| Trading Metrics calculated at close of trading on 19-Nov-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-1997 |
19-Nov-1997 |
Change |
Change % |
Previous Week |
| Open |
946.06 |
937.75 |
-8.31 |
-0.9% |
927.51 |
| High |
947.65 |
947.28 |
-0.37 |
0.0% |
935.90 |
| Low |
937.43 |
934.83 |
-2.60 |
-0.3% |
900.61 |
| Close |
938.23 |
944.59 |
6.36 |
0.7% |
928.35 |
| Range |
10.22 |
12.45 |
2.23 |
21.8% |
35.29 |
| ATR |
17.59 |
17.22 |
-0.37 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979.58 |
974.54 |
951.44 |
|
| R3 |
967.13 |
962.09 |
948.01 |
|
| R2 |
954.68 |
954.68 |
946.87 |
|
| R1 |
949.64 |
949.64 |
945.73 |
952.16 |
| PP |
942.23 |
942.23 |
942.23 |
943.50 |
| S1 |
937.19 |
937.19 |
943.45 |
939.71 |
| S2 |
929.78 |
929.78 |
942.31 |
|
| S3 |
917.33 |
924.74 |
941.17 |
|
| S4 |
904.88 |
912.29 |
937.74 |
|
|
| 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% |
15.25 |
1.6% |
90% |
False |
False |
|
| 10 |
949.66 |
900.61 |
49.05 |
5.2% |
14.83 |
1.6% |
90% |
False |
False |
|
| 20 |
968.49 |
855.27 |
113.22 |
12.0% |
21.44 |
2.3% |
79% |
False |
False |
|
| 40 |
983.12 |
855.27 |
127.85 |
13.5% |
16.68 |
1.8% |
70% |
False |
False |
|
| 60 |
983.12 |
855.27 |
127.85 |
13.5% |
15.67 |
1.7% |
70% |
False |
False |
|
| 80 |
983.12 |
855.27 |
127.85 |
13.5% |
15.50 |
1.6% |
70% |
False |
False |
|
| 100 |
983.12 |
855.27 |
127.85 |
13.5% |
14.78 |
1.6% |
70% |
False |
False |
|
| 120 |
983.12 |
838.82 |
144.30 |
15.3% |
14.16 |
1.5% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,000.19 |
|
2.618 |
979.87 |
|
1.618 |
967.42 |
|
1.000 |
959.73 |
|
0.618 |
954.97 |
|
HIGH |
947.28 |
|
0.618 |
942.52 |
|
0.500 |
941.06 |
|
0.382 |
939.59 |
|
LOW |
934.83 |
|
0.618 |
927.14 |
|
1.000 |
922.38 |
|
1.618 |
914.69 |
|
2.618 |
902.24 |
|
4.250 |
881.92 |
|
|
| Fisher Pivots for day following 19-Nov-1997 |
| Pivot |
1 day |
3 day |
| R1 |
943.41 |
942.73 |
| PP |
942.23 |
940.87 |
| S1 |
941.06 |
939.01 |
|