| Trading Metrics calculated at close of trading on 18-Nov-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-1997 |
18-Nov-1997 |
Change |
Change % |
Previous Week |
| Open |
929.73 |
946.06 |
16.33 |
1.8% |
927.51 |
| High |
949.66 |
947.65 |
-2.01 |
-0.2% |
935.90 |
| Low |
928.35 |
937.43 |
9.08 |
1.0% |
900.61 |
| Close |
946.20 |
938.23 |
-7.97 |
-0.8% |
928.35 |
| Range |
21.31 |
10.22 |
-11.09 |
-52.0% |
35.29 |
| ATR |
18.16 |
17.59 |
-0.57 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
971.76 |
965.22 |
943.85 |
|
| R3 |
961.54 |
955.00 |
941.04 |
|
| R2 |
951.32 |
951.32 |
940.10 |
|
| R1 |
944.78 |
944.78 |
939.17 |
942.94 |
| PP |
941.10 |
941.10 |
941.10 |
940.19 |
| S1 |
934.56 |
934.56 |
937.29 |
932.72 |
| S2 |
930.88 |
930.88 |
936.36 |
|
| S3 |
920.66 |
924.34 |
935.42 |
|
| S4 |
910.44 |
914.12 |
932.61 |
|
|
| Weekly Pivots for week ending 14-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,027.49 |
1,013.21 |
947.76 |
|
| R3 |
992.20 |
977.92 |
938.05 |
|
| R2 |
956.91 |
956.91 |
934.82 |
|
| R1 |
942.63 |
942.63 |
931.58 |
949.77 |
| PP |
921.62 |
921.62 |
921.62 |
925.19 |
| S1 |
907.34 |
907.34 |
925.12 |
914.48 |
| S2 |
886.33 |
886.33 |
921.88 |
|
| S3 |
851.04 |
872.05 |
918.65 |
|
| S4 |
815.75 |
836.76 |
908.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
949.66 |
900.61 |
49.05 |
5.2% |
16.47 |
1.8% |
77% |
False |
False |
|
| 10 |
949.66 |
900.61 |
49.05 |
5.2% |
14.73 |
1.6% |
77% |
False |
False |
|
| 20 |
972.61 |
855.27 |
117.34 |
12.5% |
21.17 |
2.3% |
71% |
False |
False |
|
| 40 |
983.12 |
855.27 |
127.85 |
13.6% |
16.76 |
1.8% |
65% |
False |
False |
|
| 60 |
983.12 |
855.27 |
127.85 |
13.6% |
15.64 |
1.7% |
65% |
False |
False |
|
| 80 |
983.12 |
855.27 |
127.85 |
13.6% |
15.48 |
1.6% |
65% |
False |
False |
|
| 100 |
983.12 |
855.27 |
127.85 |
13.6% |
14.78 |
1.6% |
65% |
False |
False |
|
| 120 |
983.12 |
838.82 |
144.30 |
15.4% |
14.11 |
1.5% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
991.09 |
|
2.618 |
974.41 |
|
1.618 |
964.19 |
|
1.000 |
957.87 |
|
0.618 |
953.97 |
|
HIGH |
947.65 |
|
0.618 |
943.75 |
|
0.500 |
942.54 |
|
0.382 |
941.33 |
|
LOW |
937.43 |
|
0.618 |
931.11 |
|
1.000 |
927.21 |
|
1.618 |
920.89 |
|
2.618 |
910.67 |
|
4.250 |
894.00 |
|
|
| Fisher Pivots for day following 18-Nov-1997 |
| Pivot |
1 day |
3 day |
| R1 |
942.54 |
936.32 |
| PP |
941.10 |
934.41 |
| S1 |
939.67 |
932.50 |
|