| Trading Metrics calculated at close of trading on 05-Nov-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-1997 |
05-Nov-1997 |
Change |
Change % |
Previous Week |
| Open |
1,050.72 |
1,047.62 |
-3.10 |
-0.3% |
1,057.34 |
| High |
1,056.09 |
1,057.90 |
1.81 |
0.2% |
1,057.35 |
| Low |
1,042.22 |
1,046.25 |
4.03 |
0.4% |
926.97 |
| Close |
1,047.62 |
1,046.92 |
-0.70 |
-0.1% |
1,019.62 |
| Range |
13.87 |
11.65 |
-2.22 |
-16.0% |
130.38 |
| ATR |
31.20 |
29.80 |
-1.40 |
-4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,085.31 |
1,077.76 |
1,053.33 |
|
| R3 |
1,073.66 |
1,066.11 |
1,050.12 |
|
| R2 |
1,062.01 |
1,062.01 |
1,049.06 |
|
| R1 |
1,054.46 |
1,054.46 |
1,047.99 |
1,052.41 |
| PP |
1,050.36 |
1,050.36 |
1,050.36 |
1,049.33 |
| S1 |
1,042.81 |
1,042.81 |
1,045.85 |
1,040.76 |
| S2 |
1,038.71 |
1,038.71 |
1,044.78 |
|
| S3 |
1,027.06 |
1,031.16 |
1,043.72 |
|
| S4 |
1,015.41 |
1,019.51 |
1,040.51 |
|
|
| 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 |
1,057.90 |
1,000.70 |
57.20 |
5.5% |
22.52 |
2.2% |
81% |
True |
False |
|
| 10 |
1,098.71 |
926.97 |
171.74 |
16.4% |
42.11 |
4.0% |
70% |
False |
False |
|
| 20 |
1,153.89 |
926.97 |
226.92 |
21.7% |
31.90 |
3.0% |
53% |
False |
False |
|
| 40 |
1,153.89 |
926.97 |
226.92 |
21.7% |
25.03 |
2.4% |
53% |
False |
False |
|
| 60 |
1,153.89 |
926.97 |
226.92 |
21.7% |
23.89 |
2.3% |
53% |
False |
False |
|
| 80 |
1,153.89 |
926.97 |
226.92 |
21.7% |
23.75 |
2.3% |
53% |
False |
False |
|
| 100 |
1,153.89 |
926.97 |
226.92 |
21.7% |
22.43 |
2.1% |
53% |
False |
False |
|
| 120 |
1,153.89 |
908.72 |
245.17 |
23.4% |
21.91 |
2.1% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,107.41 |
|
2.618 |
1,088.40 |
|
1.618 |
1,076.75 |
|
1.000 |
1,069.55 |
|
0.618 |
1,065.10 |
|
HIGH |
1,057.90 |
|
0.618 |
1,053.45 |
|
0.500 |
1,052.08 |
|
0.382 |
1,050.70 |
|
LOW |
1,046.25 |
|
0.618 |
1,039.05 |
|
1.000 |
1,034.60 |
|
1.618 |
1,027.40 |
|
2.618 |
1,015.75 |
|
4.250 |
996.74 |
|
|
| Fisher Pivots for day following 05-Nov-1997 |
| Pivot |
1 day |
3 day |
| R1 |
1,052.08 |
1,044.20 |
| PP |
1,050.36 |
1,041.48 |
| S1 |
1,048.64 |
1,038.76 |
|