Trading Metrics calculated at close of trading on 31-Dec-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-1997 |
31-Dec-1997 |
Change |
Change % |
Previous Week |
Open |
7,792.41 |
7,915.97 |
123.56 |
1.6% |
7,756.29 |
High |
7,958.32 |
7,995.93 |
37.61 |
0.5% |
7,892.05 |
Low |
7,787.68 |
7,833.76 |
46.08 |
0.6% |
7,624.26 |
Close |
7,915.97 |
7,908.25 |
-7.72 |
-0.1% |
7,679.31 |
Range |
170.64 |
162.17 |
-8.47 |
-5.0% |
267.79 |
ATR |
184.52 |
182.93 |
-1.60 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,399.16 |
8,315.87 |
7,997.44 |
|
R3 |
8,236.99 |
8,153.70 |
7,952.85 |
|
R2 |
8,074.82 |
8,074.82 |
7,937.98 |
|
R1 |
7,991.53 |
7,991.53 |
7,923.12 |
7,952.09 |
PP |
7,912.65 |
7,912.65 |
7,912.65 |
7,892.93 |
S1 |
7,829.36 |
7,829.36 |
7,893.38 |
7,789.92 |
S2 |
7,750.48 |
7,750.48 |
7,878.52 |
|
S3 |
7,588.31 |
7,667.19 |
7,863.65 |
|
S4 |
7,426.14 |
7,505.02 |
7,819.06 |
|
|
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 |
7,995.93 |
7,624.26 |
371.67 |
4.7% |
141.40 |
1.8% |
76% |
True |
False |
|
10 |
8,068.81 |
7,563.23 |
505.58 |
6.4% |
181.08 |
2.3% |
68% |
False |
False |
|
20 |
8,209.56 |
7,563.23 |
646.33 |
8.2% |
182.46 |
2.3% |
53% |
False |
False |
|
40 |
8,209.56 |
7,334.77 |
874.79 |
11.1% |
178.10 |
2.3% |
66% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
16.3% |
197.27 |
2.5% |
76% |
False |
False |
|
80 |
8,218.34 |
6,933.01 |
1,285.33 |
16.3% |
191.28 |
2.4% |
76% |
False |
False |
|
100 |
8,218.34 |
6,933.01 |
1,285.33 |
16.3% |
190.96 |
2.4% |
76% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
17.8% |
190.16 |
2.4% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,685.15 |
2.618 |
8,420.49 |
1.618 |
8,258.32 |
1.000 |
8,158.10 |
0.618 |
8,096.15 |
HIGH |
7,995.93 |
0.618 |
7,933.98 |
0.500 |
7,914.85 |
0.382 |
7,895.71 |
LOW |
7,833.76 |
0.618 |
7,733.54 |
1.000 |
7,671.59 |
1.618 |
7,571.37 |
2.618 |
7,409.20 |
4.250 |
7,144.54 |
|
|
Fisher Pivots for day following 31-Dec-1997 |
Pivot |
1 day |
3 day |
R1 |
7,914.85 |
7,890.31 |
PP |
7,912.65 |
7,872.37 |
S1 |
7,910.45 |
7,854.44 |
|