Trading Metrics calculated at close of trading on 23-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-1997 |
23-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
7,756.29 |
7,819.31 |
63.02 |
0.8% |
7,838.30 |
High |
7,892.05 |
7,874.12 |
-17.93 |
-0.2% |
8,069.06 |
Low |
7,710.45 |
7,667.11 |
-43.34 |
-0.6% |
7,563.23 |
Close |
7,819.31 |
7,691.77 |
-127.54 |
-1.6% |
7,756.29 |
Range |
181.60 |
207.01 |
25.41 |
14.0% |
505.83 |
ATR |
197.17 |
197.87 |
0.70 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,365.36 |
8,235.58 |
7,805.63 |
|
R3 |
8,158.35 |
8,028.57 |
7,748.70 |
|
R2 |
7,951.34 |
7,951.34 |
7,729.72 |
|
R1 |
7,821.56 |
7,821.56 |
7,710.75 |
7,782.95 |
PP |
7,744.33 |
7,744.33 |
7,744.33 |
7,725.03 |
S1 |
7,614.55 |
7,614.55 |
7,672.79 |
7,575.94 |
S2 |
7,537.32 |
7,537.32 |
7,653.82 |
|
S3 |
7,330.31 |
7,407.54 |
7,634.84 |
|
S4 |
7,123.30 |
7,200.53 |
7,577.91 |
|
|
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 |
8,068.81 |
7,563.23 |
505.58 |
6.6% |
220.77 |
2.9% |
25% |
False |
False |
|
10 |
8,077.27 |
7,563.23 |
514.04 |
6.7% |
203.86 |
2.7% |
25% |
False |
False |
|
20 |
8,209.56 |
7,563.23 |
646.33 |
8.4% |
186.70 |
2.4% |
20% |
False |
False |
|
40 |
8,209.56 |
6,933.01 |
1,276.55 |
16.6% |
198.53 |
2.6% |
59% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
199.64 |
2.6% |
59% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.7% |
193.16 |
2.5% |
59% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
192.37 |
2.5% |
54% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.3% |
192.01 |
2.5% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,753.91 |
2.618 |
8,416.07 |
1.618 |
8,209.06 |
1.000 |
8,081.13 |
0.618 |
8,002.05 |
HIGH |
7,874.12 |
0.618 |
7,795.04 |
0.500 |
7,770.62 |
0.382 |
7,746.19 |
LOW |
7,667.11 |
0.618 |
7,539.18 |
1.000 |
7,460.10 |
1.618 |
7,332.17 |
2.618 |
7,125.16 |
4.250 |
6,787.32 |
|
|
Fisher Pivots for day following 23-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
7,770.62 |
7,727.64 |
PP |
7,744.33 |
7,715.68 |
S1 |
7,718.05 |
7,703.73 |
|