| Trading Metrics calculated at close of trading on 31-Oct-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-1997 |
31-Oct-1997 |
Change |
Change % |
Previous Week |
| Open |
1,000.70 |
1,000.70 |
0.00 |
0.0% |
1,057.34 |
| High |
1,029.76 |
1,027.34 |
-2.42 |
-0.2% |
1,057.35 |
| Low |
1,000.70 |
1,000.70 |
0.00 |
0.0% |
926.97 |
| Close |
1,000.70 |
1,019.62 |
18.92 |
1.9% |
1,019.62 |
| Range |
29.06 |
26.64 |
-2.42 |
-8.3% |
130.38 |
| ATR |
33.08 |
32.62 |
-0.46 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,095.81 |
1,084.35 |
1,034.27 |
|
| R3 |
1,069.17 |
1,057.71 |
1,026.95 |
|
| R2 |
1,042.53 |
1,042.53 |
1,024.50 |
|
| R1 |
1,031.07 |
1,031.07 |
1,022.06 |
1,036.80 |
| PP |
1,015.89 |
1,015.89 |
1,015.89 |
1,018.75 |
| S1 |
1,004.43 |
1,004.43 |
1,017.18 |
1,010.16 |
| S2 |
989.25 |
989.25 |
1,014.74 |
|
| S3 |
962.61 |
977.79 |
1,012.29 |
|
| S4 |
935.97 |
951.15 |
1,004.97 |
|
|
| Weekly Pivots for week ending 31-Oct-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,392.45 |
1,336.42 |
1,091.33 |
|
| R3 |
1,262.07 |
1,206.04 |
1,055.47 |
|
| R2 |
1,131.69 |
1,131.69 |
1,043.52 |
|
| R1 |
1,075.66 |
1,075.66 |
1,031.57 |
1,038.49 |
| PP |
1,001.31 |
1,001.31 |
1,001.31 |
982.73 |
| S1 |
945.28 |
945.28 |
1,007.67 |
908.11 |
| S2 |
870.93 |
870.93 |
995.72 |
|
| S3 |
740.55 |
814.90 |
983.77 |
|
| S4 |
610.17 |
684.52 |
947.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,057.35 |
926.97 |
130.38 |
12.8% |
57.58 |
5.6% |
71% |
False |
False |
|
| 10 |
1,114.46 |
926.97 |
187.49 |
18.4% |
42.17 |
4.1% |
49% |
False |
False |
|
| 20 |
1,153.89 |
926.97 |
226.92 |
22.3% |
31.17 |
3.1% |
41% |
False |
False |
|
| 40 |
1,153.89 |
926.97 |
226.92 |
22.3% |
24.83 |
2.4% |
41% |
False |
False |
|
| 60 |
1,153.89 |
926.97 |
226.92 |
22.3% |
24.44 |
2.4% |
41% |
False |
False |
|
| 80 |
1,153.89 |
926.97 |
226.92 |
22.3% |
23.82 |
2.3% |
41% |
False |
False |
|
| 100 |
1,153.89 |
926.97 |
226.92 |
22.3% |
22.41 |
2.2% |
41% |
False |
False |
|
| 120 |
1,153.89 |
900.24 |
253.65 |
24.9% |
21.89 |
2.1% |
47% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,140.56 |
|
2.618 |
1,097.08 |
|
1.618 |
1,070.44 |
|
1.000 |
1,053.98 |
|
0.618 |
1,043.80 |
|
HIGH |
1,027.34 |
|
0.618 |
1,017.16 |
|
0.500 |
1,014.02 |
|
0.382 |
1,010.88 |
|
LOW |
1,000.70 |
|
0.618 |
984.24 |
|
1.000 |
974.06 |
|
1.618 |
957.60 |
|
2.618 |
930.96 |
|
4.250 |
887.48 |
|
|
| Fisher Pivots for day following 31-Oct-1997 |
| Pivot |
1 day |
3 day |
| R1 |
1,017.75 |
1,029.03 |
| PP |
1,015.89 |
1,025.89 |
| S1 |
1,014.02 |
1,022.76 |
|