| Trading Metrics calculated at close of trading on 04-Nov-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-1997 |
04-Nov-1997 |
Change |
Change % |
Previous Week |
| Open |
1,019.62 |
1,050.72 |
31.10 |
3.1% |
1,057.34 |
| High |
1,050.99 |
1,056.09 |
5.10 |
0.5% |
1,057.35 |
| Low |
1,019.62 |
1,042.22 |
22.60 |
2.2% |
926.97 |
| Close |
1,050.72 |
1,047.62 |
-3.10 |
-0.3% |
1,019.62 |
| Range |
31.37 |
13.87 |
-17.50 |
-55.8% |
130.38 |
| ATR |
32.53 |
31.20 |
-1.33 |
-4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,090.25 |
1,082.81 |
1,055.25 |
|
| R3 |
1,076.38 |
1,068.94 |
1,051.43 |
|
| R2 |
1,062.51 |
1,062.51 |
1,050.16 |
|
| R1 |
1,055.07 |
1,055.07 |
1,048.89 |
1,051.86 |
| PP |
1,048.64 |
1,048.64 |
1,048.64 |
1,047.04 |
| S1 |
1,041.20 |
1,041.20 |
1,046.35 |
1,037.99 |
| S2 |
1,034.77 |
1,034.77 |
1,045.08 |
|
| S3 |
1,020.90 |
1,027.33 |
1,043.81 |
|
| S4 |
1,007.03 |
1,013.46 |
1,039.99 |
|
|
| 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 |
1,000.70 |
56.65 |
5.4% |
26.57 |
2.5% |
83% |
False |
False |
|
| 10 |
1,114.46 |
926.97 |
187.49 |
17.9% |
42.58 |
4.1% |
64% |
False |
False |
|
| 20 |
1,153.89 |
926.97 |
226.92 |
21.7% |
32.00 |
3.1% |
53% |
False |
False |
|
| 40 |
1,153.89 |
926.97 |
226.92 |
21.7% |
25.33 |
2.4% |
53% |
False |
False |
|
| 60 |
1,153.89 |
926.97 |
226.92 |
21.7% |
24.14 |
2.3% |
53% |
False |
False |
|
| 80 |
1,153.89 |
926.97 |
226.92 |
21.7% |
23.87 |
2.3% |
53% |
False |
False |
|
| 100 |
1,153.89 |
926.97 |
226.92 |
21.7% |
22.44 |
2.1% |
53% |
False |
False |
|
| 120 |
1,153.89 |
908.72 |
245.17 |
23.4% |
21.95 |
2.1% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,115.04 |
|
2.618 |
1,092.40 |
|
1.618 |
1,078.53 |
|
1.000 |
1,069.96 |
|
0.618 |
1,064.66 |
|
HIGH |
1,056.09 |
|
0.618 |
1,050.79 |
|
0.500 |
1,049.16 |
|
0.382 |
1,047.52 |
|
LOW |
1,042.22 |
|
0.618 |
1,033.65 |
|
1.000 |
1,028.35 |
|
1.618 |
1,019.78 |
|
2.618 |
1,005.91 |
|
4.250 |
983.27 |
|
|
| Fisher Pivots for day following 04-Nov-1997 |
| Pivot |
1 day |
3 day |
| R1 |
1,049.16 |
1,041.21 |
| PP |
1,048.64 |
1,034.80 |
| S1 |
1,048.13 |
1,028.40 |
|