Trading Metrics calculated at close of trading on 13-Nov-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-1997 |
13-Nov-1997 |
Change |
Change % |
Previous Week |
Open |
7,558.73 |
7,401.32 |
-157.41 |
-2.1% |
7,442.08 |
High |
7,573.22 |
7,546.45 |
-26.77 |
-0.4% |
7,791.78 |
Low |
7,359.32 |
7,334.77 |
-24.55 |
-0.3% |
7,460.99 |
Close |
7,401.32 |
7,487.76 |
86.44 |
1.2% |
7,581.32 |
Range |
213.90 |
211.68 |
-2.22 |
-1.0% |
330.79 |
ATR |
221.78 |
221.06 |
-0.72 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,091.37 |
8,001.24 |
7,604.18 |
|
R3 |
7,879.69 |
7,789.56 |
7,545.97 |
|
R2 |
7,668.01 |
7,668.01 |
7,526.57 |
|
R1 |
7,577.88 |
7,577.88 |
7,507.16 |
7,622.95 |
PP |
7,456.33 |
7,456.33 |
7,456.33 |
7,478.86 |
S1 |
7,366.20 |
7,366.20 |
7,468.36 |
7,411.27 |
S2 |
7,244.65 |
7,244.65 |
7,448.95 |
|
S3 |
7,032.97 |
7,154.52 |
7,429.55 |
|
S4 |
6,821.29 |
6,942.84 |
7,371.34 |
|
|
Weekly Pivots for week ending 07-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,603.73 |
8,423.32 |
7,763.25 |
|
R3 |
8,272.94 |
8,092.53 |
7,672.29 |
|
R2 |
7,942.15 |
7,942.15 |
7,641.96 |
|
R1 |
7,761.74 |
7,761.74 |
7,611.64 |
7,851.95 |
PP |
7,611.36 |
7,611.36 |
7,611.36 |
7,656.47 |
S1 |
7,430.95 |
7,430.95 |
7,551.00 |
7,521.16 |
S2 |
7,280.57 |
7,280.57 |
7,520.68 |
|
S3 |
6,949.78 |
7,100.16 |
7,490.35 |
|
S4 |
6,618.99 |
6,769.37 |
7,399.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,687.90 |
7,334.77 |
353.13 |
4.7% |
191.25 |
2.6% |
43% |
False |
True |
|
10 |
7,791.78 |
7,329.61 |
462.17 |
6.2% |
187.40 |
2.5% |
34% |
False |
False |
|
20 |
8,124.78 |
6,933.01 |
1,191.77 |
15.9% |
242.18 |
3.2% |
47% |
False |
False |
|
40 |
8,218.34 |
6,933.01 |
1,285.33 |
17.2% |
204.10 |
2.7% |
43% |
False |
False |
|
60 |
8,218.34 |
6,933.01 |
1,285.33 |
17.2% |
196.29 |
2.6% |
43% |
False |
False |
|
80 |
8,340.14 |
6,933.01 |
1,407.13 |
18.8% |
194.33 |
2.6% |
39% |
False |
False |
|
100 |
8,340.14 |
6,933.01 |
1,407.13 |
18.8% |
193.25 |
2.6% |
39% |
False |
False |
|
120 |
8,340.14 |
6,933.01 |
1,407.13 |
18.8% |
186.59 |
2.5% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,446.09 |
2.618 |
8,100.63 |
1.618 |
7,888.95 |
1.000 |
7,758.13 |
0.618 |
7,677.27 |
HIGH |
7,546.45 |
0.618 |
7,465.59 |
0.500 |
7,440.61 |
0.382 |
7,415.63 |
LOW |
7,334.77 |
0.618 |
7,203.95 |
1.000 |
7,123.09 |
1.618 |
6,992.27 |
2.618 |
6,780.59 |
4.250 |
6,435.13 |
|
|
Fisher Pivots for day following 13-Nov-1997 |
Pivot |
1 day |
3 day |
R1 |
7,472.04 |
7,495.13 |
PP |
7,456.33 |
7,492.67 |
S1 |
7,440.61 |
7,490.22 |
|