Trading Metrics calculated at close of trading on 02-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-1997 |
02-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
7,823.13 |
8,013.11 |
189.98 |
2.4% |
7,881.07 |
High |
8,048.92 |
8,096.66 |
47.74 |
0.6% |
7,893.50 |
Low |
7,823.62 |
7,935.03 |
111.41 |
1.4% |
7,706.00 |
Close |
8,013.11 |
8,018.83 |
5.72 |
0.1% |
7,823.13 |
Range |
225.30 |
161.63 |
-63.67 |
-28.3% |
187.50 |
ATR |
192.58 |
190.37 |
-2.21 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,501.73 |
8,421.91 |
8,107.73 |
|
R3 |
8,340.10 |
8,260.28 |
8,063.28 |
|
R2 |
8,178.47 |
8,178.47 |
8,048.46 |
|
R1 |
8,098.65 |
8,098.65 |
8,033.65 |
8,138.56 |
PP |
8,016.84 |
8,016.84 |
8,016.84 |
8,036.80 |
S1 |
7,937.02 |
7,937.02 |
8,004.01 |
7,976.93 |
S2 |
7,855.21 |
7,855.21 |
7,989.20 |
|
S3 |
7,693.58 |
7,775.39 |
7,974.38 |
|
S4 |
7,531.95 |
7,613.76 |
7,929.93 |
|
|
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 |
8,096.66 |
7,706.00 |
390.66 |
4.9% |
158.35 |
2.0% |
80% |
True |
False |
|
10 |
8,096.66 |
7,599.50 |
497.16 |
6.2% |
164.90 |
2.1% |
84% |
True |
False |
|
20 |
8,096.66 |
7,334.77 |
761.89 |
9.5% |
173.73 |
2.2% |
90% |
True |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
16.0% |
204.67 |
2.6% |
84% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.0% |
194.22 |
2.4% |
84% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.0% |
193.09 |
2.4% |
84% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
17.5% |
191.70 |
2.4% |
77% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
17.5% |
188.33 |
2.3% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,783.59 |
2.618 |
8,519.81 |
1.618 |
8,358.18 |
1.000 |
8,258.29 |
0.618 |
8,196.55 |
HIGH |
8,096.66 |
0.618 |
8,034.92 |
0.500 |
8,015.85 |
0.382 |
7,996.77 |
LOW |
7,935.03 |
0.618 |
7,835.14 |
1.000 |
7,773.40 |
1.618 |
7,673.51 |
2.618 |
7,511.88 |
4.250 |
7,248.10 |
|
|
Fisher Pivots for day following 02-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
8,017.84 |
7,993.01 |
PP |
8,016.84 |
7,967.19 |
S1 |
8,015.85 |
7,941.37 |
|