Trading Metrics calculated at close of trading on 15-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-1997 |
15-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
7,848.99 |
7,838.30 |
-10.69 |
-0.1% |
8,149.13 |
High |
7,947.71 |
7,992.72 |
45.01 |
0.6% |
8,195.88 |
Low |
7,756.73 |
7,807.96 |
51.23 |
0.7% |
7,756.73 |
Close |
7,838.30 |
7,922.59 |
84.29 |
1.1% |
7,838.30 |
Range |
190.98 |
184.76 |
-6.22 |
-3.3% |
439.15 |
ATR |
188.51 |
188.24 |
-0.27 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,462.04 |
8,377.07 |
8,024.21 |
|
R3 |
8,277.28 |
8,192.31 |
7,973.40 |
|
R2 |
8,092.52 |
8,092.52 |
7,956.46 |
|
R1 |
8,007.55 |
8,007.55 |
7,939.53 |
8,050.04 |
PP |
7,907.76 |
7,907.76 |
7,907.76 |
7,929.00 |
S1 |
7,822.79 |
7,822.79 |
7,905.65 |
7,865.28 |
S2 |
7,723.00 |
7,723.00 |
7,888.72 |
|
S3 |
7,538.24 |
7,638.03 |
7,871.78 |
|
S4 |
7,353.48 |
7,453.27 |
7,820.97 |
|
|
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 |
8,142.67 |
7,756.73 |
385.94 |
4.9% |
181.38 |
2.3% |
43% |
False |
False |
|
10 |
8,209.56 |
7,756.73 |
452.83 |
5.7% |
182.05 |
2.3% |
37% |
False |
False |
|
20 |
8,209.56 |
7,599.50 |
610.06 |
7.7% |
173.81 |
2.2% |
53% |
False |
False |
|
40 |
8,209.56 |
6,933.01 |
1,276.55 |
16.1% |
207.52 |
2.6% |
78% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.2% |
194.85 |
2.5% |
77% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.2% |
190.60 |
2.4% |
77% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
17.8% |
190.20 |
2.4% |
70% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
17.8% |
189.90 |
2.4% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,777.95 |
2.618 |
8,476.42 |
1.618 |
8,291.66 |
1.000 |
8,177.48 |
0.618 |
8,106.90 |
HIGH |
7,992.72 |
0.618 |
7,922.14 |
0.500 |
7,900.34 |
0.382 |
7,878.54 |
LOW |
7,807.96 |
0.618 |
7,693.78 |
1.000 |
7,623.20 |
1.618 |
7,509.02 |
2.618 |
7,324.26 |
4.250 |
7,022.73 |
|
|
Fisher Pivots for day following 15-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
7,915.17 |
7,906.64 |
PP |
7,907.76 |
7,890.68 |
S1 |
7,900.34 |
7,874.73 |
|