Trading Metrics calculated at close of trading on 04-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-1997 |
04-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
8,018.83 |
8,032.01 |
13.18 |
0.2% |
7,881.07 |
High |
8,118.30 |
8,159.58 |
41.28 |
0.5% |
7,893.50 |
Low |
7,915.63 |
7,978.30 |
62.67 |
0.8% |
7,706.00 |
Close |
8,032.01 |
8,050.16 |
18.15 |
0.2% |
7,823.13 |
Range |
202.67 |
181.28 |
-21.39 |
-10.6% |
187.50 |
ATR |
191.24 |
190.53 |
-0.71 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,606.52 |
8,509.62 |
8,149.86 |
|
R3 |
8,425.24 |
8,328.34 |
8,100.01 |
|
R2 |
8,243.96 |
8,243.96 |
8,083.39 |
|
R1 |
8,147.06 |
8,147.06 |
8,066.78 |
8,195.51 |
PP |
8,062.68 |
8,062.68 |
8,062.68 |
8,086.91 |
S1 |
7,965.78 |
7,965.78 |
8,033.54 |
8,014.23 |
S2 |
7,881.40 |
7,881.40 |
8,016.93 |
|
S3 |
7,700.12 |
7,784.50 |
8,000.31 |
|
S4 |
7,518.84 |
7,603.22 |
7,950.46 |
|
|
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 |
8,159.58 |
7,786.08 |
373.50 |
4.6% |
171.53 |
2.1% |
71% |
True |
False |
|
10 |
8,159.58 |
7,706.00 |
453.58 |
5.6% |
168.72 |
2.1% |
76% |
True |
False |
|
20 |
8,159.58 |
7,334.77 |
824.81 |
10.2% |
176.09 |
2.2% |
87% |
True |
False |
|
40 |
8,168.24 |
6,933.01 |
1,235.23 |
15.3% |
205.57 |
2.6% |
90% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.0% |
195.03 |
2.4% |
87% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.0% |
192.82 |
2.4% |
87% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
17.5% |
191.90 |
2.4% |
79% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
17.5% |
189.19 |
2.4% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,930.02 |
2.618 |
8,634.17 |
1.618 |
8,452.89 |
1.000 |
8,340.86 |
0.618 |
8,271.61 |
HIGH |
8,159.58 |
0.618 |
8,090.33 |
0.500 |
8,068.94 |
0.382 |
8,047.55 |
LOW |
7,978.30 |
0.618 |
7,866.27 |
1.000 |
7,797.02 |
1.618 |
7,684.99 |
2.618 |
7,503.71 |
4.250 |
7,207.86 |
|
|
Fisher Pivots for day following 04-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
8,068.94 |
8,045.98 |
PP |
8,062.68 |
8,041.79 |
S1 |
8,056.42 |
8,037.61 |
|