40 |
|