| Trading Metrics calculated at close of trading on 06-Nov-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-1997 |
06-Nov-1997 |
Change |
Change % |
Previous Week |
| Open |
1,047.62 |
1,046.92 |
-0.70 |
-0.1% |
1,057.34 |
| High |
1,057.90 |
1,048.34 |
-9.56 |
-0.9% |
1,057.35 |
| Low |
1,046.25 |
1,032.32 |
-13.93 |
-1.3% |
926.97 |
| Close |
1,046.92 |
1,034.17 |
-12.75 |
-1.2% |
1,019.62 |
| Range |
11.65 |
16.02 |
4.37 |
37.5% |
130.38 |
| ATR |
29.80 |
28.82 |
-0.98 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Nov-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,086.34 |
1,076.27 |
1,042.98 |
|
| R3 |
1,070.32 |
1,060.25 |
1,038.58 |
|
| R2 |
1,054.30 |
1,054.30 |
1,037.11 |
|
| R1 |
1,044.23 |
1,044.23 |
1,035.64 |
1,041.26 |
| PP |
1,038.28 |
1,038.28 |
1,038.28 |
1,036.79 |
| S1 |
1,028.21 |
1,028.21 |
1,032.70 |
1,025.24 |
| S2 |
1,022.26 |
1,022.26 |
1,031.23 |
|
| S3 |
1,006.24 |
1,012.19 |
1,029.76 |
|
| S4 |
990.22 |
996.17 |
1,025.36 |
|
|
| 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% |
19.91 |
1.9% |
59% |
False |
False |
|
| 10 |
1,090.18 |
926.97 |
163.21 |
15.8% |
40.42 |
3.9% |
66% |
False |
False |
|
| 20 |
1,148.21 |
926.97 |
221.24 |
21.4% |
31.88 |
3.1% |
48% |
False |
False |
|
| 40 |
1,153.89 |
926.97 |
226.92 |
21.9% |
24.81 |
2.4% |
47% |
False |
False |
|
| 60 |
1,153.89 |
926.97 |
226.92 |
21.9% |
23.71 |
2.3% |
47% |
False |
False |
|
| 80 |
1,153.89 |
926.97 |
226.92 |
21.9% |
23.36 |
2.3% |
47% |
False |
False |
|
| 100 |
1,153.89 |
926.97 |
226.92 |
21.9% |
22.37 |
2.2% |
47% |
False |
False |
|
| 120 |
1,153.89 |
912.82 |
241.07 |
23.3% |
21.88 |
2.1% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,116.43 |
|
2.618 |
1,090.28 |
|
1.618 |
1,074.26 |
|
1.000 |
1,064.36 |
|
0.618 |
1,058.24 |
|
HIGH |
1,048.34 |
|
0.618 |
1,042.22 |
|
0.500 |
1,040.33 |
|
0.382 |
1,038.44 |
|
LOW |
1,032.32 |
|
0.618 |
1,022.42 |
|
1.000 |
1,016.30 |
|
1.618 |
1,006.40 |
|
2.618 |
990.38 |
|
4.250 |
964.24 |
|
|
| Fisher Pivots for day following 06-Nov-1997 |
| Pivot |
1 day |
3 day |
| R1 |
1,040.33 |
1,045.11 |
| PP |
1,038.28 |
1,041.46 |
| S1 |
1,036.22 |
1,037.82 |
|