Trading Metrics calculated at close of trading on 03-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-1997 |
03-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
8,013.11 |
8,018.83 |
5.72 |
0.1% |
7,881.07 |
High |
8,096.66 |
8,118.30 |
21.64 |
0.3% |
7,893.50 |
Low |
7,935.03 |
7,915.63 |
-19.40 |
-0.2% |
7,706.00 |
Close |
8,018.83 |
8,032.01 |
13.18 |
0.2% |
7,823.13 |
Range |
161.63 |
202.67 |
41.04 |
25.4% |
187.50 |
ATR |
190.37 |
191.24 |
0.88 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,629.99 |
8,533.67 |
8,143.48 |
|
R3 |
8,427.32 |
8,331.00 |
8,087.74 |
|
R2 |
8,224.65 |
8,224.65 |
8,069.17 |
|
R1 |
8,128.33 |
8,128.33 |
8,050.59 |
8,176.49 |
PP |
8,021.98 |
8,021.98 |
8,021.98 |
8,046.06 |
S1 |
7,925.66 |
7,925.66 |
8,013.43 |
7,973.82 |
S2 |
7,819.31 |
7,819.31 |
7,994.85 |
|
S3 |
7,616.64 |
7,722.99 |
7,976.28 |
|
S4 |
7,413.97 |
7,520.32 |
7,920.54 |
|
|
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 |
8,118.30 |
7,749.77 |
368.53 |
4.6% |
164.02 |
2.0% |
77% |
True |
False |
|
10 |
8,118.30 |
7,599.50 |
518.80 |
6.5% |
168.62 |
2.1% |
83% |
True |
False |
|
20 |
8,118.30 |
7,334.77 |
783.53 |
9.8% |
175.17 |
2.2% |
89% |
True |
False |
|
40 |
8,208.52 |
6,933.01 |
1,275.51 |
15.9% |
205.75 |
2.6% |
86% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.0% |
195.04 |
2.4% |
86% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.0% |
193.13 |
2.4% |
86% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
17.5% |
192.02 |
2.4% |
78% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
17.5% |
188.66 |
2.3% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,979.65 |
2.618 |
8,648.89 |
1.618 |
8,446.22 |
1.000 |
8,320.97 |
0.618 |
8,243.55 |
HIGH |
8,118.30 |
0.618 |
8,040.88 |
0.500 |
8,016.97 |
0.382 |
7,993.05 |
LOW |
7,915.63 |
0.618 |
7,790.38 |
1.000 |
7,712.96 |
1.618 |
7,587.71 |
2.618 |
7,385.04 |
4.250 |
7,054.28 |
|
|
Fisher Pivots for day following 03-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
8,027.00 |
8,011.66 |
PP |
8,021.98 |
7,991.31 |
S1 |
8,016.97 |
7,970.96 |
|