| Trading Metrics calculated at close of trading on 30-Dec-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-1997 |
30-Dec-1997 |
Change |
Change % |
Previous Week |
| Open |
954.07 |
978.53 |
24.46 |
2.6% |
969.90 |
| High |
978.67 |
999.73 |
21.06 |
2.2% |
990.81 |
| Low |
954.07 |
978.53 |
24.46 |
2.6% |
937.22 |
| Close |
978.53 |
998.46 |
19.93 |
2.0% |
954.07 |
| Range |
24.60 |
21.20 |
-3.40 |
-13.8% |
53.59 |
| ATR |
25.46 |
25.16 |
-0.30 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,055.84 |
1,048.35 |
1,010.12 |
|
| R3 |
1,034.64 |
1,027.15 |
1,004.29 |
|
| R2 |
1,013.44 |
1,013.44 |
1,002.35 |
|
| R1 |
1,005.95 |
1,005.95 |
1,000.40 |
1,009.70 |
| PP |
992.24 |
992.24 |
992.24 |
994.11 |
| S1 |
984.75 |
984.75 |
996.52 |
988.50 |
| S2 |
971.04 |
971.04 |
994.57 |
|
| S3 |
949.84 |
963.55 |
992.63 |
|
| S4 |
928.64 |
942.35 |
986.80 |
|
|
| 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 |
999.73 |
937.22 |
62.51 |
6.3% |
22.72 |
2.3% |
98% |
True |
False |
|
| 10 |
1,011.96 |
937.22 |
74.74 |
7.5% |
25.00 |
2.5% |
82% |
False |
False |
|
| 20 |
1,085.35 |
937.22 |
148.13 |
14.8% |
26.18 |
2.6% |
41% |
False |
False |
|
| 40 |
1,085.35 |
937.22 |
148.13 |
14.8% |
23.73 |
2.4% |
41% |
False |
False |
|
| 60 |
1,153.89 |
926.97 |
226.92 |
22.7% |
26.21 |
2.6% |
32% |
False |
False |
|
| 80 |
1,153.89 |
926.97 |
226.92 |
22.7% |
24.28 |
2.4% |
32% |
False |
False |
|
| 100 |
1,153.89 |
926.97 |
226.92 |
22.7% |
24.16 |
2.4% |
32% |
False |
False |
|
| 120 |
1,153.89 |
926.97 |
226.92 |
22.7% |
23.79 |
2.4% |
32% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,089.83 |
|
2.618 |
1,055.23 |
|
1.618 |
1,034.03 |
|
1.000 |
1,020.93 |
|
0.618 |
1,012.83 |
|
HIGH |
999.73 |
|
0.618 |
991.63 |
|
0.500 |
989.13 |
|
0.382 |
986.63 |
|
LOW |
978.53 |
|
0.618 |
965.43 |
|
1.000 |
957.33 |
|
1.618 |
944.23 |
|
2.618 |
923.03 |
|
4.250 |
888.43 |
|
|
| Fisher Pivots for day following 30-Dec-1997 |
| Pivot |
1 day |
3 day |
| R1 |
995.35 |
988.76 |
| PP |
992.24 |
979.06 |
| S1 |
989.13 |
969.36 |
|