Trading Metrics calculated at close of trading on 12-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-1997 |
12-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
7,978.79 |
7,848.99 |
-129.80 |
-1.6% |
8,149.13 |
High |
7,961.64 |
7,947.71 |
-13.93 |
-0.2% |
8,195.88 |
Low |
7,778.37 |
7,756.73 |
-21.64 |
-0.3% |
7,756.73 |
Close |
7,848.99 |
7,838.30 |
-10.69 |
-0.1% |
7,838.30 |
Range |
183.27 |
190.98 |
7.71 |
4.2% |
439.15 |
ATR |
188.32 |
188.51 |
0.19 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,420.52 |
8,320.39 |
7,943.34 |
|
R3 |
8,229.54 |
8,129.41 |
7,890.82 |
|
R2 |
8,038.56 |
8,038.56 |
7,873.31 |
|
R1 |
7,938.43 |
7,938.43 |
7,855.81 |
7,893.01 |
PP |
7,847.58 |
7,847.58 |
7,847.58 |
7,824.87 |
S1 |
7,747.45 |
7,747.45 |
7,820.79 |
7,702.03 |
S2 |
7,656.60 |
7,656.60 |
7,803.29 |
|
S3 |
7,465.62 |
7,556.47 |
7,785.78 |
|
S4 |
7,274.64 |
7,365.49 |
7,733.26 |
|
|
Weekly Pivots for week ending 12-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,247.75 |
8,982.18 |
8,079.83 |
|
R3 |
8,808.60 |
8,543.03 |
7,959.07 |
|
R2 |
8,369.45 |
8,369.45 |
7,918.81 |
|
R1 |
8,103.88 |
8,103.88 |
7,878.56 |
8,017.09 |
PP |
7,930.30 |
7,930.30 |
7,930.30 |
7,886.91 |
S1 |
7,664.73 |
7,664.73 |
7,798.04 |
7,577.94 |
S2 |
7,491.15 |
7,491.15 |
7,757.79 |
|
S3 |
7,052.00 |
7,225.58 |
7,717.53 |
|
S4 |
6,612.85 |
6,786.43 |
7,596.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,195.88 |
7,756.73 |
439.15 |
5.6% |
172.13 |
2.2% |
19% |
False |
True |
|
10 |
8,209.56 |
7,756.73 |
452.83 |
5.8% |
186.11 |
2.4% |
18% |
False |
True |
|
20 |
8,209.56 |
7,431.03 |
778.53 |
9.9% |
174.75 |
2.2% |
52% |
False |
False |
|
40 |
8,209.56 |
6,933.01 |
1,276.55 |
16.3% |
208.47 |
2.7% |
71% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.4% |
194.31 |
2.5% |
70% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.4% |
190.91 |
2.4% |
70% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.0% |
190.41 |
2.4% |
64% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.0% |
190.17 |
2.4% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,759.38 |
2.618 |
8,447.70 |
1.618 |
8,256.72 |
1.000 |
8,138.69 |
0.618 |
8,065.74 |
HIGH |
7,947.71 |
0.618 |
7,874.76 |
0.500 |
7,852.22 |
0.382 |
7,829.68 |
LOW |
7,756.73 |
0.618 |
7,638.70 |
1.000 |
7,565.75 |
1.618 |
7,447.72 |
2.618 |
7,256.74 |
4.250 |
6,945.07 |
|
|
Fisher Pivots for day following 12-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
7,852.22 |
7,917.00 |
PP |
7,847.58 |
7,890.77 |
S1 |
7,842.94 |
7,864.53 |
|