| Trading Metrics calculated at close of trading on 05-Dec-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-1997 |
05-Dec-1997 |
Change |
Change % |
Previous Week |
| Open |
977.21 |
972.93 |
-4.28 |
-0.4% |
955.90 |
| High |
983.36 |
986.25 |
2.89 |
0.3% |
986.25 |
| Low |
971.37 |
969.10 |
-2.27 |
-0.2% |
955.40 |
| Close |
973.10 |
983.79 |
10.69 |
1.1% |
983.79 |
| Range |
11.99 |
17.15 |
5.16 |
43.0% |
30.85 |
| ATR |
14.45 |
14.64 |
0.19 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,031.16 |
1,024.63 |
993.22 |
|
| R3 |
1,014.01 |
1,007.48 |
988.51 |
|
| R2 |
996.86 |
996.86 |
986.93 |
|
| R1 |
990.33 |
990.33 |
985.36 |
993.60 |
| PP |
979.71 |
979.71 |
979.71 |
981.35 |
| S1 |
973.18 |
973.18 |
982.22 |
976.45 |
| S2 |
962.56 |
962.56 |
980.65 |
|
| S3 |
945.41 |
956.03 |
979.07 |
|
| S4 |
928.26 |
938.88 |
974.36 |
|
|
| Weekly Pivots for week ending 05-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,067.70 |
1,056.59 |
1,000.76 |
|
| R3 |
1,036.85 |
1,025.74 |
992.27 |
|
| R2 |
1,006.00 |
1,006.00 |
989.45 |
|
| R1 |
994.89 |
994.89 |
986.62 |
1,000.45 |
| PP |
975.15 |
975.15 |
975.15 |
977.92 |
| S1 |
964.04 |
964.04 |
980.96 |
969.60 |
| S2 |
944.30 |
944.30 |
978.13 |
|
| S3 |
913.45 |
933.19 |
975.31 |
|
| S4 |
882.60 |
902.34 |
966.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
986.25 |
955.40 |
30.85 |
3.1% |
13.91 |
1.4% |
92% |
True |
False |
|
| 10 |
986.25 |
944.71 |
41.54 |
4.2% |
12.03 |
1.2% |
94% |
True |
False |
|
| 20 |
986.25 |
900.61 |
85.64 |
8.7% |
13.86 |
1.4% |
97% |
True |
False |
|
| 40 |
986.25 |
855.27 |
130.98 |
13.3% |
17.08 |
1.7% |
98% |
True |
False |
|
| 60 |
986.25 |
855.27 |
130.98 |
13.3% |
15.43 |
1.6% |
98% |
True |
False |
|
| 80 |
986.25 |
855.27 |
130.98 |
13.3% |
15.30 |
1.6% |
98% |
True |
False |
|
| 100 |
986.25 |
855.27 |
130.98 |
13.3% |
14.85 |
1.5% |
98% |
True |
False |
|
| 120 |
986.25 |
855.27 |
130.98 |
13.3% |
14.45 |
1.5% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,059.14 |
|
2.618 |
1,031.15 |
|
1.618 |
1,014.00 |
|
1.000 |
1,003.40 |
|
0.618 |
996.85 |
|
HIGH |
986.25 |
|
0.618 |
979.70 |
|
0.500 |
977.68 |
|
0.382 |
975.65 |
|
LOW |
969.10 |
|
0.618 |
958.50 |
|
1.000 |
951.95 |
|
1.618 |
941.35 |
|
2.618 |
924.20 |
|
4.250 |
896.21 |
|
|
| Fisher Pivots for day following 05-Dec-1997 |
| Pivot |
1 day |
3 day |
| R1 |
981.75 |
981.26 |
| PP |
979.71 |
978.73 |
| S1 |
977.68 |
976.21 |
|