| Trading Metrics calculated at close of trading on 12-Dec-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-1997 |
12-Dec-1997 |
Change |
Change % |
Previous Week |
| Open |
1,033.21 |
1,001.88 |
-31.33 |
-3.0% |
1,070.27 |
| High |
1,033.22 |
1,006.82 |
-26.40 |
-2.6% |
1,085.35 |
| Low |
995.59 |
974.15 |
-21.44 |
-2.2% |
974.15 |
| Close |
1,001.88 |
978.49 |
-23.39 |
-2.3% |
978.49 |
| Range |
37.63 |
32.67 |
-4.96 |
-13.2% |
111.20 |
| ATR |
24.98 |
25.53 |
0.55 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,084.50 |
1,064.16 |
996.46 |
|
| R3 |
1,051.83 |
1,031.49 |
987.47 |
|
| R2 |
1,019.16 |
1,019.16 |
984.48 |
|
| R1 |
998.82 |
998.82 |
981.48 |
992.66 |
| PP |
986.49 |
986.49 |
986.49 |
983.40 |
| S1 |
966.15 |
966.15 |
975.50 |
959.99 |
| S2 |
953.82 |
953.82 |
972.50 |
|
| S3 |
921.15 |
933.48 |
969.51 |
|
| S4 |
888.48 |
900.81 |
960.52 |
|
|
| Weekly Pivots for week ending 12-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,346.26 |
1,273.58 |
1,039.65 |
|
| R3 |
1,235.06 |
1,162.38 |
1,009.07 |
|
| R2 |
1,123.86 |
1,123.86 |
998.88 |
|
| R1 |
1,051.18 |
1,051.18 |
988.68 |
1,031.92 |
| PP |
1,012.66 |
1,012.66 |
1,012.66 |
1,003.04 |
| S1 |
939.98 |
939.98 |
968.30 |
920.72 |
| S2 |
901.46 |
901.46 |
958.10 |
|
| S3 |
790.26 |
828.78 |
947.91 |
|
| S4 |
679.06 |
717.58 |
917.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,085.35 |
974.15 |
111.20 |
11.4% |
29.88 |
3.1% |
4% |
False |
True |
|
| 10 |
1,085.35 |
974.15 |
111.20 |
11.4% |
27.13 |
2.8% |
4% |
False |
True |
|
| 20 |
1,085.35 |
974.15 |
111.20 |
11.4% |
23.16 |
2.4% |
4% |
False |
True |
|
| 40 |
1,114.46 |
926.97 |
187.49 |
19.2% |
28.25 |
2.9% |
27% |
False |
False |
|
| 60 |
1,153.89 |
926.97 |
226.92 |
23.2% |
24.61 |
2.5% |
23% |
False |
False |
|
| 80 |
1,153.89 |
926.97 |
226.92 |
23.2% |
23.60 |
2.4% |
23% |
False |
False |
|
| 100 |
1,153.89 |
926.97 |
226.92 |
23.2% |
23.31 |
2.4% |
23% |
False |
False |
|
| 120 |
1,153.89 |
926.97 |
226.92 |
23.2% |
22.91 |
2.3% |
23% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,145.67 |
|
2.618 |
1,092.35 |
|
1.618 |
1,059.68 |
|
1.000 |
1,039.49 |
|
0.618 |
1,027.01 |
|
HIGH |
1,006.82 |
|
0.618 |
994.34 |
|
0.500 |
990.49 |
|
0.382 |
986.63 |
|
LOW |
974.15 |
|
0.618 |
953.96 |
|
1.000 |
941.48 |
|
1.618 |
921.29 |
|
2.618 |
888.62 |
|
4.250 |
835.30 |
|
|
| Fisher Pivots for day following 12-Dec-1997 |
| Pivot |
1 day |
3 day |
| R1 |
990.49 |
1,012.41 |
| PP |
986.49 |
1,001.10 |
| S1 |
982.49 |
989.80 |
|