Trading Metrics calculated at close of trading on 16-Oct-1997 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-1997 |
16-Oct-1997 |
Change |
Change % |
Previous Week |
Open |
968.45 |
966.15 |
-2.30 |
-0.2% |
965.33 |
High |
970.28 |
973.38 |
3.10 |
0.3% |
983.12 |
Low |
962.75 |
950.77 |
-11.98 |
-1.2% |
963.34 |
Close |
965.72 |
955.23 |
-10.49 |
-1.1% |
966.98 |
Range |
7.53 |
22.61 |
15.08 |
200.3% |
19.78 |
ATR |
11.25 |
12.06 |
0.81 |
7.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,027.62 |
1,014.04 |
967.67 |
|
R3 |
1,005.01 |
991.43 |
961.45 |
|
R2 |
982.40 |
982.40 |
959.38 |
|
R1 |
968.82 |
968.82 |
957.30 |
964.31 |
PP |
959.79 |
959.79 |
959.79 |
957.54 |
S1 |
946.21 |
946.21 |
953.16 |
941.70 |
S2 |
937.18 |
937.18 |
951.08 |
|
S3 |
914.57 |
923.60 |
949.01 |
|
S4 |
891.96 |
900.99 |
942.79 |
|
|
Weekly Pivots for week ending 10-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,030.49 |
1,018.51 |
977.86 |
|
R3 |
1,010.71 |
998.73 |
972.42 |
|
R2 |
990.93 |
990.93 |
970.61 |
|
R1 |
978.95 |
978.95 |
968.79 |
984.94 |
PP |
971.15 |
971.15 |
971.15 |
974.14 |
S1 |
959.17 |
959.17 |
965.17 |
965.16 |
S2 |
951.37 |
951.37 |
963.35 |
|
S3 |
931.59 |
939.39 |
961.54 |
|
S4 |
911.81 |
919.61 |
956.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
973.46 |
950.77 |
22.69 |
2.4% |
10.97 |
1.1% |
20% |
False |
True |
|
10 |
983.12 |
950.77 |
32.35 |
3.4% |
12.13 |
1.3% |
14% |
False |
True |
|
20 |
983.12 |
937.38 |
45.74 |
4.8% |
10.91 |
1.1% |
39% |
False |
False |
|
40 |
983.12 |
896.82 |
86.30 |
9.0% |
12.79 |
1.3% |
68% |
False |
False |
|
60 |
983.12 |
893.34 |
89.78 |
9.4% |
13.20 |
1.4% |
69% |
False |
False |
|
80 |
983.12 |
879.32 |
103.80 |
10.9% |
13.06 |
1.4% |
73% |
False |
False |
|
100 |
983.12 |
831.87 |
151.25 |
15.8% |
12.50 |
1.3% |
82% |
False |
False |
|
120 |
983.12 |
772.96 |
210.16 |
22.0% |
12.46 |
1.3% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,069.47 |
2.618 |
1,032.57 |
1.618 |
1,009.96 |
1.000 |
995.99 |
0.618 |
987.35 |
HIGH |
973.38 |
0.618 |
964.74 |
0.500 |
962.08 |
0.382 |
959.41 |
LOW |
950.77 |
0.618 |
936.80 |
1.000 |
928.16 |
1.618 |
914.19 |
2.618 |
891.58 |
4.250 |
854.68 |
|
|
Fisher Pivots for day following 16-Oct-1997 |
Pivot |
1 day |
3 day |
R1 |
962.08 |
962.08 |
PP |
959.79 |
959.79 |
S1 |
957.51 |
957.51 |
|