Trading Metrics calculated at close of trading on 10-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-1997 |
10-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
8,110.84 |
8,049.66 |
-61.18 |
-0.8% |
7,823.13 |
High |
8,142.67 |
8,077.27 |
-65.40 |
-0.8% |
8,209.56 |
Low |
7,990.98 |
7,881.07 |
-109.91 |
-1.4% |
7,823.62 |
Close |
8,049.66 |
7,978.79 |
-70.87 |
-0.9% |
8,149.13 |
Range |
151.69 |
196.20 |
44.51 |
29.3% |
385.94 |
ATR |
186.71 |
187.39 |
0.68 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,567.64 |
8,469.42 |
8,086.70 |
|
R3 |
8,371.44 |
8,273.22 |
8,032.75 |
|
R2 |
8,175.24 |
8,175.24 |
8,014.76 |
|
R1 |
8,077.02 |
8,077.02 |
7,996.78 |
8,028.03 |
PP |
7,979.04 |
7,979.04 |
7,979.04 |
7,954.55 |
S1 |
7,880.82 |
7,880.82 |
7,960.81 |
7,831.83 |
S2 |
7,782.84 |
7,782.84 |
7,942.82 |
|
S3 |
7,586.64 |
7,684.62 |
7,924.84 |
|
S4 |
7,390.44 |
7,488.42 |
7,870.88 |
|
|
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 |
7,881.07 |
328.49 |
4.1% |
179.44 |
2.2% |
30% |
False |
True |
|
10 |
8,209.56 |
7,749.77 |
459.79 |
5.8% |
171.73 |
2.2% |
50% |
False |
False |
|
20 |
8,209.56 |
7,334.77 |
874.79 |
11.0% |
177.31 |
2.2% |
74% |
False |
False |
|
40 |
8,209.56 |
6,933.01 |
1,276.55 |
16.0% |
209.01 |
2.6% |
82% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.1% |
194.00 |
2.4% |
81% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.1% |
190.45 |
2.4% |
81% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
17.6% |
190.66 |
2.4% |
74% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
17.6% |
190.46 |
2.4% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,911.12 |
2.618 |
8,590.92 |
1.618 |
8,394.72 |
1.000 |
8,273.47 |
0.618 |
8,198.52 |
HIGH |
8,077.27 |
0.618 |
8,002.32 |
0.500 |
7,979.17 |
0.382 |
7,956.02 |
LOW |
7,881.07 |
0.618 |
7,759.82 |
1.000 |
7,684.87 |
1.618 |
7,563.62 |
2.618 |
7,367.42 |
4.250 |
7,047.22 |
|
|
Fisher Pivots for day following 10-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
7,979.17 |
8,038.48 |
PP |
7,979.04 |
8,018.58 |
S1 |
7,978.92 |
7,998.69 |
|