Trading Metrics calculated at close of trading on 28-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-1997 |
28-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
7,808.95 |
7,794.78 |
-14.17 |
-0.2% |
7,881.07 |
High |
7,893.50 |
7,872.86 |
-20.64 |
-0.3% |
7,893.50 |
Low |
7,749.77 |
7,786.08 |
36.31 |
0.5% |
7,706.00 |
Close |
7,794.78 |
7,823.13 |
28.35 |
0.4% |
7,823.13 |
Range |
143.73 |
86.78 |
-56.95 |
-39.6% |
187.50 |
ATR |
197.96 |
190.02 |
-7.94 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,087.70 |
8,042.19 |
7,870.86 |
|
R3 |
8,000.92 |
7,955.41 |
7,846.99 |
|
R2 |
7,914.14 |
7,914.14 |
7,839.04 |
|
R1 |
7,868.63 |
7,868.63 |
7,831.08 |
7,891.39 |
PP |
7,827.36 |
7,827.36 |
7,827.36 |
7,838.73 |
S1 |
7,781.85 |
7,781.85 |
7,815.18 |
7,804.61 |
S2 |
7,740.58 |
7,740.58 |
7,807.22 |
|
S3 |
7,653.80 |
7,695.07 |
7,799.27 |
|
S4 |
7,567.02 |
7,608.29 |
7,775.40 |
|
|
Weekly Pivots for week ending 28-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,370.04 |
8,284.09 |
7,926.26 |
|
R3 |
8,182.54 |
8,096.59 |
7,874.69 |
|
R2 |
7,995.04 |
7,995.04 |
7,857.51 |
|
R1 |
7,909.09 |
7,909.09 |
7,840.32 |
7,858.32 |
PP |
7,807.54 |
7,807.54 |
7,807.54 |
7,782.16 |
S1 |
7,721.59 |
7,721.59 |
7,805.94 |
7,670.82 |
S2 |
7,620.04 |
7,620.04 |
7,788.76 |
|
S3 |
7,432.54 |
7,534.09 |
7,771.57 |
|
S4 |
7,245.04 |
7,346.59 |
7,720.01 |
|
|
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% |
148.95 |
1.9% |
51% |
False |
False |
|
10 |
7,934.53 |
7,431.03 |
503.50 |
6.4% |
163.39 |
2.1% |
78% |
False |
False |
|
20 |
7,934.53 |
7,329.61 |
604.92 |
7.7% |
175.39 |
2.2% |
82% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
16.4% |
204.70 |
2.6% |
69% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.4% |
192.99 |
2.5% |
69% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.0% |
193.14 |
2.5% |
63% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.0% |
191.06 |
2.4% |
63% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.0% |
187.85 |
2.4% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,241.68 |
2.618 |
8,100.05 |
1.618 |
8,013.27 |
1.000 |
7,959.64 |
0.618 |
7,926.49 |
HIGH |
7,872.86 |
0.618 |
7,839.71 |
0.500 |
7,829.47 |
0.382 |
7,819.23 |
LOW |
7,786.08 |
0.618 |
7,732.45 |
1.000 |
7,699.30 |
1.618 |
7,645.67 |
2.618 |
7,558.89 |
4.250 |
7,417.27 |
|
|
Fisher Pivots for day following 28-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
7,829.47 |
7,815.34 |
PP |
7,827.36 |
7,807.54 |
S1 |
7,825.24 |
7,799.75 |
|