| Trading Metrics calculated at close of trading on 31-Dec-1997 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-1997 |
31-Dec-1997 |
Change |
Change % |
Previous Week |
| Open |
978.53 |
998.46 |
19.93 |
2.0% |
969.90 |
| High |
999.73 |
1,005.00 |
5.27 |
0.5% |
990.81 |
| Low |
978.53 |
990.29 |
11.76 |
1.2% |
937.22 |
| Close |
998.46 |
990.80 |
-7.66 |
-0.8% |
954.07 |
| Range |
21.20 |
14.71 |
-6.49 |
-30.6% |
53.59 |
| ATR |
25.16 |
24.41 |
-0.75 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Dec-1997 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,039.49 |
1,029.86 |
998.89 |
|
| R3 |
1,024.78 |
1,015.15 |
994.85 |
|
| R2 |
1,010.07 |
1,010.07 |
993.50 |
|
| R1 |
1,000.44 |
1,000.44 |
992.15 |
997.90 |
| PP |
995.36 |
995.36 |
995.36 |
994.10 |
| S1 |
985.73 |
985.73 |
989.45 |
983.19 |
| S2 |
980.65 |
980.65 |
988.10 |
|
| S3 |
965.94 |
971.02 |
986.75 |
|
| S4 |
951.23 |
956.31 |
982.71 |
|
|
| 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 |
1,005.00 |
937.22 |
67.78 |
6.8% |
19.68 |
2.0% |
79% |
True |
False |
|
| 10 |
1,011.96 |
937.22 |
74.74 |
7.5% |
24.15 |
2.4% |
72% |
False |
False |
|
| 20 |
1,085.35 |
937.22 |
148.13 |
15.0% |
25.50 |
2.6% |
36% |
False |
False |
|
| 40 |
1,085.35 |
937.22 |
148.13 |
15.0% |
23.31 |
2.4% |
36% |
False |
False |
|
| 60 |
1,153.89 |
926.97 |
226.92 |
22.9% |
26.28 |
2.7% |
28% |
False |
False |
|
| 80 |
1,153.89 |
926.97 |
226.92 |
22.9% |
24.30 |
2.5% |
28% |
False |
False |
|
| 100 |
1,153.89 |
926.97 |
226.92 |
22.9% |
23.99 |
2.4% |
28% |
False |
False |
|
| 120 |
1,153.89 |
926.97 |
226.92 |
22.9% |
23.79 |
2.4% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,067.52 |
|
2.618 |
1,043.51 |
|
1.618 |
1,028.80 |
|
1.000 |
1,019.71 |
|
0.618 |
1,014.09 |
|
HIGH |
1,005.00 |
|
0.618 |
999.38 |
|
0.500 |
997.65 |
|
0.382 |
995.91 |
|
LOW |
990.29 |
|
0.618 |
981.20 |
|
1.000 |
975.58 |
|
1.618 |
966.49 |
|
2.618 |
951.78 |
|
4.250 |
927.77 |
|
|
| Fisher Pivots for day following 31-Dec-1997 |
| Pivot |
1 day |
3 day |
| R1 |
997.65 |
987.05 |
| PP |
995.36 |
983.29 |
| S1 |
993.08 |
979.54 |
|