Trading Metrics calculated at close of trading on 26-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-1997 |
26-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
7,767.92 |
7,808.95 |
41.03 |
0.5% |
7,572.48 |
High |
7,880.32 |
7,893.50 |
13.18 |
0.2% |
7,934.53 |
Low |
7,706.00 |
7,749.77 |
43.77 |
0.6% |
7,599.50 |
Close |
7,808.95 |
7,794.78 |
-14.17 |
-0.2% |
7,881.07 |
Range |
174.32 |
143.73 |
-30.59 |
-17.5% |
335.03 |
ATR |
202.13 |
197.96 |
-4.17 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,243.87 |
8,163.06 |
7,873.83 |
|
R3 |
8,100.14 |
8,019.33 |
7,834.31 |
|
R2 |
7,956.41 |
7,956.41 |
7,821.13 |
|
R1 |
7,875.60 |
7,875.60 |
7,807.96 |
7,844.14 |
PP |
7,812.68 |
7,812.68 |
7,812.68 |
7,796.96 |
S1 |
7,731.87 |
7,731.87 |
7,781.60 |
7,700.41 |
S2 |
7,668.95 |
7,668.95 |
7,768.43 |
|
S3 |
7,525.22 |
7,588.14 |
7,755.25 |
|
S4 |
7,381.49 |
7,444.41 |
7,715.73 |
|
|
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 |
7,706.00 |
228.53 |
2.9% |
165.91 |
2.1% |
39% |
False |
False |
|
10 |
7,934.53 |
7,334.77 |
599.76 |
7.7% |
175.88 |
2.3% |
77% |
False |
False |
|
20 |
7,934.53 |
7,329.61 |
604.92 |
7.8% |
182.52 |
2.3% |
77% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
16.5% |
206.12 |
2.6% |
67% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.5% |
194.01 |
2.5% |
67% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.1% |
194.20 |
2.5% |
61% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.1% |
192.71 |
2.5% |
61% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.1% |
188.30 |
2.4% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,504.35 |
2.618 |
8,269.79 |
1.618 |
8,126.06 |
1.000 |
8,037.23 |
0.618 |
7,982.33 |
HIGH |
7,893.50 |
0.618 |
7,838.60 |
0.500 |
7,821.64 |
0.382 |
7,804.67 |
LOW |
7,749.77 |
0.618 |
7,660.94 |
1.000 |
7,606.04 |
1.618 |
7,517.21 |
2.618 |
7,373.48 |
4.250 |
7,138.92 |
|
|
Fisher Pivots for day following 26-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
7,821.64 |
7,799.75 |
PP |
7,812.68 |
7,798.09 |
S1 |
7,803.73 |
7,796.44 |
|