Trading Metrics calculated at close of trading on 22-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-1997 |
22-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
7,846.50 |
7,756.29 |
-90.21 |
-1.1% |
7,838.30 |
High |
7,878.60 |
7,892.05 |
13.45 |
0.2% |
8,069.06 |
Low |
7,563.23 |
7,710.45 |
147.22 |
1.9% |
7,563.23 |
Close |
7,756.29 |
7,819.31 |
63.02 |
0.8% |
7,756.29 |
Range |
315.37 |
181.60 |
-133.77 |
-42.4% |
505.83 |
ATR |
198.37 |
197.17 |
-1.20 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,352.07 |
8,267.29 |
7,919.19 |
|
R3 |
8,170.47 |
8,085.69 |
7,869.25 |
|
R2 |
7,988.87 |
7,988.87 |
7,852.60 |
|
R1 |
7,904.09 |
7,904.09 |
7,835.96 |
7,946.48 |
PP |
7,807.27 |
7,807.27 |
7,807.27 |
7,828.47 |
S1 |
7,722.49 |
7,722.49 |
7,802.66 |
7,764.88 |
S2 |
7,625.67 |
7,625.67 |
7,786.02 |
|
S3 |
7,444.07 |
7,540.89 |
7,769.37 |
|
S4 |
7,262.47 |
7,359.29 |
7,719.43 |
|
|
Weekly Pivots for week ending 19-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,313.68 |
9,040.82 |
8,034.50 |
|
R3 |
8,807.85 |
8,534.99 |
7,895.39 |
|
R2 |
8,302.02 |
8,302.02 |
7,849.03 |
|
R1 |
8,029.16 |
8,029.16 |
7,802.66 |
7,912.68 |
PP |
7,796.19 |
7,796.19 |
7,796.19 |
7,737.95 |
S1 |
7,523.33 |
7,523.33 |
7,709.92 |
7,406.85 |
S2 |
7,290.36 |
7,290.36 |
7,663.55 |
|
S3 |
6,784.53 |
7,017.50 |
7,617.19 |
|
S4 |
6,278.70 |
6,511.67 |
7,478.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,069.06 |
7,563.23 |
505.83 |
6.5% |
215.27 |
2.8% |
51% |
False |
False |
|
10 |
8,142.67 |
7,563.23 |
579.44 |
7.4% |
198.33 |
2.5% |
44% |
False |
False |
|
20 |
8,209.56 |
7,563.23 |
646.33 |
8.3% |
184.54 |
2.4% |
40% |
False |
False |
|
40 |
8,209.56 |
6,933.01 |
1,276.55 |
16.3% |
207.54 |
2.7% |
69% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.4% |
198.98 |
2.5% |
69% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.4% |
192.43 |
2.5% |
69% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.0% |
192.56 |
2.5% |
63% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.0% |
191.51 |
2.4% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,663.85 |
2.618 |
8,367.48 |
1.618 |
8,185.88 |
1.000 |
8,073.65 |
0.618 |
8,004.28 |
HIGH |
7,892.05 |
0.618 |
7,822.68 |
0.500 |
7,801.25 |
0.382 |
7,779.82 |
LOW |
7,710.45 |
0.618 |
7,598.22 |
1.000 |
7,528.85 |
1.618 |
7,416.62 |
2.618 |
7,235.02 |
4.250 |
6,938.65 |
|
|
Fisher Pivots for day following 22-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
7,813.29 |
7,805.33 |
PP |
7,807.27 |
7,791.34 |
S1 |
7,801.25 |
7,777.36 |
|