| Trading Metrics calculated at close of trading on 19-Dec-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-1997 |
19-Dec-1997 |
Change |
Change % |
Previous Week |
| Open |
983.63 |
966.77 |
-16.86 |
-1.7% |
978.49 |
| High |
984.77 |
972.93 |
-11.84 |
-1.2% |
1,011.96 |
| Low |
956.98 |
937.69 |
-19.29 |
-2.0% |
937.69 |
| Close |
966.77 |
969.90 |
3.13 |
0.3% |
969.90 |
| Range |
27.79 |
35.24 |
7.45 |
26.8% |
74.27 |
| ATR |
26.08 |
26.74 |
0.65 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,065.89 |
1,053.14 |
989.28 |
|
| R3 |
1,030.65 |
1,017.90 |
979.59 |
|
| R2 |
995.41 |
995.41 |
976.36 |
|
| R1 |
982.66 |
982.66 |
973.13 |
989.04 |
| PP |
960.17 |
960.17 |
960.17 |
963.36 |
| S1 |
947.42 |
947.42 |
966.67 |
953.80 |
| S2 |
924.93 |
924.93 |
963.44 |
|
| S3 |
889.69 |
912.18 |
960.21 |
|
| S4 |
854.45 |
876.94 |
950.52 |
|
|
| Weekly Pivots for week ending 19-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,195.99 |
1,157.22 |
1,010.75 |
|
| R3 |
1,121.72 |
1,082.95 |
990.32 |
|
| R2 |
1,047.45 |
1,047.45 |
983.52 |
|
| R1 |
1,008.68 |
1,008.68 |
976.71 |
990.93 |
| PP |
973.18 |
973.18 |
973.18 |
964.31 |
| S1 |
934.41 |
934.41 |
963.09 |
916.66 |
| S2 |
898.91 |
898.91 |
956.28 |
|
| S3 |
824.64 |
860.14 |
949.48 |
|
| S4 |
750.37 |
785.87 |
929.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,011.96 |
937.69 |
74.27 |
7.7% |
29.23 |
3.0% |
43% |
False |
True |
|
| 10 |
1,085.35 |
937.69 |
147.66 |
15.2% |
29.56 |
3.0% |
22% |
False |
True |
|
| 20 |
1,085.35 |
937.69 |
147.66 |
15.2% |
25.16 |
2.6% |
22% |
False |
True |
|
| 40 |
1,090.18 |
926.97 |
163.21 |
16.8% |
28.64 |
3.0% |
26% |
False |
False |
|
| 60 |
1,153.89 |
926.97 |
226.92 |
23.4% |
25.72 |
2.7% |
19% |
False |
False |
|
| 80 |
1,153.89 |
926.97 |
226.92 |
23.4% |
23.97 |
2.5% |
19% |
False |
False |
|
| 100 |
1,153.89 |
926.97 |
226.92 |
23.4% |
23.79 |
2.5% |
19% |
False |
False |
|
| 120 |
1,153.89 |
926.97 |
226.92 |
23.4% |
23.47 |
2.4% |
19% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,122.70 |
|
2.618 |
1,065.19 |
|
1.618 |
1,029.95 |
|
1.000 |
1,008.17 |
|
0.618 |
994.71 |
|
HIGH |
972.93 |
|
0.618 |
959.47 |
|
0.500 |
955.31 |
|
0.382 |
951.15 |
|
LOW |
937.69 |
|
0.618 |
915.91 |
|
1.000 |
902.45 |
|
1.618 |
880.67 |
|
2.618 |
845.43 |
|
4.250 |
787.92 |
|
|
| Fisher Pivots for day following 19-Dec-1997 |
| Pivot |
1 day |
3 day |
| R1 |
965.04 |
974.83 |
| PP |
960.17 |
973.18 |
| S1 |
955.31 |
971.54 |
|