Trading Metrics calculated at close of trading on 11-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-1997 |
11-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
8,049.66 |
7,978.79 |
-70.87 |
-0.9% |
7,823.13 |
High |
8,077.27 |
7,961.64 |
-115.63 |
-1.4% |
8,209.56 |
Low |
7,881.07 |
7,778.37 |
-102.70 |
-1.3% |
7,823.62 |
Close |
7,978.79 |
7,848.99 |
-129.80 |
-1.6% |
8,149.13 |
Range |
196.20 |
183.27 |
-12.93 |
-6.6% |
385.94 |
ATR |
187.39 |
188.32 |
0.93 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,412.81 |
8,314.17 |
7,949.79 |
|
R3 |
8,229.54 |
8,130.90 |
7,899.39 |
|
R2 |
8,046.27 |
8,046.27 |
7,882.59 |
|
R1 |
7,947.63 |
7,947.63 |
7,865.79 |
7,905.32 |
PP |
7,863.00 |
7,863.00 |
7,863.00 |
7,841.84 |
S1 |
7,764.36 |
7,764.36 |
7,832.19 |
7,722.05 |
S2 |
7,679.73 |
7,679.73 |
7,815.39 |
|
S3 |
7,496.46 |
7,581.09 |
7,798.59 |
|
S4 |
7,313.19 |
7,397.82 |
7,748.19 |
|
|
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 |
7,778.37 |
431.19 |
5.5% |
179.84 |
2.3% |
16% |
False |
True |
|
10 |
8,209.56 |
7,778.37 |
431.19 |
5.5% |
175.69 |
2.2% |
16% |
False |
True |
|
20 |
8,209.56 |
7,334.77 |
874.79 |
11.1% |
175.78 |
2.2% |
59% |
False |
False |
|
40 |
8,209.56 |
6,933.01 |
1,276.55 |
16.3% |
210.34 |
2.7% |
72% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.4% |
194.30 |
2.5% |
71% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.4% |
190.61 |
2.4% |
71% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
17.9% |
190.26 |
2.4% |
65% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
17.9% |
190.11 |
2.4% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,740.54 |
2.618 |
8,441.44 |
1.618 |
8,258.17 |
1.000 |
8,144.91 |
0.618 |
8,074.90 |
HIGH |
7,961.64 |
0.618 |
7,891.63 |
0.500 |
7,870.01 |
0.382 |
7,848.38 |
LOW |
7,778.37 |
0.618 |
7,665.11 |
1.000 |
7,595.10 |
1.618 |
7,481.84 |
2.618 |
7,298.57 |
4.250 |
6,999.47 |
|
|
Fisher Pivots for day following 11-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
7,870.01 |
7,960.52 |
PP |
7,863.00 |
7,923.34 |
S1 |
7,856.00 |
7,886.17 |
|