Trading Metrics calculated at close of trading on 24-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-1997 |
24-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
7,819.31 |
7,691.77 |
-127.54 |
-1.6% |
7,838.30 |
High |
7,874.12 |
7,767.75 |
-106.37 |
-1.4% |
8,069.06 |
Low |
7,667.11 |
7,624.26 |
-42.85 |
-0.6% |
7,563.23 |
Close |
7,691.77 |
7,660.13 |
-31.64 |
-0.4% |
7,756.29 |
Range |
207.01 |
143.49 |
-63.52 |
-30.7% |
505.83 |
ATR |
197.87 |
193.99 |
-3.88 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,114.52 |
8,030.81 |
7,739.05 |
|
R3 |
7,971.03 |
7,887.32 |
7,699.59 |
|
R2 |
7,827.54 |
7,827.54 |
7,686.44 |
|
R1 |
7,743.83 |
7,743.83 |
7,673.28 |
7,713.94 |
PP |
7,684.05 |
7,684.05 |
7,684.05 |
7,669.10 |
S1 |
7,600.34 |
7,600.34 |
7,646.98 |
7,570.45 |
S2 |
7,540.56 |
7,540.56 |
7,633.82 |
|
S3 |
7,397.07 |
7,456.85 |
7,620.67 |
|
S4 |
7,253.58 |
7,313.36 |
7,581.21 |
|
|
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 |
7,991.48 |
7,563.23 |
428.25 |
5.6% |
211.52 |
2.8% |
23% |
False |
False |
|
10 |
8,069.06 |
7,563.23 |
505.83 |
6.6% |
198.59 |
2.6% |
19% |
False |
False |
|
20 |
8,209.56 |
7,563.23 |
646.33 |
8.4% |
185.16 |
2.4% |
15% |
False |
False |
|
40 |
8,209.56 |
7,329.61 |
879.95 |
11.5% |
186.61 |
2.4% |
38% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.8% |
199.60 |
2.6% |
57% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.8% |
191.80 |
2.5% |
57% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.4% |
192.17 |
2.5% |
52% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.4% |
191.72 |
2.5% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,377.58 |
2.618 |
8,143.41 |
1.618 |
7,999.92 |
1.000 |
7,911.24 |
0.618 |
7,856.43 |
HIGH |
7,767.75 |
0.618 |
7,712.94 |
0.500 |
7,696.01 |
0.382 |
7,679.07 |
LOW |
7,624.26 |
0.618 |
7,535.58 |
1.000 |
7,480.77 |
1.618 |
7,392.09 |
2.618 |
7,248.60 |
4.250 |
7,014.43 |
|
|
Fisher Pivots for day following 24-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
7,696.01 |
7,758.16 |
PP |
7,684.05 |
7,725.48 |
S1 |
7,672.09 |
7,692.81 |
|