| Trading Metrics calculated at close of trading on 26-Dec-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-1997 |
26-Dec-1997 |
Change |
Change % |
Previous Week |
| Open |
949.57 |
938.99 |
-10.58 |
-1.1% |
969.90 |
| High |
959.89 |
954.22 |
-5.67 |
-0.6% |
990.81 |
| Low |
937.22 |
938.99 |
1.77 |
0.2% |
937.22 |
| Close |
938.99 |
954.07 |
15.08 |
1.6% |
954.07 |
| Range |
22.67 |
15.23 |
-7.44 |
-32.8% |
53.59 |
| ATR |
26.32 |
25.53 |
-0.79 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
994.78 |
989.66 |
962.45 |
|
| R3 |
979.55 |
974.43 |
958.26 |
|
| R2 |
964.32 |
964.32 |
956.86 |
|
| R1 |
959.20 |
959.20 |
955.47 |
961.76 |
| PP |
949.09 |
949.09 |
949.09 |
950.38 |
| S1 |
943.97 |
943.97 |
952.67 |
946.53 |
| S2 |
933.86 |
933.86 |
951.28 |
|
| S3 |
918.63 |
928.74 |
949.88 |
|
| S4 |
903.40 |
913.51 |
945.69 |
|
|
| Weekly Pivots for week ending 26-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,121.47 |
1,091.36 |
983.54 |
|
| R3 |
1,067.88 |
1,037.77 |
968.81 |
|
| R2 |
1,014.29 |
1,014.29 |
963.89 |
|
| R1 |
984.18 |
984.18 |
958.98 |
972.44 |
| PP |
960.70 |
960.70 |
960.70 |
954.83 |
| S1 |
930.59 |
930.59 |
949.16 |
918.85 |
| S2 |
907.11 |
907.11 |
944.25 |
|
| S3 |
853.52 |
877.00 |
939.33 |
|
| S4 |
799.93 |
823.41 |
924.60 |
|
|
| 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 |
5.6% |
24.87 |
2.6% |
31% |
False |
False |
|
| 10 |
1,011.96 |
937.22 |
74.74 |
7.8% |
26.80 |
2.8% |
23% |
False |
False |
|
| 20 |
1,085.35 |
937.22 |
148.13 |
15.5% |
25.92 |
2.7% |
11% |
False |
False |
|
| 40 |
1,085.35 |
937.22 |
148.13 |
15.5% |
23.98 |
2.5% |
11% |
False |
False |
|
| 60 |
1,153.89 |
926.97 |
226.92 |
23.8% |
26.01 |
2.7% |
12% |
False |
False |
|
| 80 |
1,153.89 |
926.97 |
226.92 |
23.8% |
24.04 |
2.5% |
12% |
False |
False |
|
| 100 |
1,153.89 |
926.97 |
226.92 |
23.8% |
24.07 |
2.5% |
12% |
False |
False |
|
| 120 |
1,153.89 |
926.97 |
226.92 |
23.8% |
23.66 |
2.5% |
12% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,018.95 |
|
2.618 |
994.09 |
|
1.618 |
978.86 |
|
1.000 |
969.45 |
|
0.618 |
963.63 |
|
HIGH |
954.22 |
|
0.618 |
948.40 |
|
0.500 |
946.61 |
|
0.382 |
944.81 |
|
LOW |
938.99 |
|
0.618 |
929.58 |
|
1.000 |
923.76 |
|
1.618 |
914.35 |
|
2.618 |
899.12 |
|
4.250 |
874.26 |
|
|
| Fisher Pivots for day following 26-Dec-1997 |
| Pivot |
1 day |
3 day |
| R1 |
951.58 |
958.17 |
| PP |
949.09 |
956.80 |
| S1 |
946.61 |
955.44 |
|