| Trading Metrics calculated at close of trading on 03-Nov-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-1997 |
03-Nov-1997 |
Change |
Change % |
Previous Week |
| Open |
1,000.70 |
1,019.62 |
18.92 |
1.9% |
1,057.34 |
| High |
1,027.34 |
1,050.99 |
23.65 |
2.3% |
1,057.35 |
| Low |
1,000.70 |
1,019.62 |
18.92 |
1.9% |
926.97 |
| Close |
1,019.62 |
1,050.72 |
31.10 |
3.1% |
1,019.62 |
| Range |
26.64 |
31.37 |
4.73 |
17.8% |
130.38 |
| ATR |
32.62 |
32.53 |
-0.09 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,134.55 |
1,124.01 |
1,067.97 |
|
| R3 |
1,103.18 |
1,092.64 |
1,059.35 |
|
| R2 |
1,071.81 |
1,071.81 |
1,056.47 |
|
| R1 |
1,061.27 |
1,061.27 |
1,053.60 |
1,066.54 |
| PP |
1,040.44 |
1,040.44 |
1,040.44 |
1,043.08 |
| S1 |
1,029.90 |
1,029.90 |
1,047.84 |
1,035.17 |
| S2 |
1,009.07 |
1,009.07 |
1,044.97 |
|
| S3 |
977.70 |
998.53 |
1,042.09 |
|
| S4 |
946.33 |
967.16 |
1,033.47 |
|
|
| 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 |
12.4% |
47.84 |
4.6% |
95% |
False |
False |
|
| 10 |
1,114.46 |
926.97 |
187.49 |
17.8% |
43.46 |
4.1% |
66% |
False |
False |
|
| 20 |
1,153.89 |
926.97 |
226.92 |
21.6% |
32.21 |
3.1% |
55% |
False |
False |
|
| 40 |
1,153.89 |
926.97 |
226.92 |
21.6% |
25.28 |
2.4% |
55% |
False |
False |
|
| 60 |
1,153.89 |
926.97 |
226.92 |
21.6% |
24.45 |
2.3% |
55% |
False |
False |
|
| 80 |
1,153.89 |
926.97 |
226.92 |
21.6% |
24.02 |
2.3% |
55% |
False |
False |
|
| 100 |
1,153.89 |
926.97 |
226.92 |
21.6% |
22.52 |
2.1% |
55% |
False |
False |
|
| 120 |
1,153.89 |
908.72 |
245.17 |
23.3% |
22.02 |
2.1% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,184.31 |
|
2.618 |
1,133.12 |
|
1.618 |
1,101.75 |
|
1.000 |
1,082.36 |
|
0.618 |
1,070.38 |
|
HIGH |
1,050.99 |
|
0.618 |
1,039.01 |
|
0.500 |
1,035.31 |
|
0.382 |
1,031.60 |
|
LOW |
1,019.62 |
|
0.618 |
1,000.23 |
|
1.000 |
988.25 |
|
1.618 |
968.86 |
|
2.618 |
937.49 |
|
4.250 |
886.30 |
|
|
| Fisher Pivots for day following 03-Nov-1997 |
| Pivot |
1 day |
3 day |
| R1 |
1,045.58 |
1,042.43 |
| PP |
1,040.44 |
1,034.14 |
| S1 |
1,035.31 |
1,025.85 |
|