| Trading Metrics calculated at close of trading on 27-Oct-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-1997 |
27-Oct-1997 |
Change |
Change % |
Previous Week |
| Open |
1,074.65 |
1,057.34 |
-17.31 |
-1.6% |
1,075.12 |
| High |
1,090.18 |
1,057.34 |
-32.84 |
-3.0% |
1,114.46 |
| Low |
1,046.77 |
977.25 |
-69.52 |
-6.6% |
1,046.77 |
| Close |
1,057.34 |
978.85 |
-78.49 |
-7.4% |
1,057.34 |
| Range |
43.41 |
80.09 |
36.68 |
84.5% |
67.69 |
| ATR |
22.73 |
26.83 |
4.10 |
18.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,244.75 |
1,191.89 |
1,022.90 |
|
| R3 |
1,164.66 |
1,111.80 |
1,000.87 |
|
| R2 |
1,084.57 |
1,084.57 |
993.53 |
|
| R1 |
1,031.71 |
1,031.71 |
986.19 |
1,018.10 |
| PP |
1,004.48 |
1,004.48 |
1,004.48 |
997.67 |
| S1 |
951.62 |
951.62 |
971.51 |
938.01 |
| S2 |
924.39 |
924.39 |
964.17 |
|
| S3 |
844.30 |
871.53 |
956.83 |
|
| S4 |
764.21 |
791.44 |
934.80 |
|
|
| 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 |
977.25 |
137.21 |
14.0% |
39.09 |
4.0% |
1% |
False |
True |
|
| 10 |
1,143.87 |
977.25 |
166.62 |
17.0% |
33.72 |
3.4% |
1% |
False |
True |
|
| 20 |
1,153.89 |
977.25 |
176.64 |
18.0% |
24.60 |
2.5% |
1% |
False |
True |
|
| 40 |
1,153.89 |
977.25 |
176.64 |
18.0% |
21.40 |
2.2% |
1% |
False |
True |
|
| 60 |
1,153.89 |
977.25 |
176.64 |
18.0% |
22.07 |
2.3% |
1% |
False |
True |
|
| 80 |
1,153.89 |
977.25 |
176.64 |
18.0% |
21.97 |
2.2% |
1% |
False |
True |
|
| 100 |
1,153.89 |
926.98 |
226.91 |
23.2% |
21.05 |
2.2% |
23% |
False |
False |
|
| 120 |
1,153.89 |
900.24 |
253.65 |
25.9% |
20.74 |
2.1% |
31% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,397.72 |
|
2.618 |
1,267.02 |
|
1.618 |
1,186.93 |
|
1.000 |
1,137.43 |
|
0.618 |
1,106.84 |
|
HIGH |
1,057.34 |
|
0.618 |
1,026.75 |
|
0.500 |
1,017.30 |
|
0.382 |
1,007.84 |
|
LOW |
977.25 |
|
0.618 |
927.75 |
|
1.000 |
897.16 |
|
1.618 |
847.66 |
|
2.618 |
767.57 |
|
4.250 |
636.87 |
|
|
| Fisher Pivots for day following 27-Oct-1997 |
| Pivot |
1 day |
3 day |
| R1 |
1,017.30 |
1,037.98 |
| PP |
1,004.48 |
1,018.27 |
| S1 |
991.67 |
998.56 |
|