| Trading Metrics calculated at close of trading on 24-Dec-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-1997 |
24-Dec-1997 |
Change |
Change % |
Previous Week |
| Open |
975.69 |
949.57 |
-26.12 |
-2.7% |
978.49 |
| High |
979.12 |
959.89 |
-19.23 |
-2.0% |
1,011.96 |
| Low |
949.21 |
937.22 |
-11.99 |
-1.3% |
937.69 |
| Close |
949.57 |
938.99 |
-10.58 |
-1.1% |
969.90 |
| Range |
29.91 |
22.67 |
-7.24 |
-24.2% |
74.27 |
| ATR |
26.60 |
26.32 |
-0.28 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,013.38 |
998.85 |
951.46 |
|
| R3 |
990.71 |
976.18 |
945.22 |
|
| R2 |
968.04 |
968.04 |
943.15 |
|
| R1 |
953.51 |
953.51 |
941.07 |
949.44 |
| PP |
945.37 |
945.37 |
945.37 |
943.33 |
| S1 |
930.84 |
930.84 |
936.91 |
926.77 |
| S2 |
922.70 |
922.70 |
934.83 |
|
| S3 |
900.03 |
908.17 |
932.76 |
|
| S4 |
877.36 |
885.50 |
926.52 |
|
|
| 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 |
990.81 |
937.22 |
53.59 |
5.7% |
27.39 |
2.9% |
3% |
False |
True |
|
| 10 |
1,033.22 |
937.22 |
96.00 |
10.2% |
29.04 |
3.1% |
2% |
False |
True |
|
| 20 |
1,085.35 |
937.22 |
148.13 |
15.8% |
25.62 |
2.7% |
1% |
False |
True |
|
| 40 |
1,085.35 |
937.22 |
148.13 |
15.8% |
24.39 |
2.6% |
1% |
False |
True |
|
| 60 |
1,153.89 |
926.97 |
226.92 |
24.2% |
26.10 |
2.8% |
5% |
False |
False |
|
| 80 |
1,153.89 |
926.97 |
226.92 |
24.2% |
24.04 |
2.6% |
5% |
False |
False |
|
| 100 |
1,153.89 |
926.97 |
226.92 |
24.2% |
24.01 |
2.6% |
5% |
False |
False |
|
| 120 |
1,153.89 |
926.97 |
226.92 |
24.2% |
23.67 |
2.5% |
5% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,056.24 |
|
2.618 |
1,019.24 |
|
1.618 |
996.57 |
|
1.000 |
982.56 |
|
0.618 |
973.90 |
|
HIGH |
959.89 |
|
0.618 |
951.23 |
|
0.500 |
948.56 |
|
0.382 |
945.88 |
|
LOW |
937.22 |
|
0.618 |
923.21 |
|
1.000 |
914.55 |
|
1.618 |
900.54 |
|
2.618 |
877.87 |
|
4.250 |
840.87 |
|
|
| Fisher Pivots for day following 24-Dec-1997 |
| Pivot |
1 day |
3 day |
| R1 |
948.56 |
964.02 |
| PP |
945.37 |
955.67 |
| S1 |
942.18 |
947.33 |
|