| Trading Metrics calculated at close of trading on 24-Oct-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-1997 |
24-Oct-1997 |
Change |
Change % |
Previous Week |
| Open |
1,098.71 |
1,074.65 |
-24.06 |
-2.2% |
1,075.12 |
| High |
1,098.71 |
1,090.18 |
-8.53 |
-0.8% |
1,114.46 |
| Low |
1,065.83 |
1,046.77 |
-19.06 |
-1.8% |
1,046.77 |
| Close |
1,074.65 |
1,057.34 |
-17.31 |
-1.6% |
1,057.34 |
| Range |
32.88 |
43.41 |
10.53 |
32.0% |
67.69 |
| ATR |
21.14 |
22.73 |
1.59 |
7.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,194.99 |
1,169.58 |
1,081.22 |
|
| R3 |
1,151.58 |
1,126.17 |
1,069.28 |
|
| R2 |
1,108.17 |
1,108.17 |
1,065.30 |
|
| R1 |
1,082.76 |
1,082.76 |
1,061.32 |
1,073.76 |
| PP |
1,064.76 |
1,064.76 |
1,064.76 |
1,060.27 |
| S1 |
1,039.35 |
1,039.35 |
1,053.36 |
1,030.35 |
| S2 |
1,021.35 |
1,021.35 |
1,049.38 |
|
| S3 |
977.94 |
995.94 |
1,045.40 |
|
| S4 |
934.53 |
952.53 |
1,033.46 |
|
|
| Weekly Pivots for week ending 24-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,275.93 |
1,234.32 |
1,094.57 |
|
| R3 |
1,208.24 |
1,166.63 |
1,075.95 |
|
| R2 |
1,140.55 |
1,140.55 |
1,069.75 |
|
| R1 |
1,098.94 |
1,098.94 |
1,063.54 |
1,085.90 |
| PP |
1,072.86 |
1,072.86 |
1,072.86 |
1,066.34 |
| S1 |
1,031.25 |
1,031.25 |
1,051.14 |
1,018.21 |
| S2 |
1,005.17 |
1,005.17 |
1,044.93 |
|
| S3 |
937.48 |
963.56 |
1,038.73 |
|
| S4 |
869.79 |
895.87 |
1,020.11 |
|
|
| 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 |
1,046.77 |
67.69 |
6.4% |
26.75 |
2.5% |
16% |
False |
True |
|
| 10 |
1,146.12 |
1,046.77 |
99.35 |
9.4% |
26.61 |
2.5% |
11% |
False |
True |
|
| 20 |
1,153.89 |
1,046.77 |
107.12 |
10.1% |
21.36 |
2.0% |
10% |
False |
True |
|
| 40 |
1,153.89 |
1,046.77 |
107.12 |
10.1% |
19.71 |
1.9% |
10% |
False |
True |
|
| 60 |
1,153.89 |
1,046.77 |
107.12 |
10.1% |
21.06 |
2.0% |
10% |
False |
True |
|
| 80 |
1,153.89 |
975.93 |
177.96 |
16.8% |
21.15 |
2.0% |
46% |
False |
False |
|
| 100 |
1,153.89 |
921.96 |
231.93 |
21.9% |
20.39 |
1.9% |
58% |
False |
False |
|
| 120 |
1,153.89 |
900.24 |
253.65 |
24.0% |
20.24 |
1.9% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,274.67 |
|
2.618 |
1,203.83 |
|
1.618 |
1,160.42 |
|
1.000 |
1,133.59 |
|
0.618 |
1,117.01 |
|
HIGH |
1,090.18 |
|
0.618 |
1,073.60 |
|
0.500 |
1,068.48 |
|
0.382 |
1,063.35 |
|
LOW |
1,046.77 |
|
0.618 |
1,019.94 |
|
1.000 |
1,003.36 |
|
1.618 |
976.53 |
|
2.618 |
933.12 |
|
4.250 |
862.28 |
|
|
| Fisher Pivots for day following 24-Oct-1997 |
| Pivot |
1 day |
3 day |
| R1 |
1,068.48 |
1,080.62 |
| PP |
1,064.76 |
1,072.86 |
| S1 |
1,061.05 |
1,065.10 |
|