Trading Metrics calculated at close of trading on 29-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-1997 |
29-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
7,660.13 |
7,679.31 |
19.18 |
0.3% |
7,756.29 |
High |
7,743.34 |
7,835.01 |
91.67 |
1.2% |
7,892.05 |
Low |
7,634.72 |
7,712.94 |
78.22 |
1.0% |
7,624.26 |
Close |
7,679.31 |
7,792.41 |
113.10 |
1.5% |
7,679.31 |
Range |
108.62 |
122.07 |
13.45 |
12.4% |
267.79 |
ATR |
187.89 |
185.59 |
-2.30 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,146.33 |
8,091.44 |
7,859.55 |
|
R3 |
8,024.26 |
7,969.37 |
7,825.98 |
|
R2 |
7,902.19 |
7,902.19 |
7,814.79 |
|
R1 |
7,847.30 |
7,847.30 |
7,803.60 |
7,874.75 |
PP |
7,780.12 |
7,780.12 |
7,780.12 |
7,793.84 |
S1 |
7,725.23 |
7,725.23 |
7,781.22 |
7,752.68 |
S2 |
7,658.05 |
7,658.05 |
7,770.03 |
|
S3 |
7,535.98 |
7,603.16 |
7,758.84 |
|
S4 |
7,413.91 |
7,481.09 |
7,725.27 |
|
|
Weekly Pivots for week ending 26-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,535.24 |
8,375.07 |
7,826.59 |
|
R3 |
8,267.45 |
8,107.28 |
7,752.95 |
|
R2 |
7,999.66 |
7,999.66 |
7,728.40 |
|
R1 |
7,839.49 |
7,839.49 |
7,703.86 |
7,785.68 |
PP |
7,731.87 |
7,731.87 |
7,731.87 |
7,704.97 |
S1 |
7,571.70 |
7,571.70 |
7,654.76 |
7,517.89 |
S2 |
7,464.08 |
7,464.08 |
7,630.22 |
|
S3 |
7,196.29 |
7,303.91 |
7,605.67 |
|
S4 |
6,928.50 |
7,036.12 |
7,532.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,892.05 |
7,624.26 |
267.79 |
3.4% |
152.56 |
2.0% |
63% |
False |
False |
|
10 |
8,069.06 |
7,563.23 |
505.83 |
6.5% |
184.23 |
2.4% |
45% |
False |
False |
|
20 |
8,209.56 |
7,563.23 |
646.33 |
8.3% |
185.17 |
2.4% |
35% |
False |
False |
|
40 |
8,209.56 |
7,329.61 |
879.95 |
11.3% |
180.28 |
2.3% |
53% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.5% |
198.19 |
2.5% |
67% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.5% |
191.03 |
2.5% |
67% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.1% |
191.55 |
2.5% |
61% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.1% |
190.08 |
2.4% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,353.81 |
2.618 |
8,154.59 |
1.618 |
8,032.52 |
1.000 |
7,957.08 |
0.618 |
7,910.45 |
HIGH |
7,835.01 |
0.618 |
7,788.38 |
0.500 |
7,773.98 |
0.382 |
7,759.57 |
LOW |
7,712.94 |
0.618 |
7,637.50 |
1.000 |
7,590.87 |
1.618 |
7,515.43 |
2.618 |
7,393.36 |
4.250 |
7,194.14 |
|
|
Fisher Pivots for day following 29-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
7,786.27 |
7,771.49 |
PP |
7,780.12 |
7,750.56 |
S1 |
7,773.98 |
7,729.64 |
|