| Trading Metrics calculated at close of trading on 09-Oct-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-1997 |
09-Oct-1997 |
Change |
Change % |
Previous Week |
| Open |
982.34 |
973.42 |
-8.92 |
-0.9% |
945.35 |
| High |
983.12 |
974.72 |
-8.40 |
-0.9% |
975.47 |
| Low |
968.65 |
963.34 |
-5.31 |
-0.5% |
941.94 |
| Close |
973.84 |
970.62 |
-3.22 |
-0.3% |
965.03 |
| Range |
14.47 |
11.38 |
-3.09 |
-21.4% |
33.53 |
| ATR |
12.41 |
12.33 |
-0.07 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,003.70 |
998.54 |
976.88 |
|
| R3 |
992.32 |
987.16 |
973.75 |
|
| R2 |
980.94 |
980.94 |
972.71 |
|
| R1 |
975.78 |
975.78 |
971.66 |
972.67 |
| PP |
969.56 |
969.56 |
969.56 |
968.01 |
| S1 |
964.40 |
964.40 |
969.58 |
961.29 |
| S2 |
958.18 |
958.18 |
968.53 |
|
| S3 |
946.80 |
953.02 |
967.49 |
|
| S4 |
935.42 |
941.64 |
964.36 |
|
|
| Weekly Pivots for week ending 03-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,061.40 |
1,046.75 |
983.47 |
|
| R3 |
1,027.87 |
1,013.22 |
974.25 |
|
| R2 |
994.34 |
994.34 |
971.18 |
|
| R1 |
979.69 |
979.69 |
968.10 |
987.02 |
| PP |
960.81 |
960.81 |
960.81 |
964.48 |
| S1 |
946.16 |
946.16 |
961.96 |
953.49 |
| S2 |
927.28 |
927.28 |
958.88 |
|
| S3 |
893.75 |
912.63 |
955.81 |
|
| S4 |
860.22 |
879.10 |
946.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
983.12 |
955.13 |
27.99 |
2.9% |
13.30 |
1.4% |
55% |
False |
False |
|
| 10 |
983.12 |
937.91 |
45.21 |
4.7% |
11.19 |
1.2% |
72% |
False |
False |
|
| 20 |
983.12 |
906.70 |
76.42 |
7.9% |
12.13 |
1.3% |
84% |
False |
False |
|
| 40 |
983.12 |
893.34 |
89.78 |
9.2% |
13.53 |
1.4% |
86% |
False |
False |
|
| 60 |
983.12 |
893.34 |
89.78 |
9.2% |
13.37 |
1.4% |
86% |
False |
False |
|
| 80 |
983.12 |
878.43 |
104.69 |
10.8% |
13.14 |
1.4% |
88% |
False |
False |
|
| 100 |
983.12 |
826.42 |
156.70 |
16.1% |
12.53 |
1.3% |
92% |
False |
False |
|
| 120 |
983.12 |
759.90 |
223.22 |
23.0% |
12.41 |
1.3% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,023.09 |
|
2.618 |
1,004.51 |
|
1.618 |
993.13 |
|
1.000 |
986.10 |
|
0.618 |
981.75 |
|
HIGH |
974.72 |
|
0.618 |
970.37 |
|
0.500 |
969.03 |
|
0.382 |
967.69 |
|
LOW |
963.34 |
|
0.618 |
956.31 |
|
1.000 |
951.96 |
|
1.618 |
944.93 |
|
2.618 |
933.55 |
|
4.250 |
914.98 |
|
|
| Fisher Pivots for day following 09-Oct-1997 |
| Pivot |
1 day |
3 day |
| R1 |
970.09 |
973.23 |
| PP |
969.56 |
972.36 |
| S1 |
969.03 |
971.49 |
|