Trading Metrics calculated at close of trading on 01-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-1997 |
01-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
7,794.78 |
7,823.13 |
28.35 |
0.4% |
7,881.07 |
High |
7,872.86 |
8,048.92 |
176.06 |
2.2% |
7,893.50 |
Low |
7,786.08 |
7,823.62 |
37.54 |
0.5% |
7,706.00 |
Close |
7,823.13 |
8,013.11 |
189.98 |
2.4% |
7,823.13 |
Range |
86.78 |
225.30 |
138.52 |
159.6% |
187.50 |
ATR |
190.02 |
192.58 |
2.55 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,637.78 |
8,550.75 |
8,137.03 |
|
R3 |
8,412.48 |
8,325.45 |
8,075.07 |
|
R2 |
8,187.18 |
8,187.18 |
8,054.42 |
|
R1 |
8,100.15 |
8,100.15 |
8,033.76 |
8,143.67 |
PP |
7,961.88 |
7,961.88 |
7,961.88 |
7,983.64 |
S1 |
7,874.85 |
7,874.85 |
7,992.46 |
7,918.37 |
S2 |
7,736.58 |
7,736.58 |
7,971.81 |
|
S3 |
7,511.28 |
7,649.55 |
7,951.15 |
|
S4 |
7,285.98 |
7,424.25 |
7,889.20 |
|
|
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 |
8,048.92 |
7,706.00 |
342.92 |
4.3% |
158.80 |
2.0% |
90% |
True |
False |
|
10 |
8,048.92 |
7,599.50 |
449.42 |
5.6% |
165.56 |
2.1% |
92% |
True |
False |
|
20 |
8,048.92 |
7,334.77 |
714.15 |
8.9% |
175.93 |
2.2% |
95% |
True |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
16.0% |
204.20 |
2.5% |
84% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.0% |
193.63 |
2.4% |
84% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.0% |
193.69 |
2.4% |
84% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
17.6% |
191.54 |
2.4% |
77% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
17.6% |
188.41 |
2.4% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,006.45 |
2.618 |
8,638.76 |
1.618 |
8,413.46 |
1.000 |
8,274.22 |
0.618 |
8,188.16 |
HIGH |
8,048.92 |
0.618 |
7,962.86 |
0.500 |
7,936.27 |
0.382 |
7,909.68 |
LOW |
7,823.62 |
0.618 |
7,684.38 |
1.000 |
7,598.32 |
1.618 |
7,459.08 |
2.618 |
7,233.78 |
4.250 |
6,866.10 |
|
|
Fisher Pivots for day following 01-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
7,987.50 |
7,975.19 |
PP |
7,961.88 |
7,937.27 |
S1 |
7,936.27 |
7,899.35 |
|