Trading Metrics calculated at close of trading on 05-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-1997 |
05-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
8,032.01 |
8,050.16 |
18.15 |
0.2% |
7,823.13 |
High |
8,159.58 |
8,209.56 |
49.98 |
0.6% |
8,209.56 |
Low |
7,978.30 |
7,980.04 |
1.74 |
0.0% |
7,823.62 |
Close |
8,050.16 |
8,149.13 |
98.97 |
1.2% |
8,149.13 |
Range |
181.28 |
229.52 |
48.24 |
26.6% |
385.94 |
ATR |
190.53 |
193.32 |
2.78 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,801.47 |
8,704.82 |
8,275.37 |
|
R3 |
8,571.95 |
8,475.30 |
8,212.25 |
|
R2 |
8,342.43 |
8,342.43 |
8,191.21 |
|
R1 |
8,245.78 |
8,245.78 |
8,170.17 |
8,294.11 |
PP |
8,112.91 |
8,112.91 |
8,112.91 |
8,137.07 |
S1 |
8,016.26 |
8,016.26 |
8,128.09 |
8,064.59 |
S2 |
7,883.39 |
7,883.39 |
8,107.05 |
|
S3 |
7,653.87 |
7,786.74 |
8,086.01 |
|
S4 |
7,424.35 |
7,557.22 |
8,022.89 |
|
|
Weekly Pivots for week ending 05-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,218.59 |
9,069.80 |
8,361.40 |
|
R3 |
8,832.65 |
8,683.86 |
8,255.26 |
|
R2 |
8,446.71 |
8,446.71 |
8,219.89 |
|
R1 |
8,297.92 |
8,297.92 |
8,184.51 |
8,372.32 |
PP |
8,060.77 |
8,060.77 |
8,060.77 |
8,097.97 |
S1 |
7,911.98 |
7,911.98 |
8,113.75 |
7,986.38 |
S2 |
7,674.83 |
7,674.83 |
8,078.37 |
|
S3 |
7,288.89 |
7,526.04 |
8,043.00 |
|
S4 |
6,902.95 |
7,140.10 |
7,936.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,209.56 |
7,823.62 |
385.94 |
4.7% |
200.08 |
2.5% |
84% |
True |
False |
|
10 |
8,209.56 |
7,706.00 |
503.56 |
6.2% |
174.52 |
2.1% |
88% |
True |
False |
|
20 |
8,209.56 |
7,334.77 |
874.79 |
10.7% |
179.53 |
2.2% |
93% |
True |
False |
|
40 |
8,209.56 |
6,933.01 |
1,276.55 |
15.7% |
207.63 |
2.5% |
95% |
True |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
15.8% |
195.70 |
2.4% |
95% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
15.8% |
192.84 |
2.4% |
95% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
17.3% |
192.31 |
2.4% |
86% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
17.3% |
189.82 |
2.3% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,185.02 |
2.618 |
8,810.44 |
1.618 |
8,580.92 |
1.000 |
8,439.08 |
0.618 |
8,351.40 |
HIGH |
8,209.56 |
0.618 |
8,121.88 |
0.500 |
8,094.80 |
0.382 |
8,067.72 |
LOW |
7,980.04 |
0.618 |
7,838.20 |
1.000 |
7,750.52 |
1.618 |
7,608.68 |
2.618 |
7,379.16 |
4.250 |
7,004.58 |
|
|
Fisher Pivots for day following 05-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
8,131.02 |
8,120.29 |
PP |
8,112.91 |
8,091.44 |
S1 |
8,094.80 |
8,062.60 |
|