| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-1997 |
23-Oct-1997 |
Change |
Change % |
Previous Week |
| Open |
1,110.55 |
1,098.71 |
-11.84 |
-1.1% |
1,137.77 |
| High |
1,114.46 |
1,098.71 |
-15.75 |
-1.4% |
1,146.12 |
| Low |
1,098.11 |
1,065.83 |
-32.28 |
-2.9% |
1,058.96 |
| Close |
1,098.71 |
1,074.65 |
-24.06 |
-2.2% |
1,075.12 |
| Range |
16.35 |
32.88 |
16.53 |
101.1% |
87.16 |
| ATR |
20.24 |
21.14 |
0.90 |
4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,178.37 |
1,159.39 |
1,092.73 |
|
| R3 |
1,145.49 |
1,126.51 |
1,083.69 |
|
| R2 |
1,112.61 |
1,112.61 |
1,080.68 |
|
| R1 |
1,093.63 |
1,093.63 |
1,077.66 |
1,086.68 |
| PP |
1,079.73 |
1,079.73 |
1,079.73 |
1,076.26 |
| S1 |
1,060.75 |
1,060.75 |
1,071.64 |
1,053.80 |
| S2 |
1,046.85 |
1,046.85 |
1,068.62 |
|
| S3 |
1,013.97 |
1,027.87 |
1,065.61 |
|
| S4 |
981.09 |
994.99 |
1,056.57 |
|
|
| Weekly Pivots for week ending 17-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,354.88 |
1,302.16 |
1,123.06 |
|
| R3 |
1,267.72 |
1,215.00 |
1,099.09 |
|
| R2 |
1,180.56 |
1,180.56 |
1,091.10 |
|
| R1 |
1,127.84 |
1,127.84 |
1,083.11 |
1,110.62 |
| PP |
1,093.40 |
1,093.40 |
1,093.40 |
1,084.79 |
| S1 |
1,040.68 |
1,040.68 |
1,067.13 |
1,023.46 |
| S2 |
1,006.24 |
1,006.24 |
1,059.14 |
|
| S3 |
919.08 |
953.52 |
1,051.15 |
|
| S4 |
831.92 |
866.36 |
1,027.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,114.46 |
1,058.96 |
55.50 |
5.2% |
26.15 |
2.4% |
28% |
False |
False |
|
| 10 |
1,148.21 |
1,058.96 |
89.25 |
8.3% |
23.34 |
2.2% |
18% |
False |
False |
|
| 20 |
1,153.89 |
1,058.96 |
94.93 |
8.8% |
19.89 |
1.9% |
17% |
False |
False |
|
| 40 |
1,153.89 |
1,058.96 |
94.93 |
8.8% |
19.30 |
1.8% |
17% |
False |
False |
|
| 60 |
1,153.89 |
1,058.96 |
94.93 |
8.8% |
20.57 |
1.9% |
17% |
False |
False |
|
| 80 |
1,153.89 |
953.44 |
200.45 |
18.7% |
20.89 |
1.9% |
60% |
False |
False |
|
| 100 |
1,153.89 |
917.34 |
236.55 |
22.0% |
20.20 |
1.9% |
67% |
False |
False |
|
| 120 |
1,153.89 |
900.24 |
253.65 |
23.6% |
20.06 |
1.9% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,238.45 |
|
2.618 |
1,184.79 |
|
1.618 |
1,151.91 |
|
1.000 |
1,131.59 |
|
0.618 |
1,119.03 |
|
HIGH |
1,098.71 |
|
0.618 |
1,086.15 |
|
0.500 |
1,082.27 |
|
0.382 |
1,078.39 |
|
LOW |
1,065.83 |
|
0.618 |
1,045.51 |
|
1.000 |
1,032.95 |
|
1.618 |
1,012.63 |
|
2.618 |
979.75 |
|
4.250 |
926.09 |
|
|